NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
2.579 |
2.641 |
0.062 |
2.4% |
2.612 |
| High |
2.654 |
2.668 |
0.014 |
0.5% |
2.634 |
| Low |
2.575 |
2.623 |
0.048 |
1.9% |
2.460 |
| Close |
2.653 |
2.655 |
0.002 |
0.1% |
2.610 |
| Range |
0.079 |
0.045 |
-0.034 |
-43.0% |
0.174 |
| ATR |
0.061 |
0.060 |
-0.001 |
-1.9% |
0.000 |
| Volume |
9,833 |
10,634 |
801 |
8.1% |
44,208 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.784 |
2.764 |
2.680 |
|
| R3 |
2.739 |
2.719 |
2.667 |
|
| R2 |
2.694 |
2.694 |
2.663 |
|
| R1 |
2.674 |
2.674 |
2.659 |
2.684 |
| PP |
2.649 |
2.649 |
2.649 |
2.654 |
| S1 |
2.629 |
2.629 |
2.651 |
2.639 |
| S2 |
2.604 |
2.604 |
2.647 |
|
| S3 |
2.559 |
2.584 |
2.643 |
|
| S4 |
2.514 |
2.539 |
2.630 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.090 |
3.024 |
2.706 |
|
| R3 |
2.916 |
2.850 |
2.658 |
|
| R2 |
2.742 |
2.742 |
2.642 |
|
| R1 |
2.676 |
2.676 |
2.626 |
2.622 |
| PP |
2.568 |
2.568 |
2.568 |
2.541 |
| S1 |
2.502 |
2.502 |
2.594 |
2.448 |
| S2 |
2.394 |
2.394 |
2.578 |
|
| S3 |
2.220 |
2.328 |
2.562 |
|
| S4 |
2.046 |
2.154 |
2.514 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.668 |
2.572 |
0.096 |
3.6% |
0.056 |
2.1% |
86% |
True |
False |
8,023 |
| 10 |
2.668 |
2.460 |
0.208 |
7.8% |
0.059 |
2.2% |
94% |
True |
False |
8,474 |
| 20 |
2.738 |
2.460 |
0.278 |
10.5% |
0.054 |
2.0% |
70% |
False |
False |
8,805 |
| 40 |
2.774 |
2.424 |
0.350 |
13.2% |
0.056 |
2.1% |
66% |
False |
False |
8,329 |
| 60 |
2.774 |
2.225 |
0.549 |
20.7% |
0.058 |
2.2% |
78% |
False |
False |
7,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.859 |
|
2.618 |
2.786 |
|
1.618 |
2.741 |
|
1.000 |
2.713 |
|
0.618 |
2.696 |
|
HIGH |
2.668 |
|
0.618 |
2.651 |
|
0.500 |
2.646 |
|
0.382 |
2.640 |
|
LOW |
2.623 |
|
0.618 |
2.595 |
|
1.000 |
2.578 |
|
1.618 |
2.550 |
|
2.618 |
2.505 |
|
4.250 |
2.432 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.652 |
2.643 |
| PP |
2.649 |
2.632 |
| S1 |
2.646 |
2.620 |
|