NYMEX Natural Gas Future October 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 |
2.694 |
2.658 |
-0.036 |
-1.3% |
2.440 |
| High |
2.703 |
2.802 |
0.099 |
3.7% |
2.637 |
| Low |
2.654 |
2.650 |
-0.004 |
-0.2% |
2.430 |
| Close |
2.669 |
2.791 |
0.122 |
4.6% |
2.595 |
| Range |
0.049 |
0.152 |
0.103 |
210.2% |
0.207 |
| ATR |
0.066 |
0.072 |
0.006 |
9.3% |
0.000 |
| Volume |
42,310 |
74,521 |
32,211 |
76.1% |
143,446 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.204 |
3.149 |
2.875 |
|
| R3 |
3.052 |
2.997 |
2.833 |
|
| R2 |
2.900 |
2.900 |
2.819 |
|
| R1 |
2.845 |
2.845 |
2.805 |
2.873 |
| PP |
2.748 |
2.748 |
2.748 |
2.761 |
| S1 |
2.693 |
2.693 |
2.777 |
2.721 |
| S2 |
2.596 |
2.596 |
2.763 |
|
| S3 |
2.444 |
2.541 |
2.749 |
|
| S4 |
2.292 |
2.389 |
2.707 |
|
|
| 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 |
2.802 |
2.580 |
0.222 |
8.0% |
0.080 |
2.9% |
95% |
True |
False |
42,957 |
| 10 |
2.802 |
2.392 |
0.410 |
14.7% |
0.074 |
2.7% |
97% |
True |
False |
41,417 |
| 20 |
2.802 |
2.277 |
0.525 |
18.8% |
0.068 |
2.5% |
98% |
True |
False |
33,108 |
| 40 |
2.802 |
2.254 |
0.548 |
19.6% |
0.069 |
2.5% |
98% |
True |
False |
29,833 |
| 60 |
2.802 |
2.201 |
0.601 |
21.5% |
0.068 |
2.4% |
98% |
True |
False |
26,444 |
| 80 |
2.802 |
2.049 |
0.753 |
27.0% |
0.067 |
2.4% |
99% |
True |
False |
25,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.448 |
|
2.618 |
3.200 |
|
1.618 |
3.048 |
|
1.000 |
2.954 |
|
0.618 |
2.896 |
|
HIGH |
2.802 |
|
0.618 |
2.744 |
|
0.500 |
2.726 |
|
0.382 |
2.708 |
|
LOW |
2.650 |
|
0.618 |
2.556 |
|
1.000 |
2.498 |
|
1.618 |
2.404 |
|
2.618 |
2.252 |
|
4.250 |
2.004 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.769 |
2.763 |
| PP |
2.748 |
2.734 |
| S1 |
2.726 |
2.706 |
|