NYMEX Natural Gas Future September 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 |
2.436 |
2.490 |
0.054 |
2.2% |
2.361 |
| High |
2.499 |
2.537 |
0.038 |
1.5% |
2.381 |
| Low |
2.432 |
2.484 |
0.052 |
2.1% |
2.271 |
| Close |
2.492 |
2.524 |
0.032 |
1.3% |
2.345 |
| Range |
0.067 |
0.053 |
-0.014 |
-20.9% |
0.110 |
| ATR |
0.072 |
0.070 |
-0.001 |
-1.9% |
0.000 |
| Volume |
44,875 |
34,617 |
-10,258 |
-22.9% |
140,947 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.674 |
2.652 |
2.553 |
|
| R3 |
2.621 |
2.599 |
2.539 |
|
| R2 |
2.568 |
2.568 |
2.534 |
|
| R1 |
2.546 |
2.546 |
2.529 |
2.557 |
| PP |
2.515 |
2.515 |
2.515 |
2.521 |
| S1 |
2.493 |
2.493 |
2.519 |
2.504 |
| S2 |
2.462 |
2.462 |
2.514 |
|
| S3 |
2.409 |
2.440 |
2.509 |
|
| S4 |
2.356 |
2.387 |
2.495 |
|
|
| 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 |
2.537 |
2.280 |
0.257 |
10.2% |
0.075 |
3.0% |
95% |
True |
False |
37,852 |
| 10 |
2.537 |
2.195 |
0.342 |
13.5% |
0.077 |
3.0% |
96% |
True |
False |
31,469 |
| 20 |
2.537 |
2.195 |
0.342 |
13.5% |
0.065 |
2.6% |
96% |
True |
False |
27,783 |
| 40 |
2.537 |
2.183 |
0.354 |
14.0% |
0.069 |
2.7% |
96% |
True |
False |
24,921 |
| 60 |
2.537 |
2.063 |
0.474 |
18.8% |
0.069 |
2.7% |
97% |
True |
False |
20,963 |
| 80 |
2.537 |
2.009 |
0.528 |
20.9% |
0.066 |
2.6% |
98% |
True |
False |
18,478 |
| 100 |
2.644 |
2.009 |
0.635 |
25.2% |
0.066 |
2.6% |
81% |
False |
False |
15,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.762 |
|
2.618 |
2.676 |
|
1.618 |
2.623 |
|
1.000 |
2.590 |
|
0.618 |
2.570 |
|
HIGH |
2.537 |
|
0.618 |
2.517 |
|
0.500 |
2.511 |
|
0.382 |
2.504 |
|
LOW |
2.484 |
|
0.618 |
2.451 |
|
1.000 |
2.431 |
|
1.618 |
2.398 |
|
2.618 |
2.345 |
|
4.250 |
2.259 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.520 |
2.493 |
| PP |
2.515 |
2.462 |
| S1 |
2.511 |
2.432 |
|