NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.247 |
2.303 |
0.056 |
2.5% |
2.385 |
| High |
2.313 |
2.327 |
0.014 |
0.6% |
2.427 |
| Low |
2.228 |
2.228 |
0.000 |
0.0% |
2.218 |
| Close |
2.296 |
2.238 |
-0.058 |
-2.5% |
2.322 |
| Range |
0.085 |
0.099 |
0.014 |
16.5% |
0.209 |
| ATR |
0.086 |
0.087 |
0.001 |
1.1% |
0.000 |
| Volume |
49,170 |
52,303 |
3,133 |
6.4% |
359,493 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.561 |
2.499 |
2.292 |
|
| R3 |
2.462 |
2.400 |
2.265 |
|
| R2 |
2.363 |
2.363 |
2.256 |
|
| R1 |
2.301 |
2.301 |
2.247 |
2.283 |
| PP |
2.264 |
2.264 |
2.264 |
2.255 |
| S1 |
2.202 |
2.202 |
2.229 |
2.184 |
| S2 |
2.165 |
2.165 |
2.220 |
|
| S3 |
2.066 |
2.103 |
2.211 |
|
| S4 |
1.967 |
2.004 |
2.184 |
|
|
| 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 |
6.2% |
0.091 |
4.1% |
25% |
False |
False |
63,779 |
| 10 |
2.427 |
2.204 |
0.223 |
10.0% |
0.091 |
4.1% |
15% |
False |
False |
63,669 |
| 20 |
2.427 |
2.081 |
0.346 |
15.5% |
0.083 |
3.7% |
45% |
False |
False |
57,302 |
| 40 |
2.427 |
2.034 |
0.393 |
17.6% |
0.080 |
3.6% |
52% |
False |
False |
44,251 |
| 60 |
2.427 |
1.939 |
0.488 |
21.8% |
0.075 |
3.3% |
61% |
False |
False |
36,974 |
| 80 |
2.527 |
1.939 |
0.588 |
26.3% |
0.072 |
3.2% |
51% |
False |
False |
31,247 |
| 100 |
2.635 |
1.939 |
0.696 |
31.1% |
0.072 |
3.2% |
43% |
False |
False |
26,591 |
| 120 |
2.684 |
1.939 |
0.745 |
33.3% |
0.069 |
3.1% |
40% |
False |
False |
22,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.748 |
|
2.618 |
2.586 |
|
1.618 |
2.487 |
|
1.000 |
2.426 |
|
0.618 |
2.388 |
|
HIGH |
2.327 |
|
0.618 |
2.289 |
|
0.500 |
2.278 |
|
0.382 |
2.266 |
|
LOW |
2.228 |
|
0.618 |
2.167 |
|
1.000 |
2.129 |
|
1.618 |
2.068 |
|
2.618 |
1.969 |
|
4.250 |
1.807 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.278 |
2.270 |
| PP |
2.264 |
2.259 |
| S1 |
2.251 |
2.249 |
|