NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.254 |
2.210 |
-0.044 |
-2.0% |
2.321 |
| High |
2.254 |
2.284 |
0.030 |
1.3% |
2.386 |
| Low |
2.200 |
2.157 |
-0.043 |
-2.0% |
2.296 |
| Close |
2.205 |
2.278 |
0.073 |
3.3% |
2.325 |
| Range |
0.054 |
0.127 |
0.073 |
135.2% |
0.090 |
| ATR |
0.069 |
0.073 |
0.004 |
6.1% |
0.000 |
| Volume |
29,934 |
39,065 |
9,131 |
30.5% |
110,675 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.621 |
2.576 |
2.348 |
|
| R3 |
2.494 |
2.449 |
2.313 |
|
| R2 |
2.367 |
2.367 |
2.301 |
|
| R1 |
2.322 |
2.322 |
2.290 |
2.345 |
| PP |
2.240 |
2.240 |
2.240 |
2.251 |
| S1 |
2.195 |
2.195 |
2.266 |
2.218 |
| S2 |
2.113 |
2.113 |
2.255 |
|
| S3 |
1.986 |
2.068 |
2.243 |
|
| S4 |
1.859 |
1.941 |
2.208 |
|
|
| 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 |
2.370 |
2.157 |
0.213 |
9.4% |
0.068 |
3.0% |
57% |
False |
True |
26,380 |
| 10 |
2.386 |
2.157 |
0.229 |
10.1% |
0.061 |
2.7% |
53% |
False |
True |
24,341 |
| 20 |
2.494 |
2.157 |
0.337 |
14.8% |
0.072 |
3.2% |
36% |
False |
True |
27,361 |
| 40 |
2.494 |
2.122 |
0.372 |
16.3% |
0.071 |
3.1% |
42% |
False |
False |
22,976 |
| 60 |
2.494 |
1.990 |
0.504 |
22.1% |
0.071 |
3.1% |
57% |
False |
False |
19,548 |
| 80 |
2.494 |
1.990 |
0.504 |
22.1% |
0.067 |
2.9% |
57% |
False |
False |
16,627 |
| 100 |
2.646 |
1.990 |
0.656 |
28.8% |
0.068 |
3.0% |
44% |
False |
False |
14,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.824 |
|
2.618 |
2.616 |
|
1.618 |
2.489 |
|
1.000 |
2.411 |
|
0.618 |
2.362 |
|
HIGH |
2.284 |
|
0.618 |
2.235 |
|
0.500 |
2.221 |
|
0.382 |
2.206 |
|
LOW |
2.157 |
|
0.618 |
2.079 |
|
1.000 |
2.030 |
|
1.618 |
1.952 |
|
2.618 |
1.825 |
|
4.250 |
1.617 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.259 |
2.259 |
| PP |
2.240 |
2.241 |
| S1 |
2.221 |
2.222 |
|