NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.523 |
2.562 |
0.039 |
1.5% |
2.272 |
| High |
2.570 |
2.583 |
0.013 |
0.5% |
2.529 |
| Low |
2.489 |
2.531 |
0.042 |
1.7% |
2.264 |
| Close |
2.557 |
2.544 |
-0.013 |
-0.5% |
2.476 |
| Range |
0.081 |
0.052 |
-0.029 |
-35.8% |
0.265 |
| ATR |
0.075 |
0.073 |
-0.002 |
-2.2% |
0.000 |
| Volume |
73,761 |
71,640 |
-2,121 |
-2.9% |
202,840 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.709 |
2.678 |
2.573 |
|
| R3 |
2.657 |
2.626 |
2.558 |
|
| R2 |
2.605 |
2.605 |
2.554 |
|
| R1 |
2.574 |
2.574 |
2.549 |
2.564 |
| PP |
2.553 |
2.553 |
2.553 |
2.547 |
| S1 |
2.522 |
2.522 |
2.539 |
2.512 |
| S2 |
2.501 |
2.501 |
2.534 |
|
| S3 |
2.449 |
2.470 |
2.530 |
|
| S4 |
2.397 |
2.418 |
2.515 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.218 |
3.112 |
2.622 |
|
| R3 |
2.953 |
2.847 |
2.549 |
|
| R2 |
2.688 |
2.688 |
2.525 |
|
| R1 |
2.582 |
2.582 |
2.500 |
2.635 |
| PP |
2.423 |
2.423 |
2.423 |
2.450 |
| S1 |
2.317 |
2.317 |
2.452 |
2.370 |
| S2 |
2.158 |
2.158 |
2.427 |
|
| S3 |
1.893 |
2.052 |
2.403 |
|
| S4 |
1.628 |
1.787 |
2.330 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.583 |
2.443 |
0.140 |
5.5% |
0.065 |
2.6% |
72% |
True |
False |
57,375 |
| 10 |
2.583 |
2.207 |
0.376 |
14.8% |
0.076 |
3.0% |
90% |
True |
False |
55,048 |
| 20 |
2.583 |
2.157 |
0.426 |
16.7% |
0.070 |
2.8% |
91% |
True |
False |
41,402 |
| 40 |
2.583 |
2.156 |
0.427 |
16.8% |
0.073 |
2.9% |
91% |
True |
False |
34,058 |
| 60 |
2.583 |
2.122 |
0.461 |
18.1% |
0.073 |
2.9% |
92% |
True |
False |
27,479 |
| 80 |
2.583 |
1.990 |
0.593 |
23.3% |
0.070 |
2.7% |
93% |
True |
False |
23,600 |
| 100 |
2.583 |
1.990 |
0.593 |
23.3% |
0.068 |
2.7% |
93% |
True |
False |
20,139 |
| 120 |
2.646 |
1.990 |
0.656 |
25.8% |
0.068 |
2.7% |
84% |
False |
False |
17,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.804 |
|
2.618 |
2.719 |
|
1.618 |
2.667 |
|
1.000 |
2.635 |
|
0.618 |
2.615 |
|
HIGH |
2.583 |
|
0.618 |
2.563 |
|
0.500 |
2.557 |
|
0.382 |
2.551 |
|
LOW |
2.531 |
|
0.618 |
2.499 |
|
1.000 |
2.479 |
|
1.618 |
2.447 |
|
2.618 |
2.395 |
|
4.250 |
2.310 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.557 |
2.540 |
| PP |
2.553 |
2.535 |
| S1 |
2.548 |
2.531 |
|