NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.365 |
2.420 |
0.055 |
2.3% |
2.420 |
| High |
2.435 |
2.447 |
0.012 |
0.5% |
2.442 |
| Low |
2.358 |
2.400 |
0.042 |
1.8% |
2.277 |
| Close |
2.434 |
2.433 |
-0.001 |
0.0% |
2.409 |
| Range |
0.077 |
0.047 |
-0.030 |
-39.0% |
0.165 |
| ATR |
0.067 |
0.066 |
-0.001 |
-2.1% |
0.000 |
| Volume |
26,381 |
50,824 |
24,443 |
92.7% |
128,463 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.568 |
2.547 |
2.459 |
|
| R3 |
2.521 |
2.500 |
2.446 |
|
| R2 |
2.474 |
2.474 |
2.442 |
|
| R1 |
2.453 |
2.453 |
2.437 |
2.464 |
| PP |
2.427 |
2.427 |
2.427 |
2.432 |
| S1 |
2.406 |
2.406 |
2.429 |
2.417 |
| S2 |
2.380 |
2.380 |
2.424 |
|
| S3 |
2.333 |
2.359 |
2.420 |
|
| S4 |
2.286 |
2.312 |
2.407 |
|
|
| 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 |
2.358 |
0.097 |
4.0% |
0.060 |
2.5% |
77% |
False |
False |
28,380 |
| 10 |
2.472 |
2.277 |
0.195 |
8.0% |
0.063 |
2.6% |
80% |
False |
False |
27,261 |
| 20 |
2.530 |
2.277 |
0.253 |
10.4% |
0.061 |
2.5% |
62% |
False |
False |
26,557 |
| 40 |
2.583 |
2.236 |
0.347 |
14.3% |
0.065 |
2.7% |
57% |
False |
False |
24,972 |
| 60 |
2.583 |
2.052 |
0.531 |
21.8% |
0.066 |
2.7% |
72% |
False |
False |
23,546 |
| 80 |
2.583 |
2.049 |
0.534 |
21.9% |
0.064 |
2.6% |
72% |
False |
False |
22,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.647 |
|
2.618 |
2.570 |
|
1.618 |
2.523 |
|
1.000 |
2.494 |
|
0.618 |
2.476 |
|
HIGH |
2.447 |
|
0.618 |
2.429 |
|
0.500 |
2.424 |
|
0.382 |
2.418 |
|
LOW |
2.400 |
|
0.618 |
2.371 |
|
1.000 |
2.353 |
|
1.618 |
2.324 |
|
2.618 |
2.277 |
|
4.250 |
2.200 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.430 |
2.423 |
| PP |
2.427 |
2.413 |
| S1 |
2.424 |
2.403 |
|