NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.147 |
2.164 |
0.017 |
0.8% |
2.217 |
| High |
2.184 |
2.182 |
-0.002 |
-0.1% |
2.235 |
| Low |
2.129 |
2.127 |
-0.002 |
-0.1% |
2.080 |
| Close |
2.181 |
2.151 |
-0.030 |
-1.4% |
2.207 |
| Range |
0.055 |
0.055 |
0.000 |
0.0% |
0.155 |
| ATR |
0.076 |
0.074 |
-0.001 |
-2.0% |
0.000 |
| Volume |
134,359 |
148,832 |
14,473 |
10.8% |
488,004 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.318 |
2.290 |
2.181 |
|
| R3 |
2.263 |
2.235 |
2.166 |
|
| R2 |
2.208 |
2.208 |
2.161 |
|
| R1 |
2.180 |
2.180 |
2.156 |
2.167 |
| PP |
2.153 |
2.153 |
2.153 |
2.147 |
| S1 |
2.125 |
2.125 |
2.146 |
2.112 |
| S2 |
2.098 |
2.098 |
2.141 |
|
| S3 |
2.043 |
2.070 |
2.136 |
|
| S4 |
1.988 |
2.015 |
2.121 |
|
|
| 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 |
2.271 |
2.127 |
0.144 |
6.7% |
0.067 |
3.1% |
17% |
False |
True |
125,788 |
| 10 |
2.297 |
2.080 |
0.217 |
10.1% |
0.070 |
3.2% |
33% |
False |
False |
111,009 |
| 20 |
2.342 |
2.080 |
0.262 |
12.2% |
0.073 |
3.4% |
27% |
False |
False |
91,729 |
| 40 |
2.427 |
2.080 |
0.347 |
16.1% |
0.076 |
3.5% |
20% |
False |
False |
71,914 |
| 60 |
2.427 |
1.939 |
0.488 |
22.7% |
0.075 |
3.5% |
43% |
False |
False |
57,108 |
| 80 |
2.427 |
1.939 |
0.488 |
22.7% |
0.072 |
3.3% |
43% |
False |
False |
47,727 |
| 100 |
2.635 |
1.939 |
0.696 |
32.4% |
0.072 |
3.3% |
30% |
False |
False |
40,635 |
| 120 |
2.635 |
1.939 |
0.696 |
32.4% |
0.070 |
3.3% |
30% |
False |
False |
35,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.416 |
|
2.618 |
2.326 |
|
1.618 |
2.271 |
|
1.000 |
2.237 |
|
0.618 |
2.216 |
|
HIGH |
2.182 |
|
0.618 |
2.161 |
|
0.500 |
2.155 |
|
0.382 |
2.148 |
|
LOW |
2.127 |
|
0.618 |
2.093 |
|
1.000 |
2.072 |
|
1.618 |
2.038 |
|
2.618 |
1.983 |
|
4.250 |
1.893 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.155 |
2.174 |
| PP |
2.153 |
2.166 |
| S1 |
2.152 |
2.159 |
|