NYMEX Natural Gas Future October 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 |
2.658 |
2.768 |
0.110 |
4.1% |
2.627 |
| High |
2.802 |
2.782 |
-0.020 |
-0.7% |
2.802 |
| Low |
2.650 |
2.713 |
0.063 |
2.4% |
2.591 |
| Close |
2.791 |
2.722 |
-0.069 |
-2.5% |
2.722 |
| Range |
0.152 |
0.069 |
-0.083 |
-54.6% |
0.211 |
| ATR |
0.072 |
0.073 |
0.000 |
0.6% |
0.000 |
| Volume |
74,521 |
58,410 |
-16,111 |
-21.6% |
248,403 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.946 |
2.903 |
2.760 |
|
| R3 |
2.877 |
2.834 |
2.741 |
|
| R2 |
2.808 |
2.808 |
2.735 |
|
| R1 |
2.765 |
2.765 |
2.728 |
2.752 |
| PP |
2.739 |
2.739 |
2.739 |
2.733 |
| S1 |
2.696 |
2.696 |
2.716 |
2.683 |
| S2 |
2.670 |
2.670 |
2.709 |
|
| S3 |
2.601 |
2.627 |
2.703 |
|
| S4 |
2.532 |
2.558 |
2.684 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.338 |
3.241 |
2.838 |
|
| R3 |
3.127 |
3.030 |
2.780 |
|
| R2 |
2.916 |
2.916 |
2.761 |
|
| R1 |
2.819 |
2.819 |
2.741 |
2.868 |
| PP |
2.705 |
2.705 |
2.705 |
2.729 |
| S1 |
2.608 |
2.608 |
2.703 |
2.657 |
| S2 |
2.494 |
2.494 |
2.683 |
|
| S3 |
2.283 |
2.397 |
2.664 |
|
| S4 |
2.072 |
2.186 |
2.606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.802 |
2.591 |
0.211 |
7.8% |
0.082 |
3.0% |
62% |
False |
False |
49,680 |
| 10 |
2.802 |
2.392 |
0.410 |
15.1% |
0.077 |
2.8% |
80% |
False |
False |
42,176 |
| 20 |
2.802 |
2.277 |
0.525 |
19.3% |
0.070 |
2.6% |
85% |
False |
False |
34,718 |
| 40 |
2.802 |
2.254 |
0.548 |
20.1% |
0.069 |
2.5% |
85% |
False |
False |
30,724 |
| 60 |
2.802 |
2.201 |
0.601 |
22.1% |
0.069 |
2.5% |
87% |
False |
False |
27,239 |
| 80 |
2.802 |
2.049 |
0.753 |
27.7% |
0.067 |
2.5% |
89% |
False |
False |
25,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.075 |
|
2.618 |
2.963 |
|
1.618 |
2.894 |
|
1.000 |
2.851 |
|
0.618 |
2.825 |
|
HIGH |
2.782 |
|
0.618 |
2.756 |
|
0.500 |
2.748 |
|
0.382 |
2.739 |
|
LOW |
2.713 |
|
0.618 |
2.670 |
|
1.000 |
2.644 |
|
1.618 |
2.601 |
|
2.618 |
2.532 |
|
4.250 |
2.420 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.748 |
2.726 |
| PP |
2.739 |
2.725 |
| S1 |
2.731 |
2.723 |
|