NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.576 |
2.607 |
0.031 |
1.2% |
2.440 |
| High |
2.614 |
2.637 |
0.023 |
0.9% |
2.637 |
| Low |
2.560 |
2.580 |
0.020 |
0.8% |
2.430 |
| Close |
2.602 |
2.595 |
-0.007 |
-0.3% |
2.595 |
| Range |
0.054 |
0.057 |
0.003 |
5.6% |
0.207 |
| ATR |
0.068 |
0.067 |
-0.001 |
-1.1% |
0.000 |
| Volume |
34,533 |
24,796 |
-9,737 |
-28.2% |
143,446 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.775 |
2.742 |
2.626 |
|
| R3 |
2.718 |
2.685 |
2.611 |
|
| R2 |
2.661 |
2.661 |
2.605 |
|
| R1 |
2.628 |
2.628 |
2.600 |
2.616 |
| PP |
2.604 |
2.604 |
2.604 |
2.598 |
| S1 |
2.571 |
2.571 |
2.590 |
2.559 |
| S2 |
2.547 |
2.547 |
2.585 |
|
| S3 |
2.490 |
2.514 |
2.579 |
|
| S4 |
2.433 |
2.457 |
2.564 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.175 |
3.092 |
2.709 |
|
| R3 |
2.968 |
2.885 |
2.652 |
|
| R2 |
2.761 |
2.761 |
2.633 |
|
| R1 |
2.678 |
2.678 |
2.614 |
2.720 |
| PP |
2.554 |
2.554 |
2.554 |
2.575 |
| S1 |
2.471 |
2.471 |
2.576 |
2.513 |
| S2 |
2.347 |
2.347 |
2.557 |
|
| S3 |
2.140 |
2.264 |
2.538 |
|
| S4 |
1.933 |
2.057 |
2.481 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.637 |
2.392 |
0.245 |
9.4% |
0.071 |
2.7% |
83% |
True |
False |
34,671 |
| 10 |
2.637 |
2.358 |
0.279 |
10.8% |
0.066 |
2.5% |
85% |
True |
False |
31,525 |
| 20 |
2.637 |
2.277 |
0.360 |
13.9% |
0.062 |
2.4% |
88% |
True |
False |
28,019 |
| 40 |
2.637 |
2.249 |
0.388 |
15.0% |
0.065 |
2.5% |
89% |
True |
False |
26,783 |
| 60 |
2.637 |
2.144 |
0.493 |
19.0% |
0.067 |
2.6% |
91% |
True |
False |
24,456 |
| 80 |
2.637 |
2.049 |
0.588 |
22.7% |
0.066 |
2.5% |
93% |
True |
False |
23,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.879 |
|
2.618 |
2.786 |
|
1.618 |
2.729 |
|
1.000 |
2.694 |
|
0.618 |
2.672 |
|
HIGH |
2.637 |
|
0.618 |
2.615 |
|
0.500 |
2.609 |
|
0.382 |
2.602 |
|
LOW |
2.580 |
|
0.618 |
2.545 |
|
1.000 |
2.523 |
|
1.618 |
2.488 |
|
2.618 |
2.431 |
|
4.250 |
2.338 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.609 |
2.590 |
| PP |
2.604 |
2.585 |
| S1 |
2.600 |
2.581 |
|