NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 16-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.281 |
2.217 |
-0.064 |
-2.8% |
2.247 |
| High |
2.297 |
2.231 |
-0.066 |
-2.9% |
2.313 |
| Low |
2.229 |
2.170 |
-0.059 |
-2.6% |
2.218 |
| Close |
2.244 |
2.177 |
-0.067 |
-3.0% |
2.244 |
| Range |
0.068 |
0.061 |
-0.007 |
-10.3% |
0.095 |
| ATR |
0.078 |
0.077 |
0.000 |
-0.3% |
0.000 |
| Volume |
92,757 |
82,291 |
-10,466 |
-11.3% |
423,912 |
|
| Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.376 |
2.337 |
2.211 |
|
| R3 |
2.315 |
2.276 |
2.194 |
|
| R2 |
2.254 |
2.254 |
2.188 |
|
| R1 |
2.215 |
2.215 |
2.183 |
2.204 |
| PP |
2.193 |
2.193 |
2.193 |
2.187 |
| S1 |
2.154 |
2.154 |
2.171 |
2.143 |
| S2 |
2.132 |
2.132 |
2.166 |
|
| S3 |
2.071 |
2.093 |
2.160 |
|
| S4 |
2.010 |
2.032 |
2.143 |
|
|
| 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 |
2.170 |
0.143 |
6.6% |
0.065 |
3.0% |
5% |
False |
True |
88,059 |
| 10 |
2.327 |
2.170 |
0.157 |
7.2% |
0.067 |
3.1% |
4% |
False |
True |
73,172 |
| 20 |
2.427 |
2.138 |
0.289 |
13.3% |
0.082 |
3.8% |
13% |
False |
False |
68,505 |
| 40 |
2.427 |
2.059 |
0.368 |
16.9% |
0.079 |
3.6% |
32% |
False |
False |
54,495 |
| 60 |
2.427 |
1.939 |
0.488 |
22.4% |
0.074 |
3.4% |
49% |
False |
False |
44,561 |
| 80 |
2.458 |
1.939 |
0.519 |
23.8% |
0.071 |
3.3% |
46% |
False |
False |
37,493 |
| 100 |
2.635 |
1.939 |
0.696 |
32.0% |
0.072 |
3.3% |
34% |
False |
False |
31,853 |
| 120 |
2.635 |
1.939 |
0.696 |
32.0% |
0.069 |
3.2% |
34% |
False |
False |
27,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.490 |
|
2.618 |
2.391 |
|
1.618 |
2.330 |
|
1.000 |
2.292 |
|
0.618 |
2.269 |
|
HIGH |
2.231 |
|
0.618 |
2.208 |
|
0.500 |
2.201 |
|
0.382 |
2.193 |
|
LOW |
2.170 |
|
0.618 |
2.132 |
|
1.000 |
2.109 |
|
1.618 |
2.071 |
|
2.618 |
2.010 |
|
4.250 |
1.911 |
|
|
| Fisher Pivots for day following 16-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.201 |
2.242 |
| PP |
2.193 |
2.220 |
| S1 |
2.185 |
2.199 |
|