NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.145 |
2.160 |
0.015 |
0.7% |
2.240 |
| High |
2.191 |
2.303 |
0.112 |
5.1% |
2.271 |
| Low |
2.101 |
2.151 |
0.050 |
2.4% |
2.101 |
| Close |
2.169 |
2.288 |
0.119 |
5.5% |
2.169 |
| Range |
0.090 |
0.152 |
0.062 |
68.9% |
0.170 |
| ATR |
0.075 |
0.081 |
0.005 |
7.2% |
0.000 |
| Volume |
124,443 |
194,034 |
69,591 |
55.9% |
653,778 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.703 |
2.648 |
2.372 |
|
| R3 |
2.551 |
2.496 |
2.330 |
|
| R2 |
2.399 |
2.399 |
2.316 |
|
| R1 |
2.344 |
2.344 |
2.302 |
2.372 |
| PP |
2.247 |
2.247 |
2.247 |
2.261 |
| S1 |
2.192 |
2.192 |
2.274 |
2.220 |
| S2 |
2.095 |
2.095 |
2.260 |
|
| S3 |
1.943 |
2.040 |
2.246 |
|
| S4 |
1.791 |
1.888 |
2.204 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.690 |
2.600 |
2.263 |
|
| R3 |
2.520 |
2.430 |
2.216 |
|
| R2 |
2.350 |
2.350 |
2.200 |
|
| R1 |
2.260 |
2.260 |
2.185 |
2.220 |
| PP |
2.180 |
2.180 |
2.180 |
2.161 |
| S1 |
2.090 |
2.090 |
2.153 |
2.050 |
| S2 |
2.010 |
2.010 |
2.138 |
|
| S3 |
1.840 |
1.920 |
2.122 |
|
| S4 |
1.670 |
1.750 |
2.076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.303 |
2.101 |
0.202 |
8.8% |
0.086 |
3.8% |
93% |
True |
False |
147,269 |
| 10 |
2.303 |
2.080 |
0.223 |
9.7% |
0.081 |
3.5% |
93% |
True |
False |
125,352 |
| 20 |
2.327 |
2.080 |
0.247 |
10.8% |
0.074 |
3.2% |
84% |
False |
False |
99,262 |
| 40 |
2.427 |
2.080 |
0.347 |
15.2% |
0.079 |
3.4% |
60% |
False |
False |
78,113 |
| 60 |
2.427 |
1.939 |
0.488 |
21.3% |
0.077 |
3.4% |
72% |
False |
False |
61,532 |
| 80 |
2.427 |
1.939 |
0.488 |
21.3% |
0.074 |
3.2% |
72% |
False |
False |
51,302 |
| 100 |
2.635 |
1.939 |
0.696 |
30.4% |
0.073 |
3.2% |
50% |
False |
False |
43,665 |
| 120 |
2.635 |
1.939 |
0.696 |
30.4% |
0.072 |
3.1% |
50% |
False |
False |
37,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.949 |
|
2.618 |
2.701 |
|
1.618 |
2.549 |
|
1.000 |
2.455 |
|
0.618 |
2.397 |
|
HIGH |
2.303 |
|
0.618 |
2.245 |
|
0.500 |
2.227 |
|
0.382 |
2.209 |
|
LOW |
2.151 |
|
0.618 |
2.057 |
|
1.000 |
1.999 |
|
1.618 |
1.905 |
|
2.618 |
1.753 |
|
4.250 |
1.505 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.268 |
2.259 |
| PP |
2.247 |
2.231 |
| S1 |
2.227 |
2.202 |
|