NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.160 |
2.287 |
0.127 |
5.9% |
2.240 |
| High |
2.303 |
2.386 |
0.083 |
3.6% |
2.271 |
| Low |
2.151 |
2.277 |
0.126 |
5.9% |
2.101 |
| Close |
2.288 |
2.381 |
0.093 |
4.1% |
2.169 |
| Range |
0.152 |
0.109 |
-0.043 |
-28.3% |
0.170 |
| ATR |
0.081 |
0.083 |
0.002 |
2.5% |
0.000 |
| Volume |
194,034 |
209,914 |
15,880 |
8.2% |
653,778 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.675 |
2.637 |
2.441 |
|
| R3 |
2.566 |
2.528 |
2.411 |
|
| R2 |
2.457 |
2.457 |
2.401 |
|
| R1 |
2.419 |
2.419 |
2.391 |
2.438 |
| PP |
2.348 |
2.348 |
2.348 |
2.358 |
| S1 |
2.310 |
2.310 |
2.371 |
2.329 |
| S2 |
2.239 |
2.239 |
2.361 |
|
| S3 |
2.130 |
2.201 |
2.351 |
|
| S4 |
2.021 |
2.092 |
2.321 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.690 |
2.600 |
2.263 |
|
| R3 |
2.520 |
2.430 |
2.216 |
|
| R2 |
2.350 |
2.350 |
2.200 |
|
| R1 |
2.260 |
2.260 |
2.185 |
2.220 |
| PP |
2.180 |
2.180 |
2.180 |
2.161 |
| S1 |
2.090 |
2.090 |
2.153 |
2.050 |
| S2 |
2.010 |
2.010 |
2.138 |
|
| S3 |
1.840 |
1.920 |
2.122 |
|
| S4 |
1.670 |
1.750 |
2.076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.386 |
2.101 |
0.285 |
12.0% |
0.092 |
3.9% |
98% |
True |
False |
162,316 |
| 10 |
2.386 |
2.080 |
0.306 |
12.9% |
0.088 |
3.7% |
98% |
True |
False |
138,291 |
| 20 |
2.386 |
2.080 |
0.306 |
12.9% |
0.077 |
3.2% |
98% |
True |
False |
107,278 |
| 40 |
2.427 |
2.080 |
0.347 |
14.6% |
0.079 |
3.3% |
87% |
False |
False |
82,446 |
| 60 |
2.427 |
1.970 |
0.457 |
19.2% |
0.078 |
3.3% |
90% |
False |
False |
64,496 |
| 80 |
2.427 |
1.939 |
0.488 |
20.5% |
0.074 |
3.1% |
91% |
False |
False |
53,709 |
| 100 |
2.635 |
1.939 |
0.696 |
29.2% |
0.073 |
3.1% |
64% |
False |
False |
45,647 |
| 120 |
2.635 |
1.939 |
0.696 |
29.2% |
0.072 |
3.0% |
64% |
False |
False |
39,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.849 |
|
2.618 |
2.671 |
|
1.618 |
2.562 |
|
1.000 |
2.495 |
|
0.618 |
2.453 |
|
HIGH |
2.386 |
|
0.618 |
2.344 |
|
0.500 |
2.332 |
|
0.382 |
2.319 |
|
LOW |
2.277 |
|
0.618 |
2.210 |
|
1.000 |
2.168 |
|
1.618 |
2.101 |
|
2.618 |
1.992 |
|
4.250 |
1.814 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.365 |
2.335 |
| PP |
2.348 |
2.289 |
| S1 |
2.332 |
2.244 |
|