NYMEX Natural Gas Future October 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 |
2.524 |
2.576 |
0.052 |
2.1% |
2.438 |
| High |
2.577 |
2.614 |
0.037 |
1.4% |
2.468 |
| Low |
2.524 |
2.560 |
0.036 |
1.4% |
2.358 |
| Close |
2.571 |
2.602 |
0.031 |
1.2% |
2.452 |
| Range |
0.053 |
0.054 |
0.001 |
1.9% |
0.110 |
| ATR |
0.069 |
0.068 |
-0.001 |
-1.5% |
0.000 |
| Volume |
44,466 |
34,533 |
-9,933 |
-22.3% |
150,153 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.754 |
2.732 |
2.632 |
|
| R3 |
2.700 |
2.678 |
2.617 |
|
| R2 |
2.646 |
2.646 |
2.612 |
|
| R1 |
2.624 |
2.624 |
2.607 |
2.635 |
| PP |
2.592 |
2.592 |
2.592 |
2.598 |
| S1 |
2.570 |
2.570 |
2.597 |
2.581 |
| S2 |
2.538 |
2.538 |
2.592 |
|
| S3 |
2.484 |
2.516 |
2.587 |
|
| S4 |
2.430 |
2.462 |
2.572 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.756 |
2.714 |
2.513 |
|
| R3 |
2.646 |
2.604 |
2.482 |
|
| R2 |
2.536 |
2.536 |
2.472 |
|
| R1 |
2.494 |
2.494 |
2.462 |
2.515 |
| PP |
2.426 |
2.426 |
2.426 |
2.437 |
| S1 |
2.384 |
2.384 |
2.442 |
2.405 |
| S2 |
2.316 |
2.316 |
2.432 |
|
| S3 |
2.206 |
2.274 |
2.422 |
|
| S4 |
2.096 |
2.164 |
2.392 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.614 |
2.392 |
0.222 |
8.5% |
0.069 |
2.7% |
95% |
True |
False |
39,877 |
| 10 |
2.614 |
2.277 |
0.337 |
13.0% |
0.073 |
2.8% |
96% |
True |
False |
32,124 |
| 20 |
2.614 |
2.277 |
0.337 |
13.0% |
0.063 |
2.4% |
96% |
True |
False |
27,977 |
| 40 |
2.614 |
2.236 |
0.378 |
14.5% |
0.066 |
2.5% |
97% |
True |
False |
26,752 |
| 60 |
2.614 |
2.105 |
0.509 |
19.6% |
0.067 |
2.6% |
98% |
True |
False |
24,377 |
| 80 |
2.614 |
2.049 |
0.565 |
21.7% |
0.065 |
2.5% |
98% |
True |
False |
23,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.844 |
|
2.618 |
2.755 |
|
1.618 |
2.701 |
|
1.000 |
2.668 |
|
0.618 |
2.647 |
|
HIGH |
2.614 |
|
0.618 |
2.593 |
|
0.500 |
2.587 |
|
0.382 |
2.581 |
|
LOW |
2.560 |
|
0.618 |
2.527 |
|
1.000 |
2.506 |
|
1.618 |
2.473 |
|
2.618 |
2.419 |
|
4.250 |
2.331 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.597 |
2.575 |
| PP |
2.592 |
2.549 |
| S1 |
2.587 |
2.522 |
|