NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.348 |
2.394 |
0.046 |
2.0% |
2.410 |
| High |
2.400 |
2.410 |
0.010 |
0.4% |
2.449 |
| Low |
2.341 |
2.359 |
0.018 |
0.8% |
2.352 |
| Close |
2.388 |
2.407 |
0.019 |
0.8% |
2.366 |
| Range |
0.059 |
0.051 |
-0.008 |
-13.6% |
0.097 |
| ATR |
0.072 |
0.070 |
-0.001 |
-2.0% |
0.000 |
| Volume |
26,539 |
33,197 |
6,658 |
25.1% |
106,337 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.545 |
2.527 |
2.435 |
|
| R3 |
2.494 |
2.476 |
2.421 |
|
| R2 |
2.443 |
2.443 |
2.416 |
|
| R1 |
2.425 |
2.425 |
2.412 |
2.434 |
| PP |
2.392 |
2.392 |
2.392 |
2.397 |
| S1 |
2.374 |
2.374 |
2.402 |
2.383 |
| S2 |
2.341 |
2.341 |
2.398 |
|
| S3 |
2.290 |
2.323 |
2.393 |
|
| S4 |
2.239 |
2.272 |
2.379 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.680 |
2.620 |
2.419 |
|
| R3 |
2.583 |
2.523 |
2.393 |
|
| R2 |
2.486 |
2.486 |
2.384 |
|
| R1 |
2.426 |
2.426 |
2.375 |
2.408 |
| PP |
2.389 |
2.389 |
2.389 |
2.380 |
| S1 |
2.329 |
2.329 |
2.357 |
2.311 |
| S2 |
2.292 |
2.292 |
2.348 |
|
| S3 |
2.195 |
2.232 |
2.339 |
|
| S4 |
2.098 |
2.135 |
2.313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.449 |
2.338 |
0.111 |
4.6% |
0.059 |
2.4% |
62% |
False |
False |
24,765 |
| 10 |
2.466 |
2.338 |
0.128 |
5.3% |
0.064 |
2.7% |
54% |
False |
False |
26,273 |
| 20 |
2.528 |
2.191 |
0.337 |
14.0% |
0.072 |
3.0% |
64% |
False |
False |
23,057 |
| 40 |
2.528 |
2.150 |
0.378 |
15.7% |
0.070 |
2.9% |
68% |
False |
False |
19,085 |
| 60 |
2.528 |
2.009 |
0.519 |
21.6% |
0.067 |
2.8% |
77% |
False |
False |
16,804 |
| 80 |
2.528 |
2.009 |
0.519 |
21.6% |
0.065 |
2.7% |
77% |
False |
False |
14,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.627 |
|
2.618 |
2.544 |
|
1.618 |
2.493 |
|
1.000 |
2.461 |
|
0.618 |
2.442 |
|
HIGH |
2.410 |
|
0.618 |
2.391 |
|
0.500 |
2.385 |
|
0.382 |
2.378 |
|
LOW |
2.359 |
|
0.618 |
2.327 |
|
1.000 |
2.308 |
|
1.618 |
2.276 |
|
2.618 |
2.225 |
|
4.250 |
2.142 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.400 |
2.396 |
| PP |
2.392 |
2.385 |
| S1 |
2.385 |
2.374 |
|