NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.320 |
2.334 |
0.014 |
0.6% |
2.361 |
| High |
2.363 |
2.451 |
0.088 |
3.7% |
2.381 |
| Low |
2.280 |
2.326 |
0.046 |
2.0% |
2.271 |
| Close |
2.345 |
2.438 |
0.093 |
4.0% |
2.345 |
| Range |
0.083 |
0.125 |
0.042 |
50.6% |
0.110 |
| ATR |
0.068 |
0.072 |
0.004 |
6.0% |
0.000 |
| Volume |
27,145 |
35,748 |
8,603 |
31.7% |
140,947 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.780 |
2.734 |
2.507 |
|
| R3 |
2.655 |
2.609 |
2.472 |
|
| R2 |
2.530 |
2.530 |
2.461 |
|
| R1 |
2.484 |
2.484 |
2.449 |
2.507 |
| PP |
2.405 |
2.405 |
2.405 |
2.417 |
| S1 |
2.359 |
2.359 |
2.427 |
2.382 |
| S2 |
2.280 |
2.280 |
2.415 |
|
| S3 |
2.155 |
2.234 |
2.404 |
|
| S4 |
2.030 |
2.109 |
2.369 |
|
|
| 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 |
2.451 |
2.271 |
0.180 |
7.4% |
0.077 |
3.1% |
93% |
True |
False |
31,959 |
| 10 |
2.451 |
2.195 |
0.256 |
10.5% |
0.074 |
3.0% |
95% |
True |
False |
28,049 |
| 20 |
2.451 |
2.195 |
0.256 |
10.5% |
0.065 |
2.7% |
95% |
True |
False |
25,938 |
| 40 |
2.528 |
2.183 |
0.345 |
14.2% |
0.069 |
2.8% |
74% |
False |
False |
23,604 |
| 60 |
2.528 |
2.009 |
0.519 |
21.3% |
0.070 |
2.9% |
83% |
False |
False |
20,198 |
| 80 |
2.528 |
2.009 |
0.519 |
21.3% |
0.066 |
2.7% |
83% |
False |
False |
17,661 |
| 100 |
2.644 |
2.009 |
0.635 |
26.0% |
0.066 |
2.7% |
68% |
False |
False |
15,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.982 |
|
2.618 |
2.778 |
|
1.618 |
2.653 |
|
1.000 |
2.576 |
|
0.618 |
2.528 |
|
HIGH |
2.451 |
|
0.618 |
2.403 |
|
0.500 |
2.389 |
|
0.382 |
2.374 |
|
LOW |
2.326 |
|
0.618 |
2.249 |
|
1.000 |
2.201 |
|
1.618 |
2.124 |
|
2.618 |
1.999 |
|
4.250 |
1.795 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.422 |
2.414 |
| PP |
2.405 |
2.390 |
| S1 |
2.389 |
2.366 |
|