NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.535 |
2.663 |
0.128 |
5.0% |
2.519 |
| High |
2.703 |
2.683 |
-0.020 |
-0.7% |
2.703 |
| Low |
2.526 |
2.617 |
0.091 |
3.6% |
2.478 |
| Close |
2.690 |
2.624 |
-0.066 |
-2.5% |
2.624 |
| Range |
0.177 |
0.066 |
-0.111 |
-62.7% |
0.225 |
| ATR |
0.081 |
0.080 |
-0.001 |
-0.7% |
0.000 |
| Volume |
120,904 |
95,451 |
-25,453 |
-21.1% |
417,249 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.839 |
2.798 |
2.660 |
|
| R3 |
2.773 |
2.732 |
2.642 |
|
| R2 |
2.707 |
2.707 |
2.636 |
|
| R1 |
2.666 |
2.666 |
2.630 |
2.654 |
| PP |
2.641 |
2.641 |
2.641 |
2.635 |
| S1 |
2.600 |
2.600 |
2.618 |
2.588 |
| S2 |
2.575 |
2.575 |
2.612 |
|
| S3 |
2.509 |
2.534 |
2.606 |
|
| S4 |
2.443 |
2.468 |
2.588 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.277 |
3.175 |
2.748 |
|
| R3 |
3.052 |
2.950 |
2.686 |
|
| R2 |
2.827 |
2.827 |
2.665 |
|
| R1 |
2.725 |
2.725 |
2.645 |
2.776 |
| PP |
2.602 |
2.602 |
2.602 |
2.627 |
| S1 |
2.500 |
2.500 |
2.603 |
2.551 |
| S2 |
2.377 |
2.377 |
2.583 |
|
| S3 |
2.152 |
2.275 |
2.562 |
|
| S4 |
1.927 |
2.050 |
2.500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.703 |
2.478 |
0.225 |
8.6% |
0.089 |
3.4% |
65% |
False |
False |
83,449 |
| 10 |
2.703 |
2.213 |
0.490 |
18.7% |
0.087 |
3.3% |
84% |
False |
False |
65,769 |
| 20 |
2.703 |
2.157 |
0.546 |
20.8% |
0.077 |
2.9% |
86% |
False |
False |
50,033 |
| 40 |
2.703 |
2.156 |
0.547 |
20.8% |
0.077 |
2.9% |
86% |
False |
False |
38,224 |
| 60 |
2.703 |
2.122 |
0.581 |
22.1% |
0.074 |
2.8% |
86% |
False |
False |
30,793 |
| 80 |
2.703 |
1.990 |
0.713 |
27.2% |
0.071 |
2.7% |
89% |
False |
False |
26,057 |
| 100 |
2.703 |
1.990 |
0.713 |
27.2% |
0.069 |
2.6% |
89% |
False |
False |
22,214 |
| 120 |
2.703 |
1.990 |
0.713 |
27.2% |
0.069 |
2.6% |
89% |
False |
False |
19,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.964 |
|
2.618 |
2.856 |
|
1.618 |
2.790 |
|
1.000 |
2.749 |
|
0.618 |
2.724 |
|
HIGH |
2.683 |
|
0.618 |
2.658 |
|
0.500 |
2.650 |
|
0.382 |
2.642 |
|
LOW |
2.617 |
|
0.618 |
2.576 |
|
1.000 |
2.551 |
|
1.618 |
2.510 |
|
2.618 |
2.444 |
|
4.250 |
2.337 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.650 |
2.621 |
| PP |
2.641 |
2.618 |
| S1 |
2.633 |
2.615 |
|