NYMEX Natural Gas Future October 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	2.576	2.607	0.031	1.2%	2.440
High	2.614	2.637	0.023	0.9%	2.637
Low	2.560	2.580	0.020	0.8%	2.430
Close	2.602	2.595	-0.007	-0.3%	2.595
Range	0.054	0.057	0.003	5.6%	0.207
ATR	0.068	0.067	-0.001	-1.1%	0.000
Volume	34,533	24,796	-9,737	-28.2%	143,446

Daily Pivots for day following 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	2.775	2.742	2.626
R3	2.718	2.685	2.611
R2	2.661	2.661	2.605
R1	2.628	2.628	2.600	2.616
PP	2.604	2.604	2.604	2.598
S1	2.571	2.571	2.590	2.559
S2	2.547	2.547	2.585
S3	2.490	2.514	2.579
S4	2.433	2.457	2.564

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	3.175	3.092	2.709
R3	2.968	2.885	2.652
R2	2.761	2.761	2.633
R1	2.678	2.678	2.614	2.720
PP	2.554	2.554	2.554	2.575
S1	2.471	2.471	2.576	2.513
S2	2.347	2.347	2.557
S3	2.140	2.264	2.538
S4	1.933	2.057	2.481

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.637	2.392	0.245	9.4%	0.071	2.7%	83%	True	False	34,671
10	2.637	2.358	0.279	10.8%	0.066	2.5%	85%	True	False	31,525
20	2.637	2.277	0.360	13.9%	0.062	2.4%	88%	True	False	28,019
40	2.637	2.249	0.388	15.0%	0.065	2.5%	89%	True	False	26,783
60	2.637	2.144	0.493	19.0%	0.067	2.6%	91%	True	False	24,456
80	2.637	2.049	0.588	22.7%	0.066	2.5%	93%	True	False	23,681

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.879
2.618	2.786
1.618	2.729
1.000	2.694
0.618	2.672
HIGH	2.637
0.618	2.615
0.500	2.609
0.382	2.602
LOW	2.580
0.618	2.545
1.000	2.523
1.618	2.488
2.618	2.431
4.250	2.338

Fisher Pivots for day following 03-Jun-2016
Pivot	1 day	3 day
R1	2.609	2.590
PP	2.604	2.585
S1	2.600	2.581

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols