NYMEX Natural Gas Future November 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 |
2.720 |
2.756 |
0.036 |
1.3% |
2.643 |
High |
2.763 |
2.785 |
0.022 |
0.8% |
2.684 |
Low |
2.712 |
2.740 |
0.028 |
1.0% |
2.572 |
Close |
2.745 |
2.777 |
0.032 |
1.2% |
2.670 |
Range |
0.051 |
0.045 |
-0.006 |
-11.8% |
0.112 |
ATR |
0.061 |
0.060 |
-0.001 |
-1.9% |
0.000 |
Volume |
14,467 |
15,642 |
1,175 |
8.1% |
42,879 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.902 |
2.885 |
2.802 |
|
R3 |
2.857 |
2.840 |
2.789 |
|
R2 |
2.812 |
2.812 |
2.785 |
|
R1 |
2.795 |
2.795 |
2.781 |
2.804 |
PP |
2.767 |
2.767 |
2.767 |
2.772 |
S1 |
2.750 |
2.750 |
2.773 |
2.759 |
S2 |
2.722 |
2.722 |
2.769 |
|
S3 |
2.677 |
2.705 |
2.765 |
|
S4 |
2.632 |
2.660 |
2.752 |
|
|
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 |
2.785 |
2.622 |
0.163 |
5.9% |
0.058 |
2.1% |
95% |
True |
False |
12,708 |
10 |
2.785 |
2.460 |
0.325 |
11.7% |
0.066 |
2.4% |
98% |
True |
False |
10,332 |
20 |
2.785 |
2.460 |
0.325 |
11.7% |
0.055 |
2.0% |
98% |
True |
False |
9,842 |
40 |
2.785 |
2.434 |
0.351 |
12.6% |
0.057 |
2.0% |
98% |
True |
False |
9,064 |
60 |
2.785 |
2.267 |
0.518 |
18.7% |
0.059 |
2.1% |
98% |
True |
False |
7,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.976 |
2.618 |
2.903 |
1.618 |
2.858 |
1.000 |
2.830 |
0.618 |
2.813 |
HIGH |
2.785 |
0.618 |
2.768 |
0.500 |
2.763 |
0.382 |
2.757 |
LOW |
2.740 |
0.618 |
2.712 |
1.000 |
2.695 |
1.618 |
2.667 |
2.618 |
2.622 |
4.250 |
2.549 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
2.772 |
2.757 |
PP |
2.767 |
2.738 |
S1 |
2.763 |
2.718 |
|