NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.438 |
2.395 |
-0.043 |
-1.8% |
2.420 |
| High |
2.455 |
2.416 |
-0.039 |
-1.6% |
2.442 |
| Low |
2.391 |
2.360 |
-0.031 |
-1.3% |
2.277 |
| Close |
2.403 |
2.372 |
-0.031 |
-1.3% |
2.409 |
| Range |
0.064 |
0.056 |
-0.008 |
-12.5% |
0.165 |
| ATR |
0.067 |
0.066 |
-0.001 |
-1.2% |
0.000 |
| Volume |
20,712 |
22,324 |
1,612 |
7.8% |
128,463 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.551 |
2.517 |
2.403 |
|
| R3 |
2.495 |
2.461 |
2.387 |
|
| R2 |
2.439 |
2.439 |
2.382 |
|
| R1 |
2.405 |
2.405 |
2.377 |
2.394 |
| PP |
2.383 |
2.383 |
2.383 |
2.377 |
| S1 |
2.349 |
2.349 |
2.367 |
2.338 |
| S2 |
2.327 |
2.327 |
2.362 |
|
| S3 |
2.271 |
2.293 |
2.357 |
|
| S4 |
2.215 |
2.237 |
2.341 |
|
|
| 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 |
7.5% |
0.071 |
3.0% |
53% |
False |
False |
24,086 |
| 10 |
2.487 |
2.277 |
0.210 |
8.9% |
0.060 |
2.5% |
45% |
False |
False |
24,378 |
| 20 |
2.530 |
2.277 |
0.253 |
10.7% |
0.061 |
2.6% |
38% |
False |
False |
26,452 |
| 40 |
2.583 |
2.236 |
0.347 |
14.6% |
0.066 |
2.8% |
39% |
False |
False |
24,464 |
| 60 |
2.583 |
2.052 |
0.531 |
22.4% |
0.067 |
2.8% |
60% |
False |
False |
23,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.654 |
|
2.618 |
2.563 |
|
1.618 |
2.507 |
|
1.000 |
2.472 |
|
0.618 |
2.451 |
|
HIGH |
2.416 |
|
0.618 |
2.395 |
|
0.500 |
2.388 |
|
0.382 |
2.381 |
|
LOW |
2.360 |
|
0.618 |
2.325 |
|
1.000 |
2.304 |
|
1.618 |
2.269 |
|
2.618 |
2.213 |
|
4.250 |
2.122 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.388 |
2.408 |
| PP |
2.383 |
2.396 |
| S1 |
2.377 |
2.384 |
|