NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.388 |
2.438 |
0.050 |
2.1% |
2.420 |
| High |
2.442 |
2.455 |
0.013 |
0.5% |
2.442 |
| Low |
2.384 |
2.391 |
0.007 |
0.3% |
2.277 |
| Close |
2.409 |
2.403 |
-0.006 |
-0.2% |
2.409 |
| Range |
0.058 |
0.064 |
0.006 |
10.3% |
0.165 |
| ATR |
0.067 |
0.067 |
0.000 |
-0.4% |
0.000 |
| Volume |
21,659 |
20,712 |
-947 |
-4.4% |
128,463 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.608 |
2.570 |
2.438 |
|
| R3 |
2.544 |
2.506 |
2.421 |
|
| R2 |
2.480 |
2.480 |
2.415 |
|
| R1 |
2.442 |
2.442 |
2.409 |
2.429 |
| PP |
2.416 |
2.416 |
2.416 |
2.410 |
| S1 |
2.378 |
2.378 |
2.397 |
2.365 |
| S2 |
2.352 |
2.352 |
2.391 |
|
| S3 |
2.288 |
2.314 |
2.385 |
|
| S4 |
2.224 |
2.250 |
2.368 |
|
|
| 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 |
2.455 |
2.277 |
0.178 |
7.4% |
0.068 |
2.8% |
71% |
True |
False |
24,386 |
| 10 |
2.487 |
2.277 |
0.210 |
8.7% |
0.060 |
2.5% |
60% |
False |
False |
24,572 |
| 20 |
2.530 |
2.277 |
0.253 |
10.5% |
0.062 |
2.6% |
50% |
False |
False |
26,226 |
| 40 |
2.583 |
2.236 |
0.347 |
14.4% |
0.066 |
2.7% |
48% |
False |
False |
24,547 |
| 60 |
2.583 |
2.049 |
0.534 |
22.2% |
0.067 |
2.8% |
66% |
False |
False |
23,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.727 |
|
2.618 |
2.623 |
|
1.618 |
2.559 |
|
1.000 |
2.519 |
|
0.618 |
2.495 |
|
HIGH |
2.455 |
|
0.618 |
2.431 |
|
0.500 |
2.423 |
|
0.382 |
2.415 |
|
LOW |
2.391 |
|
0.618 |
2.351 |
|
1.000 |
2.327 |
|
1.618 |
2.287 |
|
2.618 |
2.223 |
|
4.250 |
2.119 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.423 |
2.391 |
| PP |
2.416 |
2.378 |
| S1 |
2.410 |
2.366 |
|