NYMEX Natural Gas Future July 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 |
2.369 |
2.404 |
0.035 |
1.5% |
2.160 |
| High |
2.424 |
2.454 |
0.030 |
1.2% |
2.454 |
| Low |
2.361 |
2.387 |
0.026 |
1.1% |
2.151 |
| Close |
2.405 |
2.398 |
-0.007 |
-0.3% |
2.398 |
| Range |
0.063 |
0.067 |
0.004 |
6.3% |
0.303 |
| ATR |
0.082 |
0.080 |
-0.001 |
-1.3% |
0.000 |
| Volume |
155,782 |
135,938 |
-19,844 |
-12.7% |
695,668 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.614 |
2.573 |
2.435 |
|
| R3 |
2.547 |
2.506 |
2.416 |
|
| R2 |
2.480 |
2.480 |
2.410 |
|
| R1 |
2.439 |
2.439 |
2.404 |
2.426 |
| PP |
2.413 |
2.413 |
2.413 |
2.407 |
| S1 |
2.372 |
2.372 |
2.392 |
2.359 |
| S2 |
2.346 |
2.346 |
2.386 |
|
| S3 |
2.279 |
2.305 |
2.380 |
|
| S4 |
2.212 |
2.238 |
2.361 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.243 |
3.124 |
2.565 |
|
| R3 |
2.940 |
2.821 |
2.481 |
|
| R2 |
2.637 |
2.637 |
2.454 |
|
| R1 |
2.518 |
2.518 |
2.426 |
2.578 |
| PP |
2.334 |
2.334 |
2.334 |
2.364 |
| S1 |
2.215 |
2.215 |
2.370 |
2.275 |
| S2 |
2.031 |
2.031 |
2.342 |
|
| S3 |
1.728 |
1.912 |
2.315 |
|
| S4 |
1.425 |
1.609 |
2.231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.454 |
2.101 |
0.353 |
14.7% |
0.096 |
4.0% |
84% |
True |
False |
164,022 |
| 10 |
2.454 |
2.101 |
0.353 |
14.7% |
0.082 |
3.4% |
84% |
True |
False |
144,905 |
| 20 |
2.454 |
2.080 |
0.374 |
15.6% |
0.074 |
3.1% |
85% |
True |
False |
116,790 |
| 40 |
2.454 |
2.080 |
0.374 |
15.6% |
0.078 |
3.3% |
85% |
True |
False |
87,046 |
| 60 |
2.454 |
2.034 |
0.420 |
17.5% |
0.078 |
3.3% |
87% |
True |
False |
68,431 |
| 80 |
2.454 |
1.939 |
0.515 |
21.5% |
0.075 |
3.1% |
89% |
True |
False |
56,928 |
| 100 |
2.527 |
1.939 |
0.588 |
24.5% |
0.072 |
3.0% |
78% |
False |
False |
48,356 |
| 120 |
2.635 |
1.939 |
0.696 |
29.0% |
0.072 |
3.0% |
66% |
False |
False |
41,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.739 |
|
2.618 |
2.629 |
|
1.618 |
2.562 |
|
1.000 |
2.521 |
|
0.618 |
2.495 |
|
HIGH |
2.454 |
|
0.618 |
2.428 |
|
0.500 |
2.421 |
|
0.382 |
2.413 |
|
LOW |
2.387 |
|
0.618 |
2.346 |
|
1.000 |
2.320 |
|
1.618 |
2.279 |
|
2.618 |
2.212 |
|
4.250 |
2.102 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.421 |
2.387 |
| PP |
2.413 |
2.376 |
| S1 |
2.406 |
2.366 |
|