NYMEX Natural Gas Future August 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 |
2.519 |
2.523 |
0.004 |
0.2% |
2.272 |
| High |
2.549 |
2.570 |
0.021 |
0.8% |
2.529 |
| Low |
2.478 |
2.489 |
0.011 |
0.4% |
2.264 |
| Close |
2.537 |
2.557 |
0.020 |
0.8% |
2.476 |
| Range |
0.071 |
0.081 |
0.010 |
14.1% |
0.265 |
| ATR |
0.075 |
0.075 |
0.000 |
0.6% |
0.000 |
| Volume |
55,493 |
73,761 |
18,268 |
32.9% |
202,840 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.782 |
2.750 |
2.602 |
|
| R3 |
2.701 |
2.669 |
2.579 |
|
| R2 |
2.620 |
2.620 |
2.572 |
|
| R1 |
2.588 |
2.588 |
2.564 |
2.604 |
| PP |
2.539 |
2.539 |
2.539 |
2.547 |
| S1 |
2.507 |
2.507 |
2.550 |
2.523 |
| S2 |
2.458 |
2.458 |
2.542 |
|
| S3 |
2.377 |
2.426 |
2.535 |
|
| S4 |
2.296 |
2.345 |
2.512 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.218 |
3.112 |
2.622 |
|
| R3 |
2.953 |
2.847 |
2.549 |
|
| R2 |
2.688 |
2.688 |
2.525 |
|
| R1 |
2.582 |
2.582 |
2.500 |
2.635 |
| PP |
2.423 |
2.423 |
2.423 |
2.450 |
| S1 |
2.317 |
2.317 |
2.452 |
2.370 |
| S2 |
2.158 |
2.158 |
2.427 |
|
| S3 |
1.893 |
2.052 |
2.403 |
|
| S4 |
1.628 |
1.787 |
2.330 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.570 |
2.375 |
0.195 |
7.6% |
0.072 |
2.8% |
93% |
True |
False |
56,950 |
| 10 |
2.570 |
2.207 |
0.363 |
14.2% |
0.077 |
3.0% |
96% |
True |
False |
52,411 |
| 20 |
2.570 |
2.157 |
0.413 |
16.2% |
0.071 |
2.8% |
97% |
True |
False |
39,079 |
| 40 |
2.570 |
2.156 |
0.414 |
16.2% |
0.074 |
2.9% |
97% |
True |
False |
32,760 |
| 60 |
2.570 |
2.122 |
0.448 |
17.5% |
0.073 |
2.9% |
97% |
True |
False |
26,485 |
| 80 |
2.570 |
1.990 |
0.580 |
22.7% |
0.070 |
2.7% |
98% |
True |
False |
22,814 |
| 100 |
2.570 |
1.990 |
0.580 |
22.7% |
0.068 |
2.7% |
98% |
True |
False |
19,491 |
| 120 |
2.646 |
1.990 |
0.656 |
25.7% |
0.068 |
2.7% |
86% |
False |
False |
16,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.914 |
|
2.618 |
2.782 |
|
1.618 |
2.701 |
|
1.000 |
2.651 |
|
0.618 |
2.620 |
|
HIGH |
2.570 |
|
0.618 |
2.539 |
|
0.500 |
2.530 |
|
0.382 |
2.520 |
|
LOW |
2.489 |
|
0.618 |
2.439 |
|
1.000 |
2.408 |
|
1.618 |
2.358 |
|
2.618 |
2.277 |
|
4.250 |
2.145 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.548 |
2.544 |
| PP |
2.539 |
2.530 |
| S1 |
2.530 |
2.517 |
|