NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.641 |
2.649 |
0.008 |
0.3% |
2.643 |
| High |
2.668 |
2.684 |
0.016 |
0.6% |
2.684 |
| Low |
2.623 |
2.622 |
-0.001 |
0.0% |
2.572 |
| Close |
2.655 |
2.670 |
0.015 |
0.6% |
2.670 |
| Range |
0.045 |
0.062 |
0.017 |
37.8% |
0.112 |
| ATR |
0.060 |
0.060 |
0.000 |
0.2% |
0.000 |
| Volume |
10,634 |
8,830 |
-1,804 |
-17.0% |
42,879 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.845 |
2.819 |
2.704 |
|
| R3 |
2.783 |
2.757 |
2.687 |
|
| R2 |
2.721 |
2.721 |
2.681 |
|
| R1 |
2.695 |
2.695 |
2.676 |
2.708 |
| PP |
2.659 |
2.659 |
2.659 |
2.665 |
| S1 |
2.633 |
2.633 |
2.664 |
2.646 |
| S2 |
2.597 |
2.597 |
2.659 |
|
| S3 |
2.535 |
2.571 |
2.653 |
|
| S4 |
2.473 |
2.509 |
2.636 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.978 |
2.936 |
2.732 |
|
| R3 |
2.866 |
2.824 |
2.701 |
|
| R2 |
2.754 |
2.754 |
2.691 |
|
| R1 |
2.712 |
2.712 |
2.680 |
2.733 |
| PP |
2.642 |
2.642 |
2.642 |
2.653 |
| S1 |
2.600 |
2.600 |
2.660 |
2.621 |
| S2 |
2.530 |
2.530 |
2.649 |
|
| S3 |
2.418 |
2.488 |
2.639 |
|
| S4 |
2.306 |
2.376 |
2.608 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.684 |
2.572 |
0.112 |
4.2% |
0.058 |
2.2% |
88% |
True |
False |
8,575 |
| 10 |
2.684 |
2.460 |
0.224 |
8.4% |
0.061 |
2.3% |
94% |
True |
False |
8,708 |
| 20 |
2.726 |
2.460 |
0.266 |
10.0% |
0.054 |
2.0% |
79% |
False |
False |
8,650 |
| 40 |
2.774 |
2.424 |
0.350 |
13.1% |
0.056 |
2.1% |
70% |
False |
False |
8,332 |
| 60 |
2.774 |
2.229 |
0.545 |
20.4% |
0.058 |
2.2% |
81% |
False |
False |
7,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.948 |
|
2.618 |
2.846 |
|
1.618 |
2.784 |
|
1.000 |
2.746 |
|
0.618 |
2.722 |
|
HIGH |
2.684 |
|
0.618 |
2.660 |
|
0.500 |
2.653 |
|
0.382 |
2.646 |
|
LOW |
2.622 |
|
0.618 |
2.584 |
|
1.000 |
2.560 |
|
1.618 |
2.522 |
|
2.618 |
2.460 |
|
4.250 |
2.359 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.664 |
2.657 |
| PP |
2.659 |
2.643 |
| S1 |
2.653 |
2.630 |
|