NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.562 |
2.535 |
-0.027 |
-1.1% |
2.272 |
| High |
2.583 |
2.703 |
0.120 |
4.6% |
2.529 |
| Low |
2.531 |
2.526 |
-0.005 |
-0.2% |
2.264 |
| Close |
2.544 |
2.690 |
0.146 |
5.7% |
2.476 |
| Range |
0.052 |
0.177 |
0.125 |
240.4% |
0.265 |
| ATR |
0.073 |
0.081 |
0.007 |
10.1% |
0.000 |
| Volume |
71,640 |
120,904 |
49,264 |
68.8% |
202,840 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.171 |
3.107 |
2.787 |
|
| R3 |
2.994 |
2.930 |
2.739 |
|
| R2 |
2.817 |
2.817 |
2.722 |
|
| R1 |
2.753 |
2.753 |
2.706 |
2.785 |
| PP |
2.640 |
2.640 |
2.640 |
2.656 |
| S1 |
2.576 |
2.576 |
2.674 |
2.608 |
| S2 |
2.463 |
2.463 |
2.658 |
|
| S3 |
2.286 |
2.399 |
2.641 |
|
| S4 |
2.109 |
2.222 |
2.593 |
|
|
| 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 |
2.703 |
2.464 |
0.239 |
8.9% |
0.089 |
3.3% |
95% |
True |
False |
71,758 |
| 10 |
2.703 |
2.213 |
0.490 |
18.2% |
0.086 |
3.2% |
97% |
True |
False |
62,386 |
| 20 |
2.703 |
2.157 |
0.546 |
20.3% |
0.076 |
2.8% |
98% |
True |
False |
46,263 |
| 40 |
2.703 |
2.156 |
0.547 |
20.3% |
0.076 |
2.8% |
98% |
True |
False |
36,327 |
| 60 |
2.703 |
2.122 |
0.581 |
21.6% |
0.074 |
2.8% |
98% |
True |
False |
29,314 |
| 80 |
2.703 |
1.990 |
0.713 |
26.5% |
0.071 |
2.6% |
98% |
True |
False |
24,983 |
| 100 |
2.703 |
1.990 |
0.713 |
26.5% |
0.069 |
2.6% |
98% |
True |
False |
21,299 |
| 120 |
2.703 |
1.990 |
0.713 |
26.5% |
0.069 |
2.6% |
98% |
True |
False |
18,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.455 |
|
2.618 |
3.166 |
|
1.618 |
2.989 |
|
1.000 |
2.880 |
|
0.618 |
2.812 |
|
HIGH |
2.703 |
|
0.618 |
2.635 |
|
0.500 |
2.615 |
|
0.382 |
2.594 |
|
LOW |
2.526 |
|
0.618 |
2.417 |
|
1.000 |
2.349 |
|
1.618 |
2.240 |
|
2.618 |
2.063 |
|
4.250 |
1.774 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.665 |
2.659 |
| PP |
2.640 |
2.627 |
| S1 |
2.615 |
2.596 |
|