NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.139 |
2.185 |
0.046 |
2.2% |
2.217 |
| High |
2.202 |
2.235 |
0.033 |
1.5% |
2.235 |
| Low |
2.080 |
2.175 |
0.095 |
4.6% |
2.080 |
| Close |
2.195 |
2.207 |
0.012 |
0.5% |
2.207 |
| Range |
0.122 |
0.060 |
-0.062 |
-50.8% |
0.155 |
| ATR |
0.078 |
0.077 |
-0.001 |
-1.6% |
0.000 |
| Volume |
127,293 |
99,605 |
-27,688 |
-21.8% |
488,004 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.386 |
2.356 |
2.240 |
|
| R3 |
2.326 |
2.296 |
2.224 |
|
| R2 |
2.266 |
2.266 |
2.218 |
|
| R1 |
2.236 |
2.236 |
2.213 |
2.251 |
| PP |
2.206 |
2.206 |
2.206 |
2.213 |
| S1 |
2.176 |
2.176 |
2.202 |
2.191 |
| S2 |
2.146 |
2.146 |
2.196 |
|
| S3 |
2.086 |
2.116 |
2.191 |
|
| S4 |
2.026 |
2.056 |
2.174 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.639 |
2.578 |
2.292 |
|
| R3 |
2.484 |
2.423 |
2.250 |
|
| R2 |
2.329 |
2.329 |
2.235 |
|
| R1 |
2.268 |
2.268 |
2.221 |
2.221 |
| PP |
2.174 |
2.174 |
2.174 |
2.151 |
| S1 |
2.113 |
2.113 |
2.193 |
2.066 |
| S2 |
2.019 |
2.019 |
2.179 |
|
| S3 |
1.864 |
1.958 |
2.164 |
|
| S4 |
1.709 |
1.803 |
2.122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.235 |
2.080 |
0.155 |
7.0% |
0.071 |
3.2% |
82% |
True |
False |
97,600 |
| 10 |
2.313 |
2.080 |
0.233 |
10.6% |
0.067 |
3.0% |
55% |
False |
False |
91,191 |
| 20 |
2.427 |
2.080 |
0.347 |
15.7% |
0.077 |
3.5% |
37% |
False |
False |
78,017 |
| 40 |
2.427 |
2.059 |
0.368 |
16.7% |
0.078 |
3.5% |
40% |
False |
False |
62,275 |
| 60 |
2.427 |
1.939 |
0.488 |
22.1% |
0.075 |
3.4% |
55% |
False |
False |
50,326 |
| 80 |
2.457 |
1.939 |
0.518 |
23.5% |
0.072 |
3.3% |
52% |
False |
False |
42,039 |
| 100 |
2.635 |
1.939 |
0.696 |
31.5% |
0.072 |
3.3% |
39% |
False |
False |
35,675 |
| 120 |
2.635 |
1.939 |
0.696 |
31.5% |
0.069 |
3.1% |
39% |
False |
False |
30,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.490 |
|
2.618 |
2.392 |
|
1.618 |
2.332 |
|
1.000 |
2.295 |
|
0.618 |
2.272 |
|
HIGH |
2.235 |
|
0.618 |
2.212 |
|
0.500 |
2.205 |
|
0.382 |
2.198 |
|
LOW |
2.175 |
|
0.618 |
2.138 |
|
1.000 |
2.115 |
|
1.618 |
2.078 |
|
2.618 |
2.018 |
|
4.250 |
1.920 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.206 |
2.191 |
| PP |
2.206 |
2.174 |
| S1 |
2.205 |
2.158 |
|