NYMEX Natural Gas Future November 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 |
2.756 |
2.784 |
0.028 |
1.0% |
2.655 |
| High |
2.785 |
2.804 |
0.019 |
0.7% |
2.804 |
| Low |
2.740 |
2.762 |
0.022 |
0.8% |
2.651 |
| Close |
2.777 |
2.770 |
-0.007 |
-0.3% |
2.770 |
| Range |
0.045 |
0.042 |
-0.003 |
-6.7% |
0.153 |
| ATR |
0.060 |
0.059 |
-0.001 |
-2.1% |
0.000 |
| Volume |
15,642 |
8,895 |
-6,747 |
-43.1% |
52,974 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.905 |
2.879 |
2.793 |
|
| R3 |
2.863 |
2.837 |
2.782 |
|
| R2 |
2.821 |
2.821 |
2.778 |
|
| R1 |
2.795 |
2.795 |
2.774 |
2.787 |
| PP |
2.779 |
2.779 |
2.779 |
2.775 |
| S1 |
2.753 |
2.753 |
2.766 |
2.745 |
| S2 |
2.737 |
2.737 |
2.762 |
|
| S3 |
2.695 |
2.711 |
2.758 |
|
| S4 |
2.653 |
2.669 |
2.747 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.201 |
3.138 |
2.854 |
|
| R3 |
3.048 |
2.985 |
2.812 |
|
| R2 |
2.895 |
2.895 |
2.798 |
|
| R1 |
2.832 |
2.832 |
2.784 |
2.864 |
| PP |
2.742 |
2.742 |
2.742 |
2.757 |
| S1 |
2.679 |
2.679 |
2.756 |
2.711 |
| S2 |
2.589 |
2.589 |
2.742 |
|
| S3 |
2.436 |
2.526 |
2.728 |
|
| S4 |
2.283 |
2.373 |
2.686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.804 |
2.622 |
0.182 |
6.6% |
0.057 |
2.1% |
81% |
True |
False |
12,360 |
| 10 |
2.804 |
2.572 |
0.232 |
8.4% |
0.057 |
2.0% |
85% |
True |
False |
10,191 |
| 20 |
2.804 |
2.460 |
0.344 |
12.4% |
0.055 |
2.0% |
90% |
True |
False |
9,982 |
| 40 |
2.804 |
2.448 |
0.356 |
12.9% |
0.056 |
2.0% |
90% |
True |
False |
9,110 |
| 60 |
2.804 |
2.316 |
0.488 |
17.6% |
0.059 |
2.1% |
93% |
True |
False |
7,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.983 |
|
2.618 |
2.914 |
|
1.618 |
2.872 |
|
1.000 |
2.846 |
|
0.618 |
2.830 |
|
HIGH |
2.804 |
|
0.618 |
2.788 |
|
0.500 |
2.783 |
|
0.382 |
2.778 |
|
LOW |
2.762 |
|
0.618 |
2.736 |
|
1.000 |
2.720 |
|
1.618 |
2.694 |
|
2.618 |
2.652 |
|
4.250 |
2.584 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.783 |
2.766 |
| PP |
2.779 |
2.762 |
| S1 |
2.774 |
2.758 |
|