NYMEX Natural Gas Future October 2016
Trading Metrics calculated at close of trading on 20-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
Open |
2.315 |
2.388 |
0.073 |
3.2% |
2.420 |
High |
2.404 |
2.442 |
0.038 |
1.6% |
2.442 |
Low |
2.277 |
2.384 |
0.107 |
4.7% |
2.277 |
Close |
2.399 |
2.409 |
0.010 |
0.4% |
2.409 |
Range |
0.127 |
0.058 |
-0.069 |
-54.3% |
0.165 |
ATR |
0.068 |
0.067 |
-0.001 |
-1.1% |
0.000 |
Volume |
30,780 |
21,659 |
-9,121 |
-29.6% |
128,463 |
|
Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.586 |
2.555 |
2.441 |
|
R3 |
2.528 |
2.497 |
2.425 |
|
R2 |
2.470 |
2.470 |
2.420 |
|
R1 |
2.439 |
2.439 |
2.414 |
2.455 |
PP |
2.412 |
2.412 |
2.412 |
2.419 |
S1 |
2.381 |
2.381 |
2.404 |
2.397 |
S2 |
2.354 |
2.354 |
2.398 |
|
S3 |
2.296 |
2.323 |
2.393 |
|
S4 |
2.238 |
2.265 |
2.377 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.871 |
2.805 |
2.500 |
|
R3 |
2.706 |
2.640 |
2.454 |
|
R2 |
2.541 |
2.541 |
2.439 |
|
R1 |
2.475 |
2.475 |
2.424 |
2.426 |
PP |
2.376 |
2.376 |
2.376 |
2.351 |
S1 |
2.310 |
2.310 |
2.394 |
2.261 |
S2 |
2.211 |
2.211 |
2.379 |
|
S3 |
2.046 |
2.145 |
2.364 |
|
S4 |
1.881 |
1.980 |
2.318 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.442 |
2.277 |
0.165 |
6.8% |
0.067 |
2.8% |
80% |
True |
False |
25,692 |
10 |
2.487 |
2.277 |
0.210 |
8.7% |
0.059 |
2.5% |
63% |
False |
False |
24,284 |
20 |
2.583 |
2.277 |
0.306 |
12.7% |
0.065 |
2.7% |
43% |
False |
False |
26,186 |
40 |
2.583 |
2.206 |
0.377 |
15.6% |
0.067 |
2.8% |
54% |
False |
False |
24,433 |
60 |
2.583 |
2.049 |
0.534 |
22.2% |
0.067 |
2.8% |
67% |
False |
False |
23,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.689 |
2.618 |
2.594 |
1.618 |
2.536 |
1.000 |
2.500 |
0.618 |
2.478 |
HIGH |
2.442 |
0.618 |
2.420 |
0.500 |
2.413 |
0.382 |
2.406 |
LOW |
2.384 |
0.618 |
2.348 |
1.000 |
2.326 |
1.618 |
2.290 |
2.618 |
2.232 |
4.250 |
2.138 |
|
|
Fisher Pivots for day following 20-May-2016 |
Pivot |
1 day |
3 day |
R1 |
2.413 |
2.393 |
PP |
2.412 |
2.376 |
S1 |
2.410 |
2.360 |
|