NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.321 |
2.309 |
-0.012 |
-0.5% |
2.360 |
| High |
2.347 |
2.372 |
0.025 |
1.1% |
2.409 |
| Low |
2.296 |
2.301 |
0.005 |
0.2% |
2.303 |
| Close |
2.304 |
2.355 |
0.051 |
2.2% |
2.323 |
| Range |
0.051 |
0.071 |
0.020 |
39.2% |
0.106 |
| ATR |
0.076 |
0.075 |
0.000 |
-0.5% |
0.000 |
| Volume |
20,465 |
25,174 |
4,709 |
23.0% |
133,817 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.556 |
2.526 |
2.394 |
|
| R3 |
2.485 |
2.455 |
2.375 |
|
| R2 |
2.414 |
2.414 |
2.368 |
|
| R1 |
2.384 |
2.384 |
2.362 |
2.399 |
| PP |
2.343 |
2.343 |
2.343 |
2.350 |
| S1 |
2.313 |
2.313 |
2.348 |
2.328 |
| S2 |
2.272 |
2.272 |
2.342 |
|
| S3 |
2.201 |
2.242 |
2.335 |
|
| S4 |
2.130 |
2.171 |
2.316 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.663 |
2.599 |
2.381 |
|
| R3 |
2.557 |
2.493 |
2.352 |
|
| R2 |
2.451 |
2.451 |
2.342 |
|
| R1 |
2.387 |
2.387 |
2.333 |
2.366 |
| PP |
2.345 |
2.345 |
2.345 |
2.335 |
| S1 |
2.281 |
2.281 |
2.313 |
2.260 |
| S2 |
2.239 |
2.239 |
2.304 |
|
| S3 |
2.133 |
2.175 |
2.294 |
|
| S4 |
2.027 |
2.069 |
2.265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.409 |
2.296 |
0.113 |
4.8% |
0.069 |
2.9% |
52% |
False |
False |
24,260 |
| 10 |
2.431 |
2.296 |
0.135 |
5.7% |
0.071 |
3.0% |
44% |
False |
False |
30,456 |
| 20 |
2.494 |
2.156 |
0.338 |
14.4% |
0.076 |
3.2% |
59% |
False |
False |
26,714 |
| 40 |
2.494 |
2.122 |
0.372 |
15.8% |
0.074 |
3.1% |
63% |
False |
False |
20,518 |
| 60 |
2.494 |
1.990 |
0.504 |
21.4% |
0.070 |
3.0% |
72% |
False |
False |
17,665 |
| 80 |
2.494 |
1.990 |
0.504 |
21.4% |
0.067 |
2.8% |
72% |
False |
False |
14,824 |
| 100 |
2.646 |
1.990 |
0.656 |
27.9% |
0.068 |
2.9% |
56% |
False |
False |
12,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.674 |
|
2.618 |
2.558 |
|
1.618 |
2.487 |
|
1.000 |
2.443 |
|
0.618 |
2.416 |
|
HIGH |
2.372 |
|
0.618 |
2.345 |
|
0.500 |
2.337 |
|
0.382 |
2.328 |
|
LOW |
2.301 |
|
0.618 |
2.257 |
|
1.000 |
2.230 |
|
1.618 |
2.186 |
|
2.618 |
2.115 |
|
4.250 |
1.999 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.349 |
2.348 |
| PP |
2.343 |
2.341 |
| S1 |
2.337 |
2.334 |
|