NYMEX Natural Gas Future September 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 |
2.530 |
2.560 |
0.030 |
1.2% |
2.334 |
| High |
2.565 |
2.588 |
0.023 |
0.9% |
2.565 |
| Low |
2.505 |
2.518 |
0.013 |
0.5% |
2.326 |
| Close |
2.517 |
2.574 |
0.057 |
2.3% |
2.517 |
| Range |
0.060 |
0.070 |
0.010 |
16.7% |
0.239 |
| ATR |
0.070 |
0.070 |
0.000 |
0.1% |
0.000 |
| Volume |
26,328 |
31,160 |
4,832 |
18.4% |
141,568 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.770 |
2.742 |
2.613 |
|
| R3 |
2.700 |
2.672 |
2.593 |
|
| R2 |
2.630 |
2.630 |
2.587 |
|
| R1 |
2.602 |
2.602 |
2.580 |
2.616 |
| PP |
2.560 |
2.560 |
2.560 |
2.567 |
| S1 |
2.532 |
2.532 |
2.568 |
2.546 |
| S2 |
2.490 |
2.490 |
2.561 |
|
| S3 |
2.420 |
2.462 |
2.555 |
|
| S4 |
2.350 |
2.392 |
2.536 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.186 |
3.091 |
2.648 |
|
| R3 |
2.947 |
2.852 |
2.583 |
|
| R2 |
2.708 |
2.708 |
2.561 |
|
| R1 |
2.613 |
2.613 |
2.539 |
2.661 |
| PP |
2.469 |
2.469 |
2.469 |
2.493 |
| S1 |
2.374 |
2.374 |
2.495 |
2.422 |
| S2 |
2.230 |
2.230 |
2.473 |
|
| S3 |
1.991 |
2.135 |
2.451 |
|
| S4 |
1.752 |
1.896 |
2.386 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.588 |
2.326 |
0.262 |
10.2% |
0.075 |
2.9% |
95% |
True |
False |
34,545 |
| 10 |
2.588 |
2.271 |
0.317 |
12.3% |
0.071 |
2.7% |
96% |
True |
False |
31,367 |
| 20 |
2.588 |
2.195 |
0.393 |
15.3% |
0.065 |
2.5% |
96% |
True |
False |
28,484 |
| 40 |
2.588 |
2.191 |
0.397 |
15.4% |
0.068 |
2.7% |
96% |
True |
False |
25,330 |
| 60 |
2.588 |
2.143 |
0.445 |
17.3% |
0.069 |
2.7% |
97% |
True |
False |
21,410 |
| 80 |
2.588 |
2.009 |
0.579 |
22.5% |
0.067 |
2.6% |
98% |
True |
False |
19,062 |
| 100 |
2.588 |
2.009 |
0.579 |
22.5% |
0.065 |
2.5% |
98% |
True |
False |
16,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.886 |
|
2.618 |
2.771 |
|
1.618 |
2.701 |
|
1.000 |
2.658 |
|
0.618 |
2.631 |
|
HIGH |
2.588 |
|
0.618 |
2.561 |
|
0.500 |
2.553 |
|
0.382 |
2.545 |
|
LOW |
2.518 |
|
0.618 |
2.475 |
|
1.000 |
2.448 |
|
1.618 |
2.405 |
|
2.618 |
2.335 |
|
4.250 |
2.221 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.567 |
2.561 |
| PP |
2.560 |
2.549 |
| S1 |
2.553 |
2.536 |
|