NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.282 |
2.330 |
0.048 |
2.1% |
2.347 |
| High |
2.341 |
2.340 |
-0.001 |
0.0% |
2.366 |
| Low |
2.271 |
2.295 |
0.024 |
1.1% |
2.195 |
| Close |
2.339 |
2.325 |
-0.014 |
-0.6% |
2.329 |
| Range |
0.070 |
0.045 |
-0.025 |
-35.7% |
0.171 |
| ATR |
0.069 |
0.067 |
-0.002 |
-2.5% |
0.000 |
| Volume |
25,382 |
46,878 |
21,496 |
84.7% |
126,793 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.455 |
2.435 |
2.350 |
|
| R3 |
2.410 |
2.390 |
2.337 |
|
| R2 |
2.365 |
2.365 |
2.333 |
|
| R1 |
2.345 |
2.345 |
2.329 |
2.333 |
| PP |
2.320 |
2.320 |
2.320 |
2.314 |
| S1 |
2.300 |
2.300 |
2.321 |
2.288 |
| S2 |
2.275 |
2.275 |
2.317 |
|
| S3 |
2.230 |
2.255 |
2.313 |
|
| S4 |
2.185 |
2.210 |
2.300 |
|
|
| 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 |
2.271 |
0.110 |
4.7% |
0.062 |
2.6% |
49% |
False |
False |
27,834 |
| 10 |
2.402 |
2.195 |
0.207 |
8.9% |
0.063 |
2.7% |
63% |
False |
False |
26,449 |
| 20 |
2.466 |
2.195 |
0.271 |
11.7% |
0.063 |
2.7% |
48% |
False |
False |
25,974 |
| 40 |
2.528 |
2.183 |
0.345 |
14.8% |
0.067 |
2.9% |
41% |
False |
False |
22,657 |
| 60 |
2.528 |
2.009 |
0.519 |
22.3% |
0.068 |
2.9% |
61% |
False |
False |
19,611 |
| 80 |
2.528 |
2.009 |
0.519 |
22.3% |
0.065 |
2.8% |
61% |
False |
False |
17,051 |
| 100 |
2.644 |
2.009 |
0.635 |
27.3% |
0.065 |
2.8% |
50% |
False |
False |
14,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.531 |
|
2.618 |
2.458 |
|
1.618 |
2.413 |
|
1.000 |
2.385 |
|
0.618 |
2.368 |
|
HIGH |
2.340 |
|
0.618 |
2.323 |
|
0.500 |
2.318 |
|
0.382 |
2.312 |
|
LOW |
2.295 |
|
0.618 |
2.267 |
|
1.000 |
2.250 |
|
1.618 |
2.222 |
|
2.618 |
2.177 |
|
4.250 |
2.104 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.323 |
2.319 |
| PP |
2.320 |
2.312 |
| S1 |
2.318 |
2.306 |
|