NYMEX Natural Gas Future August 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 |
2.272 |
2.383 |
0.111 |
4.9% |
2.323 |
| High |
2.397 |
2.459 |
0.062 |
2.6% |
2.341 |
| Low |
2.264 |
2.375 |
0.111 |
4.9% |
2.207 |
| Close |
2.383 |
2.453 |
0.070 |
2.9% |
2.281 |
| Range |
0.133 |
0.084 |
-0.049 |
-36.8% |
0.134 |
| ATR |
0.076 |
0.077 |
0.001 |
0.7% |
0.000 |
| Volume |
47,342 |
69,516 |
22,174 |
46.8% |
213,776 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.681 |
2.651 |
2.499 |
|
| R3 |
2.597 |
2.567 |
2.476 |
|
| R2 |
2.513 |
2.513 |
2.468 |
|
| R1 |
2.483 |
2.483 |
2.461 |
2.498 |
| PP |
2.429 |
2.429 |
2.429 |
2.437 |
| S1 |
2.399 |
2.399 |
2.445 |
2.414 |
| S2 |
2.345 |
2.345 |
2.438 |
|
| S3 |
2.261 |
2.315 |
2.430 |
|
| S4 |
2.177 |
2.231 |
2.407 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.678 |
2.614 |
2.355 |
|
| R3 |
2.544 |
2.480 |
2.318 |
|
| R2 |
2.410 |
2.410 |
2.306 |
|
| R1 |
2.346 |
2.346 |
2.293 |
2.311 |
| PP |
2.276 |
2.276 |
2.276 |
2.259 |
| S1 |
2.212 |
2.212 |
2.269 |
2.177 |
| S2 |
2.142 |
2.142 |
2.256 |
|
| S3 |
2.008 |
2.078 |
2.244 |
|
| S4 |
1.874 |
1.944 |
2.207 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.459 |
2.207 |
0.252 |
10.3% |
0.086 |
3.5% |
98% |
True |
False |
52,722 |
| 10 |
2.459 |
2.157 |
0.302 |
12.3% |
0.082 |
3.3% |
98% |
True |
False |
43,454 |
| 20 |
2.459 |
2.157 |
0.302 |
12.3% |
0.071 |
2.9% |
98% |
True |
False |
33,124 |
| 40 |
2.494 |
2.151 |
0.343 |
14.0% |
0.073 |
3.0% |
88% |
False |
False |
29,255 |
| 60 |
2.494 |
2.019 |
0.475 |
19.4% |
0.072 |
2.9% |
91% |
False |
False |
23,854 |
| 80 |
2.494 |
1.990 |
0.504 |
20.5% |
0.069 |
2.8% |
92% |
False |
False |
20,495 |
| 100 |
2.646 |
1.990 |
0.656 |
26.7% |
0.068 |
2.8% |
71% |
False |
False |
17,548 |
| 120 |
2.646 |
1.990 |
0.656 |
26.7% |
0.067 |
2.8% |
71% |
False |
False |
15,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.816 |
|
2.618 |
2.679 |
|
1.618 |
2.595 |
|
1.000 |
2.543 |
|
0.618 |
2.511 |
|
HIGH |
2.459 |
|
0.618 |
2.427 |
|
0.500 |
2.417 |
|
0.382 |
2.407 |
|
LOW |
2.375 |
|
0.618 |
2.323 |
|
1.000 |
2.291 |
|
1.618 |
2.239 |
|
2.618 |
2.155 |
|
4.250 |
2.018 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.441 |
2.414 |
| PP |
2.429 |
2.375 |
| S1 |
2.417 |
2.336 |
|