NYMEX Natural Gas Future September 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 |
2.603 |
2.583 |
-0.020 |
-0.8% |
2.334 |
| High |
2.626 |
2.733 |
0.107 |
4.1% |
2.565 |
| Low |
2.578 |
2.573 |
-0.005 |
-0.2% |
2.326 |
| Close |
2.589 |
2.721 |
0.132 |
5.1% |
2.517 |
| Range |
0.048 |
0.160 |
0.112 |
233.3% |
0.239 |
| ATR |
0.069 |
0.075 |
0.007 |
9.5% |
0.000 |
| Volume |
70,425 |
109,201 |
38,776 |
55.1% |
141,568 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.156 |
3.098 |
2.809 |
|
| R3 |
2.996 |
2.938 |
2.765 |
|
| R2 |
2.836 |
2.836 |
2.750 |
|
| R1 |
2.778 |
2.778 |
2.736 |
2.807 |
| PP |
2.676 |
2.676 |
2.676 |
2.690 |
| S1 |
2.618 |
2.618 |
2.706 |
2.647 |
| S2 |
2.516 |
2.516 |
2.692 |
|
| S3 |
2.356 |
2.458 |
2.677 |
|
| S4 |
2.196 |
2.298 |
2.633 |
|
|
| 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 |
2.733 |
2.505 |
0.228 |
8.4% |
0.083 |
3.1% |
95% |
True |
False |
60,862 |
| 10 |
2.733 |
2.280 |
0.453 |
16.6% |
0.079 |
2.9% |
97% |
True |
False |
49,357 |
| 20 |
2.733 |
2.195 |
0.538 |
19.8% |
0.071 |
2.6% |
98% |
True |
False |
36,807 |
| 40 |
2.733 |
2.191 |
0.542 |
19.9% |
0.072 |
2.6% |
98% |
True |
False |
29,932 |
| 60 |
2.733 |
2.150 |
0.583 |
21.4% |
0.070 |
2.6% |
98% |
True |
False |
24,993 |
| 80 |
2.733 |
2.009 |
0.724 |
26.6% |
0.068 |
2.5% |
98% |
True |
False |
21,804 |
| 100 |
2.733 |
2.009 |
0.724 |
26.6% |
0.066 |
2.4% |
98% |
True |
False |
18,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.413 |
|
2.618 |
3.152 |
|
1.618 |
2.992 |
|
1.000 |
2.893 |
|
0.618 |
2.832 |
|
HIGH |
2.733 |
|
0.618 |
2.672 |
|
0.500 |
2.653 |
|
0.382 |
2.634 |
|
LOW |
2.573 |
|
0.618 |
2.474 |
|
1.000 |
2.413 |
|
1.618 |
2.314 |
|
2.618 |
2.154 |
|
4.250 |
1.893 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.698 |
2.692 |
| PP |
2.676 |
2.662 |
| S1 |
2.653 |
2.633 |
|