NYMEX Natural Gas Future September 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 |
2.583 |
2.697 |
0.114 |
4.4% |
2.560 |
| High |
2.733 |
2.712 |
-0.021 |
-0.8% |
2.733 |
| Low |
2.573 |
2.648 |
0.075 |
2.9% |
2.518 |
| Close |
2.721 |
2.654 |
-0.067 |
-2.5% |
2.654 |
| Range |
0.160 |
0.064 |
-0.096 |
-60.0% |
0.215 |
| ATR |
0.075 |
0.075 |
0.000 |
-0.2% |
0.000 |
| Volume |
109,201 |
63,663 |
-45,538 |
-41.7% |
341,647 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.863 |
2.823 |
2.689 |
|
| R3 |
2.799 |
2.759 |
2.672 |
|
| R2 |
2.735 |
2.735 |
2.666 |
|
| R1 |
2.695 |
2.695 |
2.660 |
2.683 |
| PP |
2.671 |
2.671 |
2.671 |
2.666 |
| S1 |
2.631 |
2.631 |
2.648 |
2.619 |
| S2 |
2.607 |
2.607 |
2.642 |
|
| S3 |
2.543 |
2.567 |
2.636 |
|
| S4 |
2.479 |
2.503 |
2.619 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.280 |
3.182 |
2.772 |
|
| R3 |
3.065 |
2.967 |
2.713 |
|
| R2 |
2.850 |
2.850 |
2.693 |
|
| R1 |
2.752 |
2.752 |
2.674 |
2.801 |
| PP |
2.635 |
2.635 |
2.635 |
2.660 |
| S1 |
2.537 |
2.537 |
2.634 |
2.586 |
| S2 |
2.420 |
2.420 |
2.615 |
|
| S3 |
2.205 |
2.322 |
2.595 |
|
| S4 |
1.990 |
2.107 |
2.536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.733 |
2.518 |
0.215 |
8.1% |
0.084 |
3.2% |
63% |
False |
False |
68,329 |
| 10 |
2.733 |
2.280 |
0.453 |
17.1% |
0.081 |
3.0% |
83% |
False |
False |
51,036 |
| 20 |
2.733 |
2.195 |
0.538 |
20.3% |
0.072 |
2.7% |
85% |
False |
False |
38,742 |
| 40 |
2.733 |
2.191 |
0.542 |
20.4% |
0.072 |
2.7% |
85% |
False |
False |
31,094 |
| 60 |
2.733 |
2.150 |
0.583 |
22.0% |
0.071 |
2.7% |
86% |
False |
False |
25,928 |
| 80 |
2.733 |
2.009 |
0.724 |
27.3% |
0.068 |
2.6% |
89% |
False |
False |
22,490 |
| 100 |
2.733 |
2.009 |
0.724 |
27.3% |
0.066 |
2.5% |
89% |
False |
False |
19,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.984 |
|
2.618 |
2.880 |
|
1.618 |
2.816 |
|
1.000 |
2.776 |
|
0.618 |
2.752 |
|
HIGH |
2.712 |
|
0.618 |
2.688 |
|
0.500 |
2.680 |
|
0.382 |
2.672 |
|
LOW |
2.648 |
|
0.618 |
2.608 |
|
1.000 |
2.584 |
|
1.618 |
2.544 |
|
2.618 |
2.480 |
|
4.250 |
2.376 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.680 |
2.654 |
| PP |
2.671 |
2.653 |
| S1 |
2.663 |
2.653 |
|