NYMEX Natural Gas Future November 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 |
2.655 |
2.720 |
0.065 |
2.4% |
2.643 |
| High |
2.736 |
2.763 |
0.027 |
1.0% |
2.684 |
| Low |
2.651 |
2.712 |
0.061 |
2.3% |
2.572 |
| Close |
2.722 |
2.745 |
0.023 |
0.8% |
2.670 |
| Range |
0.085 |
0.051 |
-0.034 |
-40.0% |
0.112 |
| ATR |
0.062 |
0.061 |
-0.001 |
-1.3% |
0.000 |
| Volume |
13,970 |
14,467 |
497 |
3.6% |
42,879 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.893 |
2.870 |
2.773 |
|
| R3 |
2.842 |
2.819 |
2.759 |
|
| R2 |
2.791 |
2.791 |
2.754 |
|
| R1 |
2.768 |
2.768 |
2.750 |
2.780 |
| PP |
2.740 |
2.740 |
2.740 |
2.746 |
| S1 |
2.717 |
2.717 |
2.740 |
2.729 |
| S2 |
2.689 |
2.689 |
2.736 |
|
| S3 |
2.638 |
2.666 |
2.731 |
|
| S4 |
2.587 |
2.615 |
2.717 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.978 |
2.936 |
2.732 |
|
| R3 |
2.866 |
2.824 |
2.701 |
|
| R2 |
2.754 |
2.754 |
2.691 |
|
| R1 |
2.712 |
2.712 |
2.680 |
2.733 |
| PP |
2.642 |
2.642 |
2.642 |
2.653 |
| S1 |
2.600 |
2.600 |
2.660 |
2.621 |
| S2 |
2.530 |
2.530 |
2.649 |
|
| S3 |
2.418 |
2.488 |
2.639 |
|
| S4 |
2.306 |
2.376 |
2.608 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.763 |
2.575 |
0.188 |
6.8% |
0.064 |
2.3% |
90% |
True |
False |
11,546 |
| 10 |
2.763 |
2.460 |
0.303 |
11.0% |
0.066 |
2.4% |
94% |
True |
False |
9,359 |
| 20 |
2.763 |
2.460 |
0.303 |
11.0% |
0.056 |
2.1% |
94% |
True |
False |
9,456 |
| 40 |
2.774 |
2.424 |
0.350 |
12.8% |
0.056 |
2.0% |
92% |
False |
False |
8,770 |
| 60 |
2.774 |
2.248 |
0.526 |
19.2% |
0.059 |
2.1% |
94% |
False |
False |
7,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.980 |
|
2.618 |
2.897 |
|
1.618 |
2.846 |
|
1.000 |
2.814 |
|
0.618 |
2.795 |
|
HIGH |
2.763 |
|
0.618 |
2.744 |
|
0.500 |
2.738 |
|
0.382 |
2.731 |
|
LOW |
2.712 |
|
0.618 |
2.680 |
|
1.000 |
2.661 |
|
1.618 |
2.629 |
|
2.618 |
2.578 |
|
4.250 |
2.495 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.743 |
2.728 |
| PP |
2.740 |
2.710 |
| S1 |
2.738 |
2.693 |
|