NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.426 |
2.440 |
0.014 |
0.6% |
2.438 |
| High |
2.468 |
2.545 |
0.077 |
3.1% |
2.468 |
| Low |
2.392 |
2.430 |
0.038 |
1.6% |
2.358 |
| Close |
2.452 |
2.529 |
0.077 |
3.1% |
2.452 |
| Range |
0.076 |
0.115 |
0.039 |
51.3% |
0.110 |
| ATR |
0.066 |
0.070 |
0.003 |
5.2% |
0.000 |
| Volume |
29,912 |
39,651 |
9,739 |
32.6% |
150,153 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.846 |
2.803 |
2.592 |
|
| R3 |
2.731 |
2.688 |
2.561 |
|
| R2 |
2.616 |
2.616 |
2.550 |
|
| R1 |
2.573 |
2.573 |
2.540 |
2.595 |
| PP |
2.501 |
2.501 |
2.501 |
2.512 |
| S1 |
2.458 |
2.458 |
2.518 |
2.480 |
| S2 |
2.386 |
2.386 |
2.508 |
|
| S3 |
2.271 |
2.343 |
2.497 |
|
| S4 |
2.156 |
2.228 |
2.466 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.756 |
2.714 |
2.513 |
|
| R3 |
2.646 |
2.604 |
2.482 |
|
| R2 |
2.536 |
2.536 |
2.472 |
|
| R1 |
2.494 |
2.494 |
2.462 |
2.515 |
| PP |
2.426 |
2.426 |
2.426 |
2.437 |
| S1 |
2.384 |
2.384 |
2.442 |
2.405 |
| S2 |
2.316 |
2.316 |
2.432 |
|
| S3 |
2.206 |
2.274 |
2.422 |
|
| S4 |
2.096 |
2.164 |
2.392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.545 |
2.358 |
0.187 |
7.4% |
0.074 |
2.9% |
91% |
True |
False |
33,818 |
| 10 |
2.545 |
2.277 |
0.268 |
10.6% |
0.071 |
2.8% |
94% |
True |
False |
29,102 |
| 20 |
2.545 |
2.277 |
0.268 |
10.6% |
0.063 |
2.5% |
94% |
True |
False |
26,192 |
| 40 |
2.583 |
2.236 |
0.347 |
13.7% |
0.066 |
2.6% |
84% |
False |
False |
25,692 |
| 60 |
2.583 |
2.052 |
0.531 |
21.0% |
0.068 |
2.7% |
90% |
False |
False |
23,822 |
| 80 |
2.583 |
2.049 |
0.534 |
21.1% |
0.065 |
2.6% |
90% |
False |
False |
23,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.034 |
|
2.618 |
2.846 |
|
1.618 |
2.731 |
|
1.000 |
2.660 |
|
0.618 |
2.616 |
|
HIGH |
2.545 |
|
0.618 |
2.501 |
|
0.500 |
2.488 |
|
0.382 |
2.474 |
|
LOW |
2.430 |
|
0.618 |
2.359 |
|
1.000 |
2.315 |
|
1.618 |
2.244 |
|
2.618 |
2.129 |
|
4.250 |
1.941 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.515 |
2.509 |
| PP |
2.501 |
2.489 |
| S1 |
2.488 |
2.469 |
|