NYMEX Natural Gas Future July 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 |
2.465 |
2.593 |
0.128 |
5.2% |
2.439 |
| High |
2.630 |
2.609 |
-0.021 |
-0.8% |
2.630 |
| Low |
2.451 |
2.551 |
0.100 |
4.1% |
2.399 |
| Close |
2.617 |
2.556 |
-0.061 |
-2.3% |
2.556 |
| Range |
0.179 |
0.058 |
-0.121 |
-67.6% |
0.231 |
| ATR |
0.086 |
0.084 |
-0.001 |
-1.6% |
0.000 |
| Volume |
280,217 |
165,068 |
-115,149 |
-41.1% |
929,030 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.746 |
2.709 |
2.588 |
|
| R3 |
2.688 |
2.651 |
2.572 |
|
| R2 |
2.630 |
2.630 |
2.567 |
|
| R1 |
2.593 |
2.593 |
2.561 |
2.583 |
| PP |
2.572 |
2.572 |
2.572 |
2.567 |
| S1 |
2.535 |
2.535 |
2.551 |
2.525 |
| S2 |
2.514 |
2.514 |
2.545 |
|
| S3 |
2.456 |
2.477 |
2.540 |
|
| S4 |
2.398 |
2.419 |
2.524 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.221 |
3.120 |
2.683 |
|
| R3 |
2.990 |
2.889 |
2.620 |
|
| R2 |
2.759 |
2.759 |
2.598 |
|
| R1 |
2.658 |
2.658 |
2.577 |
2.709 |
| PP |
2.528 |
2.528 |
2.528 |
2.554 |
| S1 |
2.427 |
2.427 |
2.535 |
2.478 |
| S2 |
2.297 |
2.297 |
2.514 |
|
| S3 |
2.066 |
2.196 |
2.492 |
|
| S4 |
1.835 |
1.965 |
2.429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.630 |
2.399 |
0.231 |
9.0% |
0.090 |
3.5% |
68% |
False |
False |
185,806 |
| 10 |
2.630 |
2.101 |
0.529 |
20.7% |
0.093 |
3.6% |
86% |
False |
False |
174,914 |
| 20 |
2.630 |
2.080 |
0.550 |
21.5% |
0.081 |
3.2% |
87% |
False |
False |
142,961 |
| 40 |
2.630 |
2.080 |
0.550 |
21.5% |
0.082 |
3.2% |
87% |
False |
False |
102,995 |
| 60 |
2.630 |
2.059 |
0.571 |
22.3% |
0.080 |
3.1% |
87% |
False |
False |
81,831 |
| 80 |
2.630 |
1.939 |
0.691 |
27.0% |
0.076 |
3.0% |
89% |
False |
False |
67,433 |
| 100 |
2.630 |
1.939 |
0.691 |
27.0% |
0.073 |
2.9% |
89% |
False |
False |
57,029 |
| 120 |
2.635 |
1.939 |
0.696 |
27.2% |
0.074 |
2.9% |
89% |
False |
False |
49,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.856 |
|
2.618 |
2.761 |
|
1.618 |
2.703 |
|
1.000 |
2.667 |
|
0.618 |
2.645 |
|
HIGH |
2.609 |
|
0.618 |
2.587 |
|
0.500 |
2.580 |
|
0.382 |
2.573 |
|
LOW |
2.551 |
|
0.618 |
2.515 |
|
1.000 |
2.493 |
|
1.618 |
2.457 |
|
2.618 |
2.399 |
|
4.250 |
2.305 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.580 |
2.551 |
| PP |
2.572 |
2.546 |
| S1 |
2.564 |
2.541 |
|