NYMEX Natural Gas Future August 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 |
2.383 |
2.448 |
0.065 |
2.7% |
2.323 |
| High |
2.459 |
2.500 |
0.041 |
1.7% |
2.341 |
| Low |
2.375 |
2.443 |
0.068 |
2.9% |
2.207 |
| Close |
2.453 |
2.482 |
0.029 |
1.2% |
2.281 |
| Range |
0.084 |
0.057 |
-0.027 |
-32.1% |
0.134 |
| ATR |
0.077 |
0.075 |
-0.001 |
-1.8% |
0.000 |
| Volume |
69,516 |
48,987 |
-20,529 |
-29.5% |
213,776 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.646 |
2.621 |
2.513 |
|
| R3 |
2.589 |
2.564 |
2.498 |
|
| R2 |
2.532 |
2.532 |
2.492 |
|
| R1 |
2.507 |
2.507 |
2.487 |
2.520 |
| PP |
2.475 |
2.475 |
2.475 |
2.481 |
| S1 |
2.450 |
2.450 |
2.477 |
2.463 |
| S2 |
2.418 |
2.418 |
2.472 |
|
| S3 |
2.361 |
2.393 |
2.466 |
|
| S4 |
2.304 |
2.336 |
2.451 |
|
|
| 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 |
2.500 |
2.213 |
0.287 |
11.6% |
0.082 |
3.3% |
94% |
True |
False |
53,013 |
| 10 |
2.500 |
2.157 |
0.343 |
13.8% |
0.082 |
3.3% |
95% |
True |
False |
45,359 |
| 20 |
2.500 |
2.157 |
0.343 |
13.8% |
0.070 |
2.8% |
95% |
True |
False |
34,264 |
| 40 |
2.500 |
2.151 |
0.349 |
14.1% |
0.073 |
2.9% |
95% |
True |
False |
30,079 |
| 60 |
2.500 |
2.049 |
0.451 |
18.2% |
0.072 |
2.9% |
96% |
True |
False |
24,502 |
| 80 |
2.500 |
1.990 |
0.510 |
20.5% |
0.069 |
2.8% |
96% |
True |
False |
21,000 |
| 100 |
2.646 |
1.990 |
0.656 |
26.4% |
0.068 |
2.7% |
75% |
False |
False |
17,966 |
| 120 |
2.646 |
1.990 |
0.656 |
26.4% |
0.068 |
2.7% |
75% |
False |
False |
15,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.742 |
|
2.618 |
2.649 |
|
1.618 |
2.592 |
|
1.000 |
2.557 |
|
0.618 |
2.535 |
|
HIGH |
2.500 |
|
0.618 |
2.478 |
|
0.500 |
2.472 |
|
0.382 |
2.465 |
|
LOW |
2.443 |
|
0.618 |
2.408 |
|
1.000 |
2.386 |
|
1.618 |
2.351 |
|
2.618 |
2.294 |
|
4.250 |
2.201 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.479 |
2.449 |
| PP |
2.475 |
2.415 |
| S1 |
2.472 |
2.382 |
|