NYMEX Natural Gas Future September 2016
Trading Metrics calculated at close of trading on 03-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
2.490 |
2.530 |
0.040 |
1.6% |
2.334 |
High |
2.537 |
2.565 |
0.028 |
1.1% |
2.565 |
Low |
2.484 |
2.505 |
0.021 |
0.8% |
2.326 |
Close |
2.524 |
2.517 |
-0.007 |
-0.3% |
2.517 |
Range |
0.053 |
0.060 |
0.007 |
13.2% |
0.239 |
ATR |
0.070 |
0.070 |
-0.001 |
-1.1% |
0.000 |
Volume |
34,617 |
26,328 |
-8,289 |
-23.9% |
141,568 |
|
Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.709 |
2.673 |
2.550 |
|
R3 |
2.649 |
2.613 |
2.534 |
|
R2 |
2.589 |
2.589 |
2.528 |
|
R1 |
2.553 |
2.553 |
2.523 |
2.541 |
PP |
2.529 |
2.529 |
2.529 |
2.523 |
S1 |
2.493 |
2.493 |
2.512 |
2.481 |
S2 |
2.469 |
2.469 |
2.506 |
|
S3 |
2.409 |
2.433 |
2.501 |
|
S4 |
2.349 |
2.373 |
2.484 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.186 |
3.091 |
2.648 |
|
R3 |
2.947 |
2.852 |
2.583 |
|
R2 |
2.708 |
2.708 |
2.561 |
|
R1 |
2.613 |
2.613 |
2.539 |
2.661 |
PP |
2.469 |
2.469 |
2.469 |
2.493 |
S1 |
2.374 |
2.374 |
2.495 |
2.422 |
S2 |
2.230 |
2.230 |
2.473 |
|
S3 |
1.991 |
2.135 |
2.451 |
|
S4 |
1.752 |
1.896 |
2.386 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.565 |
2.280 |
0.285 |
11.3% |
0.078 |
3.1% |
83% |
True |
False |
33,742 |
10 |
2.565 |
2.271 |
0.294 |
11.7% |
0.070 |
2.8% |
84% |
True |
False |
30,788 |
20 |
2.565 |
2.195 |
0.370 |
14.7% |
0.063 |
2.5% |
87% |
True |
False |
28,115 |
40 |
2.565 |
2.191 |
0.374 |
14.9% |
0.068 |
2.7% |
87% |
True |
False |
25,010 |
60 |
2.565 |
2.102 |
0.463 |
18.4% |
0.069 |
2.8% |
90% |
True |
False |
21,158 |
80 |
2.565 |
2.009 |
0.556 |
22.1% |
0.067 |
2.7% |
91% |
True |
False |
18,738 |
100 |
2.565 |
2.009 |
0.556 |
22.1% |
0.065 |
2.6% |
91% |
True |
False |
16,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.820 |
2.618 |
2.722 |
1.618 |
2.662 |
1.000 |
2.625 |
0.618 |
2.602 |
HIGH |
2.565 |
0.618 |
2.542 |
0.500 |
2.535 |
0.382 |
2.528 |
LOW |
2.505 |
0.618 |
2.468 |
1.000 |
2.445 |
1.618 |
2.408 |
2.618 |
2.348 |
4.250 |
2.250 |
|
|
Fisher Pivots for day following 03-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
2.535 |
2.511 |
PP |
2.529 |
2.505 |
S1 |
2.523 |
2.499 |
|