NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.419 |
2.468 |
0.049 |
2.0% |
2.480 |
| High |
2.475 |
2.483 |
0.008 |
0.3% |
2.522 |
| Low |
2.416 |
2.430 |
0.014 |
0.6% |
2.432 |
| Close |
2.459 |
2.478 |
0.019 |
0.8% |
2.445 |
| Range |
0.059 |
0.053 |
-0.006 |
-10.2% |
0.090 |
| ATR |
0.069 |
0.068 |
-0.001 |
-1.6% |
0.000 |
| Volume |
24,262 |
22,177 |
-2,085 |
-8.6% |
117,908 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.623 |
2.603 |
2.507 |
|
| R3 |
2.570 |
2.550 |
2.493 |
|
| R2 |
2.517 |
2.517 |
2.488 |
|
| R1 |
2.497 |
2.497 |
2.483 |
2.507 |
| PP |
2.464 |
2.464 |
2.464 |
2.469 |
| S1 |
2.444 |
2.444 |
2.473 |
2.454 |
| S2 |
2.411 |
2.411 |
2.468 |
|
| S3 |
2.358 |
2.391 |
2.463 |
|
| S4 |
2.305 |
2.338 |
2.449 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.736 |
2.681 |
2.495 |
|
| R3 |
2.646 |
2.591 |
2.470 |
|
| R2 |
2.556 |
2.556 |
2.462 |
|
| R1 |
2.501 |
2.501 |
2.453 |
2.484 |
| PP |
2.466 |
2.466 |
2.466 |
2.458 |
| S1 |
2.411 |
2.411 |
2.437 |
2.394 |
| S2 |
2.376 |
2.376 |
2.429 |
|
| S3 |
2.286 |
2.321 |
2.420 |
|
| S4 |
2.196 |
2.231 |
2.396 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.522 |
2.414 |
0.108 |
4.4% |
0.058 |
2.3% |
59% |
False |
False |
22,433 |
| 10 |
2.530 |
2.414 |
0.116 |
4.7% |
0.061 |
2.5% |
55% |
False |
False |
27,217 |
| 20 |
2.583 |
2.254 |
0.329 |
13.3% |
0.069 |
2.8% |
68% |
False |
False |
26,558 |
| 40 |
2.583 |
2.201 |
0.382 |
15.4% |
0.068 |
2.8% |
73% |
False |
False |
23,112 |
| 60 |
2.583 |
2.049 |
0.534 |
21.5% |
0.066 |
2.7% |
80% |
False |
False |
22,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.708 |
|
2.618 |
2.622 |
|
1.618 |
2.569 |
|
1.000 |
2.536 |
|
0.618 |
2.516 |
|
HIGH |
2.483 |
|
0.618 |
2.463 |
|
0.500 |
2.457 |
|
0.382 |
2.450 |
|
LOW |
2.430 |
|
0.618 |
2.397 |
|
1.000 |
2.377 |
|
1.618 |
2.344 |
|
2.618 |
2.291 |
|
4.250 |
2.205 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.471 |
2.468 |
| PP |
2.464 |
2.458 |
| S1 |
2.457 |
2.449 |
|