NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.607 |
2.627 |
0.020 |
0.8% |
2.440 |
| High |
2.637 |
2.655 |
0.018 |
0.7% |
2.637 |
| Low |
2.580 |
2.591 |
0.011 |
0.4% |
2.430 |
| Close |
2.595 |
2.645 |
0.050 |
1.9% |
2.595 |
| Range |
0.057 |
0.064 |
0.007 |
12.3% |
0.207 |
| ATR |
0.067 |
0.067 |
0.000 |
-0.3% |
0.000 |
| Volume |
24,796 |
27,633 |
2,837 |
11.4% |
143,446 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.822 |
2.798 |
2.680 |
|
| R3 |
2.758 |
2.734 |
2.663 |
|
| R2 |
2.694 |
2.694 |
2.657 |
|
| R1 |
2.670 |
2.670 |
2.651 |
2.682 |
| PP |
2.630 |
2.630 |
2.630 |
2.637 |
| S1 |
2.606 |
2.606 |
2.639 |
2.618 |
| S2 |
2.566 |
2.566 |
2.633 |
|
| S3 |
2.502 |
2.542 |
2.627 |
|
| S4 |
2.438 |
2.478 |
2.610 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.175 |
3.092 |
2.709 |
|
| R3 |
2.968 |
2.885 |
2.652 |
|
| R2 |
2.761 |
2.761 |
2.633 |
|
| R1 |
2.678 |
2.678 |
2.614 |
2.720 |
| PP |
2.554 |
2.554 |
2.554 |
2.575 |
| S1 |
2.471 |
2.471 |
2.576 |
2.513 |
| S2 |
2.347 |
2.347 |
2.557 |
|
| S3 |
2.140 |
2.264 |
2.538 |
|
| S4 |
1.933 |
2.057 |
2.481 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.655 |
2.430 |
0.225 |
8.5% |
0.069 |
2.6% |
96% |
True |
False |
34,215 |
| 10 |
2.655 |
2.358 |
0.297 |
11.2% |
0.066 |
2.5% |
97% |
True |
False |
32,123 |
| 20 |
2.655 |
2.277 |
0.378 |
14.3% |
0.063 |
2.4% |
97% |
True |
False |
28,204 |
| 40 |
2.655 |
2.249 |
0.406 |
15.3% |
0.065 |
2.5% |
98% |
True |
False |
27,028 |
| 60 |
2.655 |
2.181 |
0.474 |
17.9% |
0.067 |
2.5% |
98% |
True |
False |
24,558 |
| 80 |
2.655 |
2.049 |
0.606 |
22.9% |
0.066 |
2.5% |
98% |
True |
False |
23,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.927 |
|
2.618 |
2.823 |
|
1.618 |
2.759 |
|
1.000 |
2.719 |
|
0.618 |
2.695 |
|
HIGH |
2.655 |
|
0.618 |
2.631 |
|
0.500 |
2.623 |
|
0.382 |
2.615 |
|
LOW |
2.591 |
|
0.618 |
2.551 |
|
1.000 |
2.527 |
|
1.618 |
2.487 |
|
2.618 |
2.423 |
|
4.250 |
2.319 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.638 |
2.633 |
| PP |
2.630 |
2.620 |
| S1 |
2.623 |
2.608 |
|