NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.261 |
2.257 |
-0.004 |
-0.2% |
2.323 |
| High |
2.280 |
2.300 |
0.020 |
0.9% |
2.341 |
| Low |
2.231 |
2.213 |
-0.018 |
-0.8% |
2.207 |
| Close |
2.261 |
2.281 |
0.020 |
0.9% |
2.281 |
| Range |
0.049 |
0.087 |
0.038 |
77.6% |
0.134 |
| ATR |
0.071 |
0.072 |
0.001 |
1.6% |
0.000 |
| Volume |
61,616 |
37,607 |
-24,009 |
-39.0% |
213,776 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.526 |
2.490 |
2.329 |
|
| R3 |
2.439 |
2.403 |
2.305 |
|
| R2 |
2.352 |
2.352 |
2.297 |
|
| R1 |
2.316 |
2.316 |
2.289 |
2.334 |
| PP |
2.265 |
2.265 |
2.265 |
2.274 |
| S1 |
2.229 |
2.229 |
2.273 |
2.247 |
| S2 |
2.178 |
2.178 |
2.265 |
|
| S3 |
2.091 |
2.142 |
2.257 |
|
| S4 |
2.004 |
2.055 |
2.233 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.678 |
2.614 |
2.355 |
|
| R3 |
2.544 |
2.480 |
2.318 |
|
| R2 |
2.410 |
2.410 |
2.306 |
|
| R1 |
2.346 |
2.346 |
2.293 |
2.311 |
| PP |
2.276 |
2.276 |
2.276 |
2.259 |
| S1 |
2.212 |
2.212 |
2.269 |
2.177 |
| S2 |
2.142 |
2.142 |
2.256 |
|
| S3 |
2.008 |
2.078 |
2.244 |
|
| S4 |
1.874 |
1.944 |
2.207 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.341 |
2.207 |
0.134 |
5.9% |
0.072 |
3.1% |
55% |
False |
False |
42,755 |
| 10 |
2.341 |
2.157 |
0.184 |
8.1% |
0.070 |
3.1% |
67% |
False |
False |
35,928 |
| 20 |
2.409 |
2.157 |
0.252 |
11.0% |
0.067 |
2.9% |
49% |
False |
False |
30,188 |
| 40 |
2.494 |
2.151 |
0.343 |
15.0% |
0.072 |
3.1% |
38% |
False |
False |
26,945 |
| 60 |
2.494 |
1.994 |
0.500 |
21.9% |
0.071 |
3.1% |
57% |
False |
False |
22,364 |
| 80 |
2.494 |
1.990 |
0.504 |
22.1% |
0.068 |
3.0% |
58% |
False |
False |
19,203 |
| 100 |
2.646 |
1.990 |
0.656 |
28.8% |
0.067 |
3.0% |
44% |
False |
False |
16,483 |
| 120 |
2.646 |
1.990 |
0.656 |
28.8% |
0.067 |
2.9% |
44% |
False |
False |
14,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.670 |
|
2.618 |
2.528 |
|
1.618 |
2.441 |
|
1.000 |
2.387 |
|
0.618 |
2.354 |
|
HIGH |
2.300 |
|
0.618 |
2.267 |
|
0.500 |
2.257 |
|
0.382 |
2.246 |
|
LOW |
2.213 |
|
0.618 |
2.159 |
|
1.000 |
2.126 |
|
1.618 |
2.072 |
|
2.618 |
1.985 |
|
4.250 |
1.843 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.273 |
2.272 |
| PP |
2.265 |
2.263 |
| S1 |
2.257 |
2.254 |
|