NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.287 |
2.369 |
0.082 |
3.6% |
2.240 |
| High |
2.386 |
2.424 |
0.038 |
1.6% |
2.271 |
| Low |
2.277 |
2.361 |
0.084 |
3.7% |
2.101 |
| Close |
2.381 |
2.405 |
0.024 |
1.0% |
2.169 |
| Range |
0.109 |
0.063 |
-0.046 |
-42.2% |
0.170 |
| ATR |
0.083 |
0.082 |
-0.001 |
-1.7% |
0.000 |
| Volume |
209,914 |
155,782 |
-54,132 |
-25.8% |
653,778 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.586 |
2.558 |
2.440 |
|
| R3 |
2.523 |
2.495 |
2.422 |
|
| R2 |
2.460 |
2.460 |
2.417 |
|
| R1 |
2.432 |
2.432 |
2.411 |
2.446 |
| PP |
2.397 |
2.397 |
2.397 |
2.404 |
| S1 |
2.369 |
2.369 |
2.399 |
2.383 |
| S2 |
2.334 |
2.334 |
2.393 |
|
| S3 |
2.271 |
2.306 |
2.388 |
|
| S4 |
2.208 |
2.243 |
2.370 |
|
|
| 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 |
2.424 |
2.101 |
0.323 |
13.4% |
0.094 |
3.9% |
94% |
True |
False |
166,601 |
| 10 |
2.424 |
2.080 |
0.344 |
14.3% |
0.087 |
3.6% |
94% |
True |
False |
144,040 |
| 20 |
2.424 |
2.080 |
0.344 |
14.3% |
0.075 |
3.1% |
94% |
True |
False |
112,609 |
| 40 |
2.427 |
2.080 |
0.347 |
14.4% |
0.079 |
3.3% |
94% |
False |
False |
85,261 |
| 60 |
2.427 |
1.998 |
0.429 |
17.8% |
0.078 |
3.2% |
95% |
False |
False |
66,670 |
| 80 |
2.427 |
1.939 |
0.488 |
20.3% |
0.074 |
3.1% |
95% |
False |
False |
55,429 |
| 100 |
2.633 |
1.939 |
0.694 |
28.9% |
0.073 |
3.0% |
67% |
False |
False |
47,092 |
| 120 |
2.635 |
1.939 |
0.696 |
28.9% |
0.072 |
3.0% |
67% |
False |
False |
40,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.692 |
|
2.618 |
2.589 |
|
1.618 |
2.526 |
|
1.000 |
2.487 |
|
0.618 |
2.463 |
|
HIGH |
2.424 |
|
0.618 |
2.400 |
|
0.500 |
2.393 |
|
0.382 |
2.385 |
|
LOW |
2.361 |
|
0.618 |
2.322 |
|
1.000 |
2.298 |
|
1.618 |
2.259 |
|
2.618 |
2.196 |
|
4.250 |
2.093 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.401 |
2.366 |
| PP |
2.397 |
2.327 |
| S1 |
2.393 |
2.288 |
|