NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.367 |
2.365 |
-0.002 |
-0.1% |
2.360 |
| High |
2.380 |
2.386 |
0.006 |
0.3% |
2.409 |
| Low |
2.322 |
2.341 |
0.019 |
0.8% |
2.303 |
| Close |
2.374 |
2.378 |
0.004 |
0.2% |
2.323 |
| Range |
0.058 |
0.045 |
-0.013 |
-22.4% |
0.106 |
| ATR |
0.074 |
0.072 |
-0.002 |
-2.8% |
0.000 |
| Volume |
23,690 |
20,043 |
-3,647 |
-15.4% |
133,817 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.503 |
2.486 |
2.403 |
|
| R3 |
2.458 |
2.441 |
2.390 |
|
| R2 |
2.413 |
2.413 |
2.386 |
|
| R1 |
2.396 |
2.396 |
2.382 |
2.405 |
| PP |
2.368 |
2.368 |
2.368 |
2.373 |
| S1 |
2.351 |
2.351 |
2.374 |
2.360 |
| S2 |
2.323 |
2.323 |
2.370 |
|
| S3 |
2.278 |
2.306 |
2.366 |
|
| S4 |
2.233 |
2.261 |
2.353 |
|
|
| 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 |
2.386 |
2.296 |
0.090 |
3.8% |
0.054 |
2.3% |
91% |
True |
False |
22,303 |
| 10 |
2.431 |
2.296 |
0.135 |
5.7% |
0.067 |
2.8% |
61% |
False |
False |
27,410 |
| 20 |
2.494 |
2.156 |
0.338 |
14.2% |
0.076 |
3.2% |
66% |
False |
False |
26,414 |
| 40 |
2.494 |
2.122 |
0.372 |
15.6% |
0.073 |
3.1% |
69% |
False |
False |
21,173 |
| 60 |
2.494 |
1.990 |
0.504 |
21.2% |
0.069 |
2.9% |
77% |
False |
False |
18,065 |
| 80 |
2.494 |
1.990 |
0.504 |
21.2% |
0.067 |
2.8% |
77% |
False |
False |
15,259 |
| 100 |
2.646 |
1.990 |
0.656 |
27.6% |
0.067 |
2.8% |
59% |
False |
False |
13,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.577 |
|
2.618 |
2.504 |
|
1.618 |
2.459 |
|
1.000 |
2.431 |
|
0.618 |
2.414 |
|
HIGH |
2.386 |
|
0.618 |
2.369 |
|
0.500 |
2.364 |
|
0.382 |
2.358 |
|
LOW |
2.341 |
|
0.618 |
2.313 |
|
1.000 |
2.296 |
|
1.618 |
2.268 |
|
2.618 |
2.223 |
|
4.250 |
2.150 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.373 |
2.367 |
| PP |
2.368 |
2.355 |
| S1 |
2.364 |
2.344 |
|