NYMEX Natural Gas Future July 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 |
2.444 |
2.481 |
0.037 |
1.5% |
2.160 |
| High |
2.491 |
2.501 |
0.010 |
0.4% |
2.454 |
| Low |
2.408 |
2.453 |
0.045 |
1.9% |
2.151 |
| Close |
2.474 |
2.468 |
-0.006 |
-0.2% |
2.398 |
| Range |
0.083 |
0.048 |
-0.035 |
-42.2% |
0.303 |
| ATR |
0.081 |
0.078 |
-0.002 |
-2.9% |
0.000 |
| Volume |
169,660 |
163,427 |
-6,233 |
-3.7% |
695,668 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.618 |
2.591 |
2.494 |
|
| R3 |
2.570 |
2.543 |
2.481 |
|
| R2 |
2.522 |
2.522 |
2.477 |
|
| R1 |
2.495 |
2.495 |
2.472 |
2.485 |
| PP |
2.474 |
2.474 |
2.474 |
2.469 |
| S1 |
2.447 |
2.447 |
2.464 |
2.437 |
| S2 |
2.426 |
2.426 |
2.459 |
|
| S3 |
2.378 |
2.399 |
2.455 |
|
| S4 |
2.330 |
2.351 |
2.442 |
|
|
| 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 |
2.501 |
2.361 |
0.140 |
5.7% |
0.068 |
2.8% |
76% |
True |
False |
155,093 |
| 10 |
2.501 |
2.101 |
0.400 |
16.2% |
0.080 |
3.3% |
92% |
True |
False |
158,704 |
| 20 |
2.501 |
2.080 |
0.421 |
17.1% |
0.075 |
3.1% |
92% |
True |
False |
129,781 |
| 40 |
2.501 |
2.080 |
0.421 |
17.1% |
0.079 |
3.2% |
92% |
True |
False |
94,575 |
| 60 |
2.501 |
2.059 |
0.442 |
17.9% |
0.078 |
3.2% |
93% |
True |
False |
75,029 |
| 80 |
2.501 |
1.939 |
0.562 |
22.8% |
0.075 |
3.0% |
94% |
True |
False |
62,404 |
| 100 |
2.501 |
1.939 |
0.562 |
22.8% |
0.073 |
2.9% |
94% |
True |
False |
52,758 |
| 120 |
2.635 |
1.939 |
0.696 |
28.2% |
0.073 |
3.0% |
76% |
False |
False |
45,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.705 |
|
2.618 |
2.627 |
|
1.618 |
2.579 |
|
1.000 |
2.549 |
|
0.618 |
2.531 |
|
HIGH |
2.501 |
|
0.618 |
2.483 |
|
0.500 |
2.477 |
|
0.382 |
2.471 |
|
LOW |
2.453 |
|
0.618 |
2.423 |
|
1.000 |
2.405 |
|
1.618 |
2.375 |
|
2.618 |
2.327 |
|
4.250 |
2.249 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.477 |
2.462 |
| PP |
2.474 |
2.456 |
| S1 |
2.471 |
2.450 |
|