NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.272 |
2.229 |
-0.043 |
-1.9% |
2.385 |
| High |
2.294 |
2.272 |
-0.022 |
-1.0% |
2.427 |
| Low |
2.204 |
2.213 |
0.009 |
0.4% |
2.218 |
| Close |
2.218 |
2.254 |
0.036 |
1.6% |
2.322 |
| Range |
0.090 |
0.059 |
-0.031 |
-34.4% |
0.209 |
| ATR |
0.088 |
0.086 |
-0.002 |
-2.3% |
0.000 |
| Volume |
63,429 |
49,592 |
-13,837 |
-21.8% |
359,493 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.423 |
2.398 |
2.286 |
|
| R3 |
2.364 |
2.339 |
2.270 |
|
| R2 |
2.305 |
2.305 |
2.265 |
|
| R1 |
2.280 |
2.280 |
2.259 |
2.293 |
| PP |
2.246 |
2.246 |
2.246 |
2.253 |
| S1 |
2.221 |
2.221 |
2.249 |
2.234 |
| S2 |
2.187 |
2.187 |
2.243 |
|
| S3 |
2.128 |
2.162 |
2.238 |
|
| S4 |
2.069 |
2.103 |
2.222 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.949 |
2.845 |
2.437 |
|
| R3 |
2.740 |
2.636 |
2.379 |
|
| R2 |
2.531 |
2.531 |
2.360 |
|
| R1 |
2.427 |
2.427 |
2.341 |
2.375 |
| PP |
2.322 |
2.322 |
2.322 |
2.296 |
| S1 |
2.218 |
2.218 |
2.303 |
2.166 |
| S2 |
2.113 |
2.113 |
2.284 |
|
| S3 |
1.904 |
2.009 |
2.265 |
|
| S4 |
1.695 |
1.800 |
2.207 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.342 |
2.204 |
0.138 |
6.1% |
0.083 |
3.7% |
36% |
False |
False |
77,825 |
| 10 |
2.427 |
2.204 |
0.223 |
9.9% |
0.087 |
3.9% |
22% |
False |
False |
64,021 |
| 20 |
2.427 |
2.081 |
0.346 |
15.4% |
0.081 |
3.6% |
50% |
False |
False |
57,614 |
| 40 |
2.427 |
1.970 |
0.457 |
20.3% |
0.078 |
3.5% |
62% |
False |
False |
43,105 |
| 60 |
2.427 |
1.939 |
0.488 |
21.7% |
0.073 |
3.2% |
65% |
False |
False |
35,852 |
| 80 |
2.635 |
1.939 |
0.696 |
30.9% |
0.072 |
3.2% |
45% |
False |
False |
30,239 |
| 100 |
2.635 |
1.939 |
0.696 |
30.9% |
0.071 |
3.2% |
45% |
False |
False |
25,778 |
| 120 |
2.684 |
1.939 |
0.745 |
33.1% |
0.068 |
3.0% |
42% |
False |
False |
22,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.523 |
|
2.618 |
2.426 |
|
1.618 |
2.367 |
|
1.000 |
2.331 |
|
0.618 |
2.308 |
|
HIGH |
2.272 |
|
0.618 |
2.249 |
|
0.500 |
2.243 |
|
0.382 |
2.236 |
|
LOW |
2.213 |
|
0.618 |
2.177 |
|
1.000 |
2.154 |
|
1.618 |
2.118 |
|
2.618 |
2.059 |
|
4.250 |
1.962 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.250 |
2.273 |
| PP |
2.246 |
2.267 |
| S1 |
2.243 |
2.260 |
|