NYMEX Natural Gas Future September 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 |
2.556 |
2.603 |
0.047 |
1.8% |
2.334 |
| High |
2.610 |
2.626 |
0.016 |
0.6% |
2.565 |
| Low |
2.532 |
2.578 |
0.046 |
1.8% |
2.326 |
| Close |
2.601 |
2.589 |
-0.012 |
-0.5% |
2.517 |
| Range |
0.078 |
0.048 |
-0.030 |
-38.5% |
0.239 |
| ATR |
0.070 |
0.069 |
-0.002 |
-2.3% |
0.000 |
| Volume |
67,198 |
70,425 |
3,227 |
4.8% |
141,568 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.742 |
2.713 |
2.615 |
|
| R3 |
2.694 |
2.665 |
2.602 |
|
| R2 |
2.646 |
2.646 |
2.598 |
|
| R1 |
2.617 |
2.617 |
2.593 |
2.608 |
| PP |
2.598 |
2.598 |
2.598 |
2.593 |
| S1 |
2.569 |
2.569 |
2.585 |
2.560 |
| S2 |
2.550 |
2.550 |
2.580 |
|
| S3 |
2.502 |
2.521 |
2.576 |
|
| S4 |
2.454 |
2.473 |
2.563 |
|
|
| 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 |
2.626 |
2.484 |
0.142 |
5.5% |
0.062 |
2.4% |
74% |
True |
False |
45,945 |
| 10 |
2.626 |
2.271 |
0.355 |
13.7% |
0.070 |
2.7% |
90% |
True |
False |
40,975 |
| 20 |
2.626 |
2.195 |
0.431 |
16.6% |
0.066 |
2.5% |
91% |
True |
False |
33,007 |
| 40 |
2.626 |
2.191 |
0.435 |
16.8% |
0.069 |
2.7% |
91% |
True |
False |
27,768 |
| 60 |
2.626 |
2.150 |
0.476 |
18.4% |
0.069 |
2.7% |
92% |
True |
False |
23,340 |
| 80 |
2.626 |
2.009 |
0.617 |
23.8% |
0.067 |
2.6% |
94% |
True |
False |
20,560 |
| 100 |
2.626 |
2.009 |
0.617 |
23.8% |
0.065 |
2.5% |
94% |
True |
False |
17,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.830 |
|
2.618 |
2.752 |
|
1.618 |
2.704 |
|
1.000 |
2.674 |
|
0.618 |
2.656 |
|
HIGH |
2.626 |
|
0.618 |
2.608 |
|
0.500 |
2.602 |
|
0.382 |
2.596 |
|
LOW |
2.578 |
|
0.618 |
2.548 |
|
1.000 |
2.530 |
|
1.618 |
2.500 |
|
2.618 |
2.452 |
|
4.250 |
2.374 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.602 |
2.583 |
| PP |
2.598 |
2.578 |
| S1 |
2.593 |
2.572 |
|