NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.480 |
2.519 |
0.039 |
1.6% |
2.272 |
| High |
2.529 |
2.549 |
0.020 |
0.8% |
2.529 |
| Low |
2.464 |
2.478 |
0.014 |
0.6% |
2.264 |
| Close |
2.476 |
2.537 |
0.061 |
2.5% |
2.476 |
| Range |
0.065 |
0.071 |
0.006 |
9.2% |
0.265 |
| ATR |
0.075 |
0.075 |
0.000 |
-0.2% |
0.000 |
| Volume |
36,995 |
55,493 |
18,498 |
50.0% |
202,840 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.734 |
2.707 |
2.576 |
|
| R3 |
2.663 |
2.636 |
2.557 |
|
| R2 |
2.592 |
2.592 |
2.550 |
|
| R1 |
2.565 |
2.565 |
2.544 |
2.579 |
| PP |
2.521 |
2.521 |
2.521 |
2.528 |
| S1 |
2.494 |
2.494 |
2.530 |
2.508 |
| S2 |
2.450 |
2.450 |
2.524 |
|
| S3 |
2.379 |
2.423 |
2.517 |
|
| S4 |
2.308 |
2.352 |
2.498 |
|
|
| 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 |
2.549 |
2.264 |
0.285 |
11.2% |
0.082 |
3.2% |
96% |
True |
False |
51,666 |
| 10 |
2.549 |
2.207 |
0.342 |
13.5% |
0.077 |
3.0% |
96% |
True |
False |
47,210 |
| 20 |
2.549 |
2.157 |
0.392 |
15.5% |
0.070 |
2.7% |
97% |
True |
False |
36,414 |
| 40 |
2.549 |
2.156 |
0.393 |
15.5% |
0.073 |
2.9% |
97% |
True |
False |
31,462 |
| 60 |
2.549 |
2.122 |
0.427 |
16.8% |
0.073 |
2.9% |
97% |
True |
False |
25,469 |
| 80 |
2.549 |
1.990 |
0.559 |
22.0% |
0.070 |
2.7% |
98% |
True |
False |
22,008 |
| 100 |
2.549 |
1.990 |
0.559 |
22.0% |
0.068 |
2.7% |
98% |
True |
False |
18,781 |
| 120 |
2.646 |
1.990 |
0.656 |
25.9% |
0.068 |
2.7% |
83% |
False |
False |
16,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.851 |
|
2.618 |
2.735 |
|
1.618 |
2.664 |
|
1.000 |
2.620 |
|
0.618 |
2.593 |
|
HIGH |
2.549 |
|
0.618 |
2.522 |
|
0.500 |
2.514 |
|
0.382 |
2.505 |
|
LOW |
2.478 |
|
0.618 |
2.434 |
|
1.000 |
2.407 |
|
1.618 |
2.363 |
|
2.618 |
2.292 |
|
4.250 |
2.176 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.529 |
2.523 |
| PP |
2.521 |
2.510 |
| S1 |
2.514 |
2.496 |
|