NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.290 |
2.281 |
-0.009 |
-0.4% |
2.247 |
| High |
2.313 |
2.297 |
-0.016 |
-0.7% |
2.313 |
| Low |
2.261 |
2.229 |
-0.032 |
-1.4% |
2.218 |
| Close |
2.299 |
2.244 |
-0.055 |
-2.4% |
2.244 |
| Range |
0.052 |
0.068 |
0.016 |
30.8% |
0.095 |
| ATR |
0.078 |
0.078 |
-0.001 |
-0.8% |
0.000 |
| Volume |
86,929 |
92,757 |
5,828 |
6.7% |
423,912 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.461 |
2.420 |
2.281 |
|
| R3 |
2.393 |
2.352 |
2.263 |
|
| R2 |
2.325 |
2.325 |
2.256 |
|
| R1 |
2.284 |
2.284 |
2.250 |
2.271 |
| PP |
2.257 |
2.257 |
2.257 |
2.250 |
| S1 |
2.216 |
2.216 |
2.238 |
2.203 |
| S2 |
2.189 |
2.189 |
2.232 |
|
| S3 |
2.121 |
2.148 |
2.225 |
|
| S4 |
2.053 |
2.080 |
2.207 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.543 |
2.489 |
2.296 |
|
| R3 |
2.448 |
2.394 |
2.270 |
|
| R2 |
2.353 |
2.353 |
2.261 |
|
| R1 |
2.299 |
2.299 |
2.253 |
2.279 |
| PP |
2.258 |
2.258 |
2.258 |
2.248 |
| S1 |
2.204 |
2.204 |
2.235 |
2.184 |
| S2 |
2.163 |
2.163 |
2.227 |
|
| S3 |
2.068 |
2.109 |
2.218 |
|
| S4 |
1.973 |
2.014 |
2.192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.313 |
2.218 |
0.095 |
4.2% |
0.062 |
2.8% |
27% |
False |
False |
84,782 |
| 10 |
2.327 |
2.204 |
0.123 |
5.5% |
0.070 |
3.1% |
33% |
False |
False |
71,285 |
| 20 |
2.427 |
2.081 |
0.346 |
15.4% |
0.083 |
3.7% |
47% |
False |
False |
65,803 |
| 40 |
2.427 |
2.059 |
0.368 |
16.4% |
0.078 |
3.5% |
50% |
False |
False |
53,010 |
| 60 |
2.427 |
1.939 |
0.488 |
21.7% |
0.074 |
3.3% |
63% |
False |
False |
43,483 |
| 80 |
2.458 |
1.939 |
0.519 |
23.1% |
0.071 |
3.2% |
59% |
False |
False |
36,599 |
| 100 |
2.635 |
1.939 |
0.696 |
31.0% |
0.072 |
3.2% |
44% |
False |
False |
31,106 |
| 120 |
2.635 |
1.939 |
0.696 |
31.0% |
0.069 |
3.1% |
44% |
False |
False |
26,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.586 |
|
2.618 |
2.475 |
|
1.618 |
2.407 |
|
1.000 |
2.365 |
|
0.618 |
2.339 |
|
HIGH |
2.297 |
|
0.618 |
2.271 |
|
0.500 |
2.263 |
|
0.382 |
2.255 |
|
LOW |
2.229 |
|
0.618 |
2.187 |
|
1.000 |
2.161 |
|
1.618 |
2.119 |
|
2.618 |
2.051 |
|
4.250 |
1.940 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.263 |
2.271 |
| PP |
2.257 |
2.262 |
| S1 |
2.250 |
2.253 |
|