NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.560 |
2.556 |
-0.004 |
-0.2% |
2.334 |
| High |
2.588 |
2.610 |
0.022 |
0.9% |
2.565 |
| Low |
2.518 |
2.532 |
0.014 |
0.6% |
2.326 |
| Close |
2.574 |
2.601 |
0.027 |
1.0% |
2.517 |
| Range |
0.070 |
0.078 |
0.008 |
11.4% |
0.239 |
| ATR |
0.070 |
0.070 |
0.001 |
0.8% |
0.000 |
| Volume |
31,160 |
67,198 |
36,038 |
115.7% |
141,568 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.815 |
2.786 |
2.644 |
|
| R3 |
2.737 |
2.708 |
2.622 |
|
| R2 |
2.659 |
2.659 |
2.615 |
|
| R1 |
2.630 |
2.630 |
2.608 |
2.645 |
| PP |
2.581 |
2.581 |
2.581 |
2.588 |
| S1 |
2.552 |
2.552 |
2.594 |
2.567 |
| S2 |
2.503 |
2.503 |
2.587 |
|
| S3 |
2.425 |
2.474 |
2.580 |
|
| S4 |
2.347 |
2.396 |
2.558 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.186 |
3.091 |
2.648 |
|
| R3 |
2.947 |
2.852 |
2.583 |
|
| R2 |
2.708 |
2.708 |
2.561 |
|
| R1 |
2.613 |
2.613 |
2.539 |
2.661 |
| PP |
2.469 |
2.469 |
2.469 |
2.493 |
| S1 |
2.374 |
2.374 |
2.495 |
2.422 |
| S2 |
2.230 |
2.230 |
2.473 |
|
| S3 |
1.991 |
2.135 |
2.451 |
|
| S4 |
1.752 |
1.896 |
2.386 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.610 |
2.432 |
0.178 |
6.8% |
0.066 |
2.5% |
95% |
True |
False |
40,835 |
| 10 |
2.610 |
2.271 |
0.339 |
13.0% |
0.071 |
2.7% |
97% |
True |
False |
36,397 |
| 20 |
2.610 |
2.195 |
0.415 |
16.0% |
0.066 |
2.5% |
98% |
True |
False |
30,813 |
| 40 |
2.610 |
2.191 |
0.419 |
16.1% |
0.069 |
2.7% |
98% |
True |
False |
26,468 |
| 60 |
2.610 |
2.143 |
0.467 |
18.0% |
0.070 |
2.7% |
98% |
True |
False |
22,339 |
| 80 |
2.610 |
2.009 |
0.601 |
23.1% |
0.067 |
2.6% |
99% |
True |
False |
19,775 |
| 100 |
2.610 |
2.009 |
0.601 |
23.1% |
0.066 |
2.5% |
99% |
True |
False |
16,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.942 |
|
2.618 |
2.814 |
|
1.618 |
2.736 |
|
1.000 |
2.688 |
|
0.618 |
2.658 |
|
HIGH |
2.610 |
|
0.618 |
2.580 |
|
0.500 |
2.571 |
|
0.382 |
2.562 |
|
LOW |
2.532 |
|
0.618 |
2.484 |
|
1.000 |
2.454 |
|
1.618 |
2.406 |
|
2.618 |
2.328 |
|
4.250 |
2.201 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.591 |
2.587 |
| PP |
2.581 |
2.572 |
| S1 |
2.571 |
2.558 |
|