NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.193 |
2.139 |
-0.054 |
-2.5% |
2.247 |
| High |
2.194 |
2.202 |
0.008 |
0.4% |
2.313 |
| Low |
2.126 |
2.080 |
-0.046 |
-2.2% |
2.218 |
| Close |
2.131 |
2.195 |
0.064 |
3.0% |
2.244 |
| Range |
0.068 |
0.122 |
0.054 |
79.4% |
0.095 |
| ATR |
0.075 |
0.078 |
0.003 |
4.5% |
0.000 |
| Volume |
98,290 |
127,293 |
29,003 |
29.5% |
423,912 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.525 |
2.482 |
2.262 |
|
| R3 |
2.403 |
2.360 |
2.229 |
|
| R2 |
2.281 |
2.281 |
2.217 |
|
| R1 |
2.238 |
2.238 |
2.206 |
2.260 |
| PP |
2.159 |
2.159 |
2.159 |
2.170 |
| S1 |
2.116 |
2.116 |
2.184 |
2.138 |
| S2 |
2.037 |
2.037 |
2.173 |
|
| S3 |
1.915 |
1.994 |
2.161 |
|
| S4 |
1.793 |
1.872 |
2.128 |
|
|
| 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 |
2.297 |
2.080 |
0.217 |
9.9% |
0.073 |
3.3% |
53% |
False |
True |
96,231 |
| 10 |
2.313 |
2.080 |
0.233 |
10.6% |
0.066 |
3.0% |
49% |
False |
True |
88,676 |
| 20 |
2.427 |
2.080 |
0.347 |
15.8% |
0.079 |
3.6% |
33% |
False |
True |
76,173 |
| 40 |
2.427 |
2.059 |
0.368 |
16.8% |
0.077 |
3.5% |
37% |
False |
False |
60,496 |
| 60 |
2.427 |
1.939 |
0.488 |
22.2% |
0.075 |
3.4% |
52% |
False |
False |
49,035 |
| 80 |
2.457 |
1.939 |
0.518 |
23.6% |
0.072 |
3.3% |
49% |
False |
False |
40,958 |
| 100 |
2.635 |
1.939 |
0.696 |
31.7% |
0.073 |
3.3% |
37% |
False |
False |
34,762 |
| 120 |
2.635 |
1.939 |
0.696 |
31.7% |
0.069 |
3.1% |
37% |
False |
False |
30,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.721 |
|
2.618 |
2.521 |
|
1.618 |
2.399 |
|
1.000 |
2.324 |
|
0.618 |
2.277 |
|
HIGH |
2.202 |
|
0.618 |
2.155 |
|
0.500 |
2.141 |
|
0.382 |
2.127 |
|
LOW |
2.080 |
|
0.618 |
2.005 |
|
1.000 |
1.958 |
|
1.618 |
1.883 |
|
2.618 |
1.761 |
|
4.250 |
1.562 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.177 |
2.180 |
| PP |
2.159 |
2.165 |
| S1 |
2.141 |
2.150 |
|