NYMEX Natural Gas Future October 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 |
2.420 |
2.426 |
0.006 |
0.2% |
2.438 |
| High |
2.447 |
2.468 |
0.021 |
0.9% |
2.468 |
| Low |
2.400 |
2.392 |
-0.008 |
-0.3% |
2.358 |
| Close |
2.433 |
2.452 |
0.019 |
0.8% |
2.452 |
| Range |
0.047 |
0.076 |
0.029 |
61.7% |
0.110 |
| ATR |
0.066 |
0.066 |
0.001 |
1.1% |
0.000 |
| Volume |
50,824 |
29,912 |
-20,912 |
-41.1% |
150,153 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.665 |
2.635 |
2.494 |
|
| R3 |
2.589 |
2.559 |
2.473 |
|
| R2 |
2.513 |
2.513 |
2.466 |
|
| R1 |
2.483 |
2.483 |
2.459 |
2.498 |
| PP |
2.437 |
2.437 |
2.437 |
2.445 |
| S1 |
2.407 |
2.407 |
2.445 |
2.422 |
| S2 |
2.361 |
2.361 |
2.438 |
|
| S3 |
2.285 |
2.331 |
2.431 |
|
| S4 |
2.209 |
2.255 |
2.410 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.756 |
2.714 |
2.513 |
|
| R3 |
2.646 |
2.604 |
2.482 |
|
| R2 |
2.536 |
2.536 |
2.472 |
|
| R1 |
2.494 |
2.494 |
2.462 |
2.515 |
| PP |
2.426 |
2.426 |
2.426 |
2.437 |
| S1 |
2.384 |
2.384 |
2.442 |
2.405 |
| S2 |
2.316 |
2.316 |
2.432 |
|
| S3 |
2.206 |
2.274 |
2.422 |
|
| S4 |
2.096 |
2.164 |
2.392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.468 |
2.358 |
0.110 |
4.5% |
0.064 |
2.6% |
85% |
True |
False |
30,030 |
| 10 |
2.468 |
2.277 |
0.191 |
7.8% |
0.066 |
2.7% |
92% |
True |
False |
27,861 |
| 20 |
2.522 |
2.277 |
0.245 |
10.0% |
0.061 |
2.5% |
71% |
False |
False |
25,545 |
| 40 |
2.583 |
2.236 |
0.347 |
14.2% |
0.066 |
2.7% |
62% |
False |
False |
25,295 |
| 60 |
2.583 |
2.052 |
0.531 |
21.7% |
0.067 |
2.7% |
75% |
False |
False |
23,526 |
| 80 |
2.583 |
2.049 |
0.534 |
21.8% |
0.065 |
2.6% |
75% |
False |
False |
22,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.791 |
|
2.618 |
2.667 |
|
1.618 |
2.591 |
|
1.000 |
2.544 |
|
0.618 |
2.515 |
|
HIGH |
2.468 |
|
0.618 |
2.439 |
|
0.500 |
2.430 |
|
0.382 |
2.421 |
|
LOW |
2.392 |
|
0.618 |
2.345 |
|
1.000 |
2.316 |
|
1.618 |
2.269 |
|
2.618 |
2.193 |
|
4.250 |
2.069 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.445 |
2.439 |
| PP |
2.437 |
2.426 |
| S1 |
2.430 |
2.413 |
|