NYMEX Natural Gas Future August 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 |
2.448 |
2.480 |
0.032 |
1.3% |
2.272 |
| High |
2.500 |
2.529 |
0.029 |
1.2% |
2.529 |
| Low |
2.443 |
2.464 |
0.021 |
0.9% |
2.264 |
| Close |
2.482 |
2.476 |
-0.006 |
-0.2% |
2.476 |
| Range |
0.057 |
0.065 |
0.008 |
14.0% |
0.265 |
| ATR |
0.075 |
0.075 |
-0.001 |
-1.0% |
0.000 |
| Volume |
48,987 |
36,995 |
-11,992 |
-24.5% |
202,840 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.685 |
2.645 |
2.512 |
|
| R3 |
2.620 |
2.580 |
2.494 |
|
| R2 |
2.555 |
2.555 |
2.488 |
|
| R1 |
2.515 |
2.515 |
2.482 |
2.503 |
| PP |
2.490 |
2.490 |
2.490 |
2.483 |
| S1 |
2.450 |
2.450 |
2.470 |
2.438 |
| S2 |
2.425 |
2.425 |
2.464 |
|
| S3 |
2.360 |
2.385 |
2.458 |
|
| S4 |
2.295 |
2.320 |
2.440 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.218 |
3.112 |
2.622 |
|
| R3 |
2.953 |
2.847 |
2.549 |
|
| R2 |
2.688 |
2.688 |
2.525 |
|
| R1 |
2.582 |
2.582 |
2.500 |
2.635 |
| PP |
2.423 |
2.423 |
2.423 |
2.450 |
| S1 |
2.317 |
2.317 |
2.452 |
2.370 |
| S2 |
2.158 |
2.158 |
2.427 |
|
| S3 |
1.893 |
2.052 |
2.403 |
|
| S4 |
1.628 |
1.787 |
2.330 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.529 |
2.213 |
0.316 |
12.8% |
0.085 |
3.4% |
83% |
True |
False |
48,089 |
| 10 |
2.529 |
2.207 |
0.322 |
13.0% |
0.076 |
3.1% |
84% |
True |
False |
45,152 |
| 20 |
2.529 |
2.157 |
0.372 |
15.0% |
0.068 |
2.8% |
86% |
True |
False |
34,747 |
| 40 |
2.529 |
2.156 |
0.373 |
15.1% |
0.072 |
2.9% |
86% |
True |
False |
30,464 |
| 60 |
2.529 |
2.086 |
0.443 |
17.9% |
0.073 |
2.9% |
88% |
True |
False |
24,882 |
| 80 |
2.529 |
1.990 |
0.539 |
21.8% |
0.070 |
2.8% |
90% |
True |
False |
21,390 |
| 100 |
2.545 |
1.990 |
0.555 |
22.4% |
0.068 |
2.7% |
88% |
False |
False |
18,292 |
| 120 |
2.646 |
1.990 |
0.656 |
26.5% |
0.068 |
2.7% |
74% |
False |
False |
15,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.805 |
|
2.618 |
2.699 |
|
1.618 |
2.634 |
|
1.000 |
2.594 |
|
0.618 |
2.569 |
|
HIGH |
2.529 |
|
0.618 |
2.504 |
|
0.500 |
2.497 |
|
0.382 |
2.489 |
|
LOW |
2.464 |
|
0.618 |
2.424 |
|
1.000 |
2.399 |
|
1.618 |
2.359 |
|
2.618 |
2.294 |
|
4.250 |
2.188 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.497 |
2.468 |
| PP |
2.490 |
2.460 |
| S1 |
2.483 |
2.452 |
|