NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.322 |
2.282 |
-0.040 |
-1.7% |
2.347 |
| High |
2.335 |
2.341 |
0.006 |
0.3% |
2.366 |
| Low |
2.275 |
2.271 |
-0.004 |
-0.2% |
2.195 |
| Close |
2.285 |
2.339 |
0.054 |
2.4% |
2.329 |
| Range |
0.060 |
0.070 |
0.010 |
16.7% |
0.171 |
| ATR |
0.068 |
0.069 |
0.000 |
0.2% |
0.000 |
| Volume |
24,645 |
25,382 |
737 |
3.0% |
126,793 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.527 |
2.503 |
2.378 |
|
| R3 |
2.457 |
2.433 |
2.358 |
|
| R2 |
2.387 |
2.387 |
2.352 |
|
| R1 |
2.363 |
2.363 |
2.345 |
2.375 |
| PP |
2.317 |
2.317 |
2.317 |
2.323 |
| S1 |
2.293 |
2.293 |
2.333 |
2.305 |
| S2 |
2.247 |
2.247 |
2.326 |
|
| S3 |
2.177 |
2.223 |
2.320 |
|
| S4 |
2.107 |
2.153 |
2.301 |
|
|
| 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% |
0.079 |
3.4% |
77% |
False |
False |
25,087 |
| 10 |
2.419 |
2.195 |
0.224 |
9.6% |
0.063 |
2.7% |
64% |
False |
False |
24,257 |
| 20 |
2.466 |
2.195 |
0.271 |
11.6% |
0.064 |
2.7% |
53% |
False |
False |
25,265 |
| 40 |
2.528 |
2.183 |
0.345 |
14.7% |
0.068 |
2.9% |
45% |
False |
False |
22,077 |
| 60 |
2.528 |
2.009 |
0.519 |
22.2% |
0.068 |
2.9% |
64% |
False |
False |
19,011 |
| 80 |
2.528 |
2.009 |
0.519 |
22.2% |
0.066 |
2.8% |
64% |
False |
False |
16,596 |
| 100 |
2.644 |
2.009 |
0.635 |
27.1% |
0.065 |
2.8% |
52% |
False |
False |
14,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.639 |
|
2.618 |
2.524 |
|
1.618 |
2.454 |
|
1.000 |
2.411 |
|
0.618 |
2.384 |
|
HIGH |
2.341 |
|
0.618 |
2.314 |
|
0.500 |
2.306 |
|
0.382 |
2.298 |
|
LOW |
2.271 |
|
0.618 |
2.228 |
|
1.000 |
2.201 |
|
1.618 |
2.158 |
|
2.618 |
2.088 |
|
4.250 |
1.974 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.328 |
2.335 |
| PP |
2.317 |
2.330 |
| S1 |
2.306 |
2.326 |
|