NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.262 |
2.254 |
-0.008 |
-0.4% |
2.321 |
| High |
2.287 |
2.254 |
-0.033 |
-1.4% |
2.386 |
| Low |
2.246 |
2.200 |
-0.046 |
-2.0% |
2.296 |
| Close |
2.253 |
2.205 |
-0.048 |
-2.1% |
2.325 |
| Range |
0.041 |
0.054 |
0.013 |
31.7% |
0.090 |
| ATR |
0.070 |
0.069 |
-0.001 |
-1.6% |
0.000 |
| Volume |
21,155 |
29,934 |
8,779 |
41.5% |
110,675 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.382 |
2.347 |
2.235 |
|
| R3 |
2.328 |
2.293 |
2.220 |
|
| R2 |
2.274 |
2.274 |
2.215 |
|
| R1 |
2.239 |
2.239 |
2.210 |
2.230 |
| PP |
2.220 |
2.220 |
2.220 |
2.215 |
| S1 |
2.185 |
2.185 |
2.200 |
2.176 |
| S2 |
2.166 |
2.166 |
2.195 |
|
| S3 |
2.112 |
2.131 |
2.190 |
|
| S4 |
2.058 |
2.077 |
2.175 |
|
|
| 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 |
2.200 |
0.186 |
8.4% |
0.051 |
2.3% |
3% |
False |
True |
22,575 |
| 10 |
2.409 |
2.200 |
0.209 |
9.5% |
0.058 |
2.6% |
2% |
False |
True |
23,168 |
| 20 |
2.494 |
2.200 |
0.294 |
13.3% |
0.069 |
3.1% |
2% |
False |
True |
26,716 |
| 40 |
2.494 |
2.122 |
0.372 |
16.9% |
0.071 |
3.2% |
22% |
False |
False |
22,298 |
| 60 |
2.494 |
1.990 |
0.504 |
22.9% |
0.069 |
3.1% |
43% |
False |
False |
19,001 |
| 80 |
2.494 |
1.990 |
0.504 |
22.9% |
0.066 |
3.0% |
43% |
False |
False |
16,197 |
| 100 |
2.646 |
1.990 |
0.656 |
29.8% |
0.067 |
3.0% |
33% |
False |
False |
13,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.484 |
|
2.618 |
2.395 |
|
1.618 |
2.341 |
|
1.000 |
2.308 |
|
0.618 |
2.287 |
|
HIGH |
2.254 |
|
0.618 |
2.233 |
|
0.500 |
2.227 |
|
0.382 |
2.221 |
|
LOW |
2.200 |
|
0.618 |
2.167 |
|
1.000 |
2.146 |
|
1.618 |
2.113 |
|
2.618 |
2.059 |
|
4.250 |
1.971 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.227 |
2.255 |
| PP |
2.220 |
2.238 |
| S1 |
2.212 |
2.222 |
|