NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.309 |
2.367 |
0.058 |
2.5% |
2.360 |
| High |
2.372 |
2.380 |
0.008 |
0.3% |
2.409 |
| Low |
2.301 |
2.322 |
0.021 |
0.9% |
2.303 |
| Close |
2.355 |
2.374 |
0.019 |
0.8% |
2.323 |
| Range |
0.071 |
0.058 |
-0.013 |
-18.3% |
0.106 |
| ATR |
0.075 |
0.074 |
-0.001 |
-1.7% |
0.000 |
| Volume |
25,174 |
23,690 |
-1,484 |
-5.9% |
133,817 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.533 |
2.511 |
2.406 |
|
| R3 |
2.475 |
2.453 |
2.390 |
|
| R2 |
2.417 |
2.417 |
2.385 |
|
| R1 |
2.395 |
2.395 |
2.379 |
2.406 |
| PP |
2.359 |
2.359 |
2.359 |
2.364 |
| S1 |
2.337 |
2.337 |
2.369 |
2.348 |
| S2 |
2.301 |
2.301 |
2.363 |
|
| S3 |
2.243 |
2.279 |
2.358 |
|
| S4 |
2.185 |
2.221 |
2.342 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.663 |
2.599 |
2.381 |
|
| R3 |
2.557 |
2.493 |
2.352 |
|
| R2 |
2.451 |
2.451 |
2.342 |
|
| R1 |
2.387 |
2.387 |
2.333 |
2.366 |
| PP |
2.345 |
2.345 |
2.345 |
2.335 |
| S1 |
2.281 |
2.281 |
2.313 |
2.260 |
| S2 |
2.239 |
2.239 |
2.304 |
|
| S3 |
2.133 |
2.175 |
2.294 |
|
| S4 |
2.027 |
2.069 |
2.265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.409 |
2.296 |
0.113 |
4.8% |
0.064 |
2.7% |
69% |
False |
False |
23,760 |
| 10 |
2.431 |
2.296 |
0.135 |
5.7% |
0.070 |
2.9% |
58% |
False |
False |
29,427 |
| 20 |
2.494 |
2.156 |
0.338 |
14.2% |
0.077 |
3.2% |
64% |
False |
False |
26,391 |
| 40 |
2.494 |
2.122 |
0.372 |
15.7% |
0.073 |
3.1% |
68% |
False |
False |
20,839 |
| 60 |
2.494 |
1.990 |
0.504 |
21.2% |
0.069 |
2.9% |
76% |
False |
False |
17,890 |
| 80 |
2.494 |
1.990 |
0.504 |
21.2% |
0.067 |
2.8% |
76% |
False |
False |
15,059 |
| 100 |
2.646 |
1.990 |
0.656 |
27.6% |
0.067 |
2.8% |
59% |
False |
False |
12,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.627 |
|
2.618 |
2.532 |
|
1.618 |
2.474 |
|
1.000 |
2.438 |
|
0.618 |
2.416 |
|
HIGH |
2.380 |
|
0.618 |
2.358 |
|
0.500 |
2.351 |
|
0.382 |
2.344 |
|
LOW |
2.322 |
|
0.618 |
2.286 |
|
1.000 |
2.264 |
|
1.618 |
2.228 |
|
2.618 |
2.170 |
|
4.250 |
2.076 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.366 |
2.362 |
| PP |
2.359 |
2.350 |
| S1 |
2.351 |
2.338 |
|