NYMEX Natural Gas Future November 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 |
2.649 |
2.655 |
0.006 |
0.2% |
2.643 |
| High |
2.684 |
2.736 |
0.052 |
1.9% |
2.684 |
| Low |
2.622 |
2.651 |
0.029 |
1.1% |
2.572 |
| Close |
2.670 |
2.722 |
0.052 |
1.9% |
2.670 |
| Range |
0.062 |
0.085 |
0.023 |
37.1% |
0.112 |
| ATR |
0.060 |
0.062 |
0.002 |
3.0% |
0.000 |
| Volume |
8,830 |
13,970 |
5,140 |
58.2% |
42,879 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.958 |
2.925 |
2.769 |
|
| R3 |
2.873 |
2.840 |
2.745 |
|
| R2 |
2.788 |
2.788 |
2.738 |
|
| R1 |
2.755 |
2.755 |
2.730 |
2.772 |
| PP |
2.703 |
2.703 |
2.703 |
2.711 |
| S1 |
2.670 |
2.670 |
2.714 |
2.687 |
| S2 |
2.618 |
2.618 |
2.706 |
|
| S3 |
2.533 |
2.585 |
2.699 |
|
| S4 |
2.448 |
2.500 |
2.675 |
|
|
| 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 |
2.736 |
2.572 |
0.164 |
6.0% |
0.064 |
2.3% |
91% |
True |
False |
10,256 |
| 10 |
2.736 |
2.460 |
0.276 |
10.1% |
0.065 |
2.4% |
95% |
True |
False |
8,947 |
| 20 |
2.736 |
2.460 |
0.276 |
10.1% |
0.055 |
2.0% |
95% |
True |
False |
9,032 |
| 40 |
2.774 |
2.424 |
0.350 |
12.9% |
0.057 |
2.1% |
85% |
False |
False |
8,521 |
| 60 |
2.774 |
2.231 |
0.543 |
19.9% |
0.059 |
2.2% |
90% |
False |
False |
7,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.097 |
|
2.618 |
2.959 |
|
1.618 |
2.874 |
|
1.000 |
2.821 |
|
0.618 |
2.789 |
|
HIGH |
2.736 |
|
0.618 |
2.704 |
|
0.500 |
2.694 |
|
0.382 |
2.683 |
|
LOW |
2.651 |
|
0.618 |
2.598 |
|
1.000 |
2.566 |
|
1.618 |
2.513 |
|
2.618 |
2.428 |
|
4.250 |
2.290 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.713 |
2.708 |
| PP |
2.703 |
2.693 |
| S1 |
2.694 |
2.679 |
|