NYMEX Natural Gas Future October 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 |
2.440 |
2.524 |
0.084 |
3.4% |
2.438 |
| High |
2.545 |
2.577 |
0.032 |
1.3% |
2.468 |
| Low |
2.430 |
2.524 |
0.094 |
3.9% |
2.358 |
| Close |
2.529 |
2.571 |
0.042 |
1.7% |
2.452 |
| Range |
0.115 |
0.053 |
-0.062 |
-53.9% |
0.110 |
| ATR |
0.070 |
0.069 |
-0.001 |
-1.7% |
0.000 |
| Volume |
39,651 |
44,466 |
4,815 |
12.1% |
150,153 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.716 |
2.697 |
2.600 |
|
| R3 |
2.663 |
2.644 |
2.586 |
|
| R2 |
2.610 |
2.610 |
2.581 |
|
| R1 |
2.591 |
2.591 |
2.576 |
2.601 |
| PP |
2.557 |
2.557 |
2.557 |
2.562 |
| S1 |
2.538 |
2.538 |
2.566 |
2.548 |
| S2 |
2.504 |
2.504 |
2.561 |
|
| S3 |
2.451 |
2.485 |
2.556 |
|
| S4 |
2.398 |
2.432 |
2.542 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.756 |
2.714 |
2.513 |
|
| R3 |
2.646 |
2.604 |
2.482 |
|
| R2 |
2.536 |
2.536 |
2.472 |
|
| R1 |
2.494 |
2.494 |
2.462 |
2.515 |
| PP |
2.426 |
2.426 |
2.426 |
2.437 |
| S1 |
2.384 |
2.384 |
2.442 |
2.405 |
| S2 |
2.316 |
2.316 |
2.432 |
|
| S3 |
2.206 |
2.274 |
2.422 |
|
| S4 |
2.096 |
2.164 |
2.392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.577 |
2.358 |
0.219 |
8.5% |
0.074 |
2.9% |
97% |
True |
False |
38,246 |
| 10 |
2.577 |
2.277 |
0.300 |
11.7% |
0.072 |
2.8% |
98% |
True |
False |
31,166 |
| 20 |
2.577 |
2.277 |
0.300 |
11.7% |
0.064 |
2.5% |
98% |
True |
False |
27,308 |
| 40 |
2.583 |
2.236 |
0.347 |
13.5% |
0.066 |
2.5% |
97% |
False |
False |
26,365 |
| 60 |
2.583 |
2.070 |
0.513 |
20.0% |
0.067 |
2.6% |
98% |
False |
False |
24,171 |
| 80 |
2.583 |
2.049 |
0.534 |
20.8% |
0.065 |
2.5% |
98% |
False |
False |
23,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.802 |
|
2.618 |
2.716 |
|
1.618 |
2.663 |
|
1.000 |
2.630 |
|
0.618 |
2.610 |
|
HIGH |
2.577 |
|
0.618 |
2.557 |
|
0.500 |
2.551 |
|
0.382 |
2.544 |
|
LOW |
2.524 |
|
0.618 |
2.491 |
|
1.000 |
2.471 |
|
1.618 |
2.438 |
|
2.618 |
2.385 |
|
4.250 |
2.299 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.564 |
2.542 |
| PP |
2.557 |
2.513 |
| S1 |
2.551 |
2.485 |
|