NYMEX Natural Gas Future July 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 |
2.481 |
2.465 |
-0.016 |
-0.6% |
2.160 |
| High |
2.501 |
2.630 |
0.129 |
5.2% |
2.454 |
| Low |
2.453 |
2.451 |
-0.002 |
-0.1% |
2.151 |
| Close |
2.468 |
2.617 |
0.149 |
6.0% |
2.398 |
| Range |
0.048 |
0.179 |
0.131 |
272.9% |
0.303 |
| ATR |
0.078 |
0.086 |
0.007 |
9.2% |
0.000 |
| Volume |
163,427 |
280,217 |
116,790 |
71.5% |
695,668 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.103 |
3.039 |
2.715 |
|
| R3 |
2.924 |
2.860 |
2.666 |
|
| R2 |
2.745 |
2.745 |
2.650 |
|
| R1 |
2.681 |
2.681 |
2.633 |
2.713 |
| PP |
2.566 |
2.566 |
2.566 |
2.582 |
| S1 |
2.502 |
2.502 |
2.601 |
2.534 |
| S2 |
2.387 |
2.387 |
2.584 |
|
| S3 |
2.208 |
2.323 |
2.568 |
|
| S4 |
2.029 |
2.144 |
2.519 |
|
|
| 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 |
2.630 |
2.387 |
0.243 |
9.3% |
0.092 |
3.5% |
95% |
True |
False |
179,980 |
| 10 |
2.630 |
2.101 |
0.529 |
20.2% |
0.093 |
3.5% |
98% |
True |
False |
173,290 |
| 20 |
2.630 |
2.080 |
0.550 |
21.0% |
0.081 |
3.1% |
98% |
True |
False |
139,054 |
| 40 |
2.630 |
2.080 |
0.550 |
21.0% |
0.082 |
3.1% |
98% |
True |
False |
99,870 |
| 60 |
2.630 |
2.059 |
0.571 |
21.8% |
0.080 |
3.0% |
98% |
True |
False |
79,335 |
| 80 |
2.630 |
1.939 |
0.691 |
26.4% |
0.076 |
2.9% |
98% |
True |
False |
65,621 |
| 100 |
2.630 |
1.939 |
0.691 |
26.4% |
0.074 |
2.8% |
98% |
True |
False |
55,466 |
| 120 |
2.635 |
1.939 |
0.696 |
26.6% |
0.073 |
2.8% |
97% |
False |
False |
47,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.391 |
|
2.618 |
3.099 |
|
1.618 |
2.920 |
|
1.000 |
2.809 |
|
0.618 |
2.741 |
|
HIGH |
2.630 |
|
0.618 |
2.562 |
|
0.500 |
2.541 |
|
0.382 |
2.519 |
|
LOW |
2.451 |
|
0.618 |
2.340 |
|
1.000 |
2.272 |
|
1.618 |
2.161 |
|
2.618 |
1.982 |
|
4.250 |
1.690 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.592 |
2.584 |
| PP |
2.566 |
2.552 |
| S1 |
2.541 |
2.519 |
|