NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.439 |
2.444 |
0.005 |
0.2% |
2.160 |
| High |
2.480 |
2.491 |
0.011 |
0.4% |
2.454 |
| Low |
2.399 |
2.408 |
0.009 |
0.4% |
2.151 |
| Close |
2.466 |
2.474 |
0.008 |
0.3% |
2.398 |
| Range |
0.081 |
0.083 |
0.002 |
2.5% |
0.303 |
| ATR |
0.081 |
0.081 |
0.000 |
0.2% |
0.000 |
| Volume |
150,658 |
169,660 |
19,002 |
12.6% |
695,668 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.707 |
2.673 |
2.520 |
|
| R3 |
2.624 |
2.590 |
2.497 |
|
| R2 |
2.541 |
2.541 |
2.489 |
|
| R1 |
2.507 |
2.507 |
2.482 |
2.524 |
| PP |
2.458 |
2.458 |
2.458 |
2.466 |
| S1 |
2.424 |
2.424 |
2.466 |
2.441 |
| S2 |
2.375 |
2.375 |
2.459 |
|
| S3 |
2.292 |
2.341 |
2.451 |
|
| S4 |
2.209 |
2.258 |
2.428 |
|
|
| 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 |
2.491 |
2.277 |
0.214 |
8.6% |
0.081 |
3.3% |
92% |
True |
False |
164,390 |
| 10 |
2.491 |
2.101 |
0.390 |
15.8% |
0.083 |
3.4% |
96% |
True |
False |
155,829 |
| 20 |
2.491 |
2.080 |
0.411 |
16.6% |
0.077 |
3.1% |
96% |
True |
False |
125,788 |
| 40 |
2.491 |
2.080 |
0.411 |
16.6% |
0.080 |
3.2% |
96% |
True |
False |
92,147 |
| 60 |
2.491 |
2.059 |
0.432 |
17.5% |
0.079 |
3.2% |
96% |
True |
False |
72,731 |
| 80 |
2.491 |
1.939 |
0.552 |
22.3% |
0.075 |
3.0% |
97% |
True |
False |
60,573 |
| 100 |
2.512 |
1.939 |
0.573 |
23.2% |
0.073 |
3.0% |
93% |
False |
False |
51,293 |
| 120 |
2.635 |
1.939 |
0.696 |
28.1% |
0.073 |
3.0% |
77% |
False |
False |
44,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.844 |
|
2.618 |
2.708 |
|
1.618 |
2.625 |
|
1.000 |
2.574 |
|
0.618 |
2.542 |
|
HIGH |
2.491 |
|
0.618 |
2.459 |
|
0.500 |
2.450 |
|
0.382 |
2.440 |
|
LOW |
2.408 |
|
0.618 |
2.357 |
|
1.000 |
2.325 |
|
1.618 |
2.274 |
|
2.618 |
2.191 |
|
4.250 |
2.055 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.466 |
2.462 |
| PP |
2.458 |
2.451 |
| S1 |
2.450 |
2.439 |
|