NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.330 |
2.320 |
-0.010 |
-0.4% |
2.361 |
| High |
2.340 |
2.363 |
0.023 |
1.0% |
2.381 |
| Low |
2.295 |
2.280 |
-0.015 |
-0.7% |
2.271 |
| Close |
2.325 |
2.345 |
0.020 |
0.9% |
2.345 |
| Range |
0.045 |
0.083 |
0.038 |
84.4% |
0.110 |
| ATR |
0.067 |
0.068 |
0.001 |
1.7% |
0.000 |
| Volume |
46,878 |
27,145 |
-19,733 |
-42.1% |
140,947 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.578 |
2.545 |
2.391 |
|
| R3 |
2.495 |
2.462 |
2.368 |
|
| R2 |
2.412 |
2.412 |
2.360 |
|
| R1 |
2.379 |
2.379 |
2.353 |
2.396 |
| PP |
2.329 |
2.329 |
2.329 |
2.338 |
| S1 |
2.296 |
2.296 |
2.337 |
2.313 |
| S2 |
2.246 |
2.246 |
2.330 |
|
| S3 |
2.163 |
2.213 |
2.322 |
|
| S4 |
2.080 |
2.130 |
2.299 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.662 |
2.614 |
2.406 |
|
| R3 |
2.552 |
2.504 |
2.375 |
|
| R2 |
2.442 |
2.442 |
2.365 |
|
| R1 |
2.394 |
2.394 |
2.355 |
2.363 |
| PP |
2.332 |
2.332 |
2.332 |
2.317 |
| S1 |
2.284 |
2.284 |
2.335 |
2.253 |
| S2 |
2.222 |
2.222 |
2.325 |
|
| S3 |
2.112 |
2.174 |
2.315 |
|
| S4 |
2.002 |
2.064 |
2.285 |
|
|
| 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% |
0.066 |
2.8% |
67% |
False |
False |
28,189 |
| 10 |
2.381 |
2.195 |
0.186 |
7.9% |
0.067 |
2.9% |
81% |
False |
False |
26,774 |
| 20 |
2.449 |
2.195 |
0.254 |
10.8% |
0.062 |
2.7% |
59% |
False |
False |
25,164 |
| 40 |
2.528 |
2.183 |
0.345 |
14.7% |
0.068 |
2.9% |
47% |
False |
False |
23,061 |
| 60 |
2.528 |
2.009 |
0.519 |
22.1% |
0.068 |
2.9% |
65% |
False |
False |
19,800 |
| 80 |
2.528 |
2.009 |
0.519 |
22.1% |
0.066 |
2.8% |
65% |
False |
False |
17,298 |
| 100 |
2.644 |
2.009 |
0.635 |
27.1% |
0.065 |
2.8% |
53% |
False |
False |
14,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.716 |
|
2.618 |
2.580 |
|
1.618 |
2.497 |
|
1.000 |
2.446 |
|
0.618 |
2.414 |
|
HIGH |
2.363 |
|
0.618 |
2.331 |
|
0.500 |
2.322 |
|
0.382 |
2.312 |
|
LOW |
2.280 |
|
0.618 |
2.229 |
|
1.000 |
2.197 |
|
1.618 |
2.146 |
|
2.618 |
2.063 |
|
4.250 |
1.927 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.337 |
2.336 |
| PP |
2.329 |
2.326 |
| S1 |
2.322 |
2.317 |
|