NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.314 |
2.361 |
0.047 |
2.0% |
2.347 |
| High |
2.366 |
2.381 |
0.015 |
0.6% |
2.366 |
| Low |
2.305 |
2.309 |
0.004 |
0.2% |
2.195 |
| Close |
2.329 |
2.321 |
-0.008 |
-0.3% |
2.329 |
| Range |
0.061 |
0.072 |
0.011 |
18.0% |
0.171 |
| ATR |
0.069 |
0.069 |
0.000 |
0.3% |
0.000 |
| Volume |
25,372 |
16,897 |
-8,475 |
-33.4% |
126,793 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.553 |
2.509 |
2.361 |
|
| R3 |
2.481 |
2.437 |
2.341 |
|
| R2 |
2.409 |
2.409 |
2.334 |
|
| R1 |
2.365 |
2.365 |
2.328 |
2.351 |
| PP |
2.337 |
2.337 |
2.337 |
2.330 |
| S1 |
2.293 |
2.293 |
2.314 |
2.279 |
| S2 |
2.265 |
2.265 |
2.308 |
|
| S3 |
2.193 |
2.221 |
2.301 |
|
| S4 |
2.121 |
2.149 |
2.281 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.810 |
2.740 |
2.423 |
|
| R3 |
2.639 |
2.569 |
2.376 |
|
| R2 |
2.468 |
2.468 |
2.360 |
|
| R1 |
2.398 |
2.398 |
2.345 |
2.348 |
| PP |
2.297 |
2.297 |
2.297 |
2.271 |
| S1 |
2.227 |
2.227 |
2.313 |
2.177 |
| S2 |
2.126 |
2.126 |
2.298 |
|
| S3 |
1.955 |
2.056 |
2.282 |
|
| S4 |
1.784 |
1.885 |
2.235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.381 |
2.195 |
0.186 |
8.0% |
0.071 |
3.0% |
68% |
True |
False |
24,139 |
| 10 |
2.419 |
2.195 |
0.224 |
9.7% |
0.061 |
2.6% |
56% |
False |
False |
25,228 |
| 20 |
2.466 |
2.195 |
0.271 |
11.7% |
0.063 |
2.7% |
46% |
False |
False |
24,453 |
| 40 |
2.528 |
2.183 |
0.345 |
14.9% |
0.068 |
2.9% |
40% |
False |
False |
21,540 |
| 60 |
2.528 |
2.009 |
0.519 |
22.4% |
0.068 |
2.9% |
60% |
False |
False |
18,763 |
| 80 |
2.528 |
2.009 |
0.519 |
22.4% |
0.065 |
2.8% |
60% |
False |
False |
16,151 |
| 100 |
2.644 |
2.009 |
0.635 |
27.4% |
0.066 |
2.8% |
49% |
False |
False |
13,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.687 |
|
2.618 |
2.569 |
|
1.618 |
2.497 |
|
1.000 |
2.453 |
|
0.618 |
2.425 |
|
HIGH |
2.381 |
|
0.618 |
2.353 |
|
0.500 |
2.345 |
|
0.382 |
2.337 |
|
LOW |
2.309 |
|
0.618 |
2.265 |
|
1.000 |
2.237 |
|
1.618 |
2.193 |
|
2.618 |
2.121 |
|
4.250 |
2.003 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.345 |
2.310 |
| PP |
2.337 |
2.299 |
| S1 |
2.329 |
2.288 |
|