NYMEX Natural Gas Future July 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 |
2.404 |
2.439 |
0.035 |
1.5% |
2.160 |
| High |
2.454 |
2.480 |
0.026 |
1.1% |
2.454 |
| Low |
2.387 |
2.399 |
0.012 |
0.5% |
2.151 |
| Close |
2.398 |
2.466 |
0.068 |
2.8% |
2.398 |
| Range |
0.067 |
0.081 |
0.014 |
20.9% |
0.303 |
| ATR |
0.080 |
0.081 |
0.000 |
0.1% |
0.000 |
| Volume |
135,938 |
150,658 |
14,720 |
10.8% |
695,668 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.691 |
2.660 |
2.511 |
|
| R3 |
2.610 |
2.579 |
2.488 |
|
| R2 |
2.529 |
2.529 |
2.481 |
|
| R1 |
2.498 |
2.498 |
2.473 |
2.514 |
| PP |
2.448 |
2.448 |
2.448 |
2.456 |
| S1 |
2.417 |
2.417 |
2.459 |
2.433 |
| S2 |
2.367 |
2.367 |
2.451 |
|
| S3 |
2.286 |
2.336 |
2.444 |
|
| S4 |
2.205 |
2.255 |
2.421 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.243 |
3.124 |
2.565 |
|
| R3 |
2.940 |
2.821 |
2.481 |
|
| R2 |
2.637 |
2.637 |
2.454 |
|
| R1 |
2.518 |
2.518 |
2.426 |
2.578 |
| PP |
2.334 |
2.334 |
2.334 |
2.364 |
| S1 |
2.215 |
2.215 |
2.370 |
2.275 |
| S2 |
2.031 |
2.031 |
2.342 |
|
| S3 |
1.728 |
1.912 |
2.315 |
|
| S4 |
1.425 |
1.609 |
2.231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.480 |
2.151 |
0.329 |
13.3% |
0.094 |
3.8% |
96% |
True |
False |
169,265 |
| 10 |
2.480 |
2.101 |
0.379 |
15.4% |
0.084 |
3.4% |
96% |
True |
False |
150,010 |
| 20 |
2.480 |
2.080 |
0.400 |
16.2% |
0.075 |
3.0% |
97% |
True |
False |
120,601 |
| 40 |
2.480 |
2.080 |
0.400 |
16.2% |
0.079 |
3.2% |
97% |
True |
False |
89,524 |
| 60 |
2.480 |
2.059 |
0.421 |
17.1% |
0.078 |
3.2% |
97% |
True |
False |
70,394 |
| 80 |
2.480 |
1.939 |
0.541 |
21.9% |
0.075 |
3.0% |
97% |
True |
False |
58,651 |
| 100 |
2.515 |
1.939 |
0.576 |
23.4% |
0.073 |
2.9% |
91% |
False |
False |
49,685 |
| 120 |
2.635 |
1.939 |
0.696 |
28.2% |
0.073 |
3.0% |
76% |
False |
False |
42,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.824 |
|
2.618 |
2.692 |
|
1.618 |
2.611 |
|
1.000 |
2.561 |
|
0.618 |
2.530 |
|
HIGH |
2.480 |
|
0.618 |
2.449 |
|
0.500 |
2.440 |
|
0.382 |
2.430 |
|
LOW |
2.399 |
|
0.618 |
2.349 |
|
1.000 |
2.318 |
|
1.618 |
2.268 |
|
2.618 |
2.187 |
|
4.250 |
2.055 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.457 |
2.451 |
| PP |
2.448 |
2.436 |
| S1 |
2.440 |
2.421 |
|