NYMEX Natural Gas Future September 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 |
2.334 |
2.436 |
0.102 |
4.4% |
2.361 |
High |
2.451 |
2.499 |
0.048 |
2.0% |
2.381 |
Low |
2.326 |
2.432 |
0.106 |
4.6% |
2.271 |
Close |
2.438 |
2.492 |
0.054 |
2.2% |
2.345 |
Range |
0.125 |
0.067 |
-0.058 |
-46.4% |
0.110 |
ATR |
0.072 |
0.072 |
0.000 |
-0.5% |
0.000 |
Volume |
35,748 |
44,875 |
9,127 |
25.5% |
140,947 |
|
Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.675 |
2.651 |
2.529 |
|
R3 |
2.608 |
2.584 |
2.510 |
|
R2 |
2.541 |
2.541 |
2.504 |
|
R1 |
2.517 |
2.517 |
2.498 |
2.529 |
PP |
2.474 |
2.474 |
2.474 |
2.481 |
S1 |
2.450 |
2.450 |
2.486 |
2.462 |
S2 |
2.407 |
2.407 |
2.480 |
|
S3 |
2.340 |
2.383 |
2.474 |
|
S4 |
2.273 |
2.316 |
2.455 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.662 |
2.614 |
2.406 |
|
R3 |
2.552 |
2.504 |
2.375 |
|
R2 |
2.442 |
2.442 |
2.365 |
|
R1 |
2.394 |
2.394 |
2.355 |
2.363 |
PP |
2.332 |
2.332 |
2.332 |
2.317 |
S1 |
2.284 |
2.284 |
2.335 |
2.253 |
S2 |
2.222 |
2.222 |
2.325 |
|
S3 |
2.112 |
2.174 |
2.315 |
|
S4 |
2.002 |
2.064 |
2.285 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.499 |
2.271 |
0.228 |
9.1% |
0.078 |
3.1% |
97% |
True |
False |
36,005 |
10 |
2.499 |
2.195 |
0.304 |
12.2% |
0.077 |
3.1% |
98% |
True |
False |
30,272 |
20 |
2.499 |
2.195 |
0.304 |
12.2% |
0.066 |
2.6% |
98% |
True |
False |
27,191 |
40 |
2.528 |
2.183 |
0.345 |
13.8% |
0.068 |
2.7% |
90% |
False |
False |
24,410 |
60 |
2.528 |
2.030 |
0.498 |
20.0% |
0.069 |
2.8% |
93% |
False |
False |
20,602 |
80 |
2.528 |
2.009 |
0.519 |
20.8% |
0.066 |
2.7% |
93% |
False |
False |
18,145 |
100 |
2.644 |
2.009 |
0.635 |
25.5% |
0.066 |
2.6% |
76% |
False |
False |
15,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.784 |
2.618 |
2.674 |
1.618 |
2.607 |
1.000 |
2.566 |
0.618 |
2.540 |
HIGH |
2.499 |
0.618 |
2.473 |
0.500 |
2.466 |
0.382 |
2.458 |
LOW |
2.432 |
0.618 |
2.391 |
1.000 |
2.365 |
1.618 |
2.324 |
2.618 |
2.257 |
4.250 |
2.147 |
|
|
Fisher Pivots for day following 01-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
2.483 |
2.458 |
PP |
2.474 |
2.424 |
S1 |
2.466 |
2.390 |
|