NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.307 |
2.262 |
-0.045 |
-2.0% |
2.321 |
| High |
2.309 |
2.287 |
-0.022 |
-1.0% |
2.386 |
| Low |
2.248 |
2.246 |
-0.002 |
-0.1% |
2.296 |
| Close |
2.254 |
2.253 |
-0.001 |
0.0% |
2.325 |
| Range |
0.061 |
0.041 |
-0.020 |
-32.8% |
0.090 |
| ATR |
0.072 |
0.070 |
-0.002 |
-3.1% |
0.000 |
| Volume |
20,444 |
21,155 |
711 |
3.5% |
110,675 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.385 |
2.360 |
2.276 |
|
| R3 |
2.344 |
2.319 |
2.264 |
|
| R2 |
2.303 |
2.303 |
2.261 |
|
| R1 |
2.278 |
2.278 |
2.257 |
2.270 |
| PP |
2.262 |
2.262 |
2.262 |
2.258 |
| S1 |
2.237 |
2.237 |
2.249 |
2.229 |
| S2 |
2.221 |
2.221 |
2.245 |
|
| S3 |
2.180 |
2.196 |
2.242 |
|
| S4 |
2.139 |
2.155 |
2.230 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.606 |
2.555 |
2.375 |
|
| R3 |
2.516 |
2.465 |
2.350 |
|
| R2 |
2.426 |
2.426 |
2.342 |
|
| R1 |
2.375 |
2.375 |
2.333 |
2.401 |
| PP |
2.336 |
2.336 |
2.336 |
2.348 |
| S1 |
2.285 |
2.285 |
2.317 |
2.311 |
| S2 |
2.246 |
2.246 |
2.309 |
|
| S3 |
2.156 |
2.195 |
2.300 |
|
| S4 |
2.066 |
2.105 |
2.276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.386 |
2.246 |
0.140 |
6.2% |
0.052 |
2.3% |
5% |
False |
True |
21,327 |
| 10 |
2.409 |
2.246 |
0.163 |
7.2% |
0.060 |
2.7% |
4% |
False |
True |
22,793 |
| 20 |
2.494 |
2.246 |
0.248 |
11.0% |
0.071 |
3.1% |
3% |
False |
True |
26,896 |
| 40 |
2.494 |
2.122 |
0.372 |
16.5% |
0.071 |
3.2% |
35% |
False |
False |
21,898 |
| 60 |
2.494 |
1.990 |
0.504 |
22.4% |
0.069 |
3.1% |
52% |
False |
False |
18,627 |
| 80 |
2.494 |
1.990 |
0.504 |
22.4% |
0.067 |
3.0% |
52% |
False |
False |
15,880 |
| 100 |
2.646 |
1.990 |
0.656 |
29.1% |
0.067 |
3.0% |
40% |
False |
False |
13,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.461 |
|
2.618 |
2.394 |
|
1.618 |
2.353 |
|
1.000 |
2.328 |
|
0.618 |
2.312 |
|
HIGH |
2.287 |
|
0.618 |
2.271 |
|
0.500 |
2.267 |
|
0.382 |
2.262 |
|
LOW |
2.246 |
|
0.618 |
2.221 |
|
1.000 |
2.205 |
|
1.618 |
2.180 |
|
2.618 |
2.139 |
|
4.250 |
2.072 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.267 |
2.308 |
| PP |
2.262 |
2.290 |
| S1 |
2.258 |
2.271 |
|