NYMEX Natural Gas Future October 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 |
2.627 |
2.694 |
0.067 |
2.6% |
2.440 |
| High |
2.686 |
2.703 |
0.017 |
0.6% |
2.637 |
| Low |
2.609 |
2.654 |
0.045 |
1.7% |
2.430 |
| Close |
2.679 |
2.669 |
-0.010 |
-0.4% |
2.595 |
| Range |
0.077 |
0.049 |
-0.028 |
-36.4% |
0.207 |
| ATR |
0.067 |
0.066 |
-0.001 |
-1.9% |
0.000 |
| Volume |
45,529 |
42,310 |
-3,219 |
-7.1% |
143,446 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.822 |
2.795 |
2.696 |
|
| R3 |
2.773 |
2.746 |
2.682 |
|
| R2 |
2.724 |
2.724 |
2.678 |
|
| R1 |
2.697 |
2.697 |
2.673 |
2.686 |
| PP |
2.675 |
2.675 |
2.675 |
2.670 |
| S1 |
2.648 |
2.648 |
2.665 |
2.637 |
| S2 |
2.626 |
2.626 |
2.660 |
|
| S3 |
2.577 |
2.599 |
2.656 |
|
| S4 |
2.528 |
2.550 |
2.642 |
|
|
| 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 |
2.703 |
2.560 |
0.143 |
5.4% |
0.060 |
2.3% |
76% |
True |
False |
34,960 |
| 10 |
2.703 |
2.358 |
0.345 |
12.9% |
0.067 |
2.5% |
90% |
True |
False |
36,603 |
| 20 |
2.703 |
2.277 |
0.426 |
16.0% |
0.064 |
2.4% |
92% |
True |
False |
30,491 |
| 40 |
2.703 |
2.254 |
0.449 |
16.8% |
0.066 |
2.5% |
92% |
True |
False |
28,347 |
| 60 |
2.703 |
2.201 |
0.502 |
18.8% |
0.067 |
2.5% |
93% |
True |
False |
25,542 |
| 80 |
2.703 |
2.049 |
0.654 |
24.5% |
0.066 |
2.5% |
95% |
True |
False |
24,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.911 |
|
2.618 |
2.831 |
|
1.618 |
2.782 |
|
1.000 |
2.752 |
|
0.618 |
2.733 |
|
HIGH |
2.703 |
|
0.618 |
2.684 |
|
0.500 |
2.679 |
|
0.382 |
2.673 |
|
LOW |
2.654 |
|
0.618 |
2.624 |
|
1.000 |
2.605 |
|
1.618 |
2.575 |
|
2.618 |
2.526 |
|
4.250 |
2.446 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.679 |
2.662 |
| PP |
2.675 |
2.654 |
| S1 |
2.672 |
2.647 |
|