NYMEX Natural Gas Future October 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 |
2.627 |
2.627 |
0.000 |
0.0% |
2.440 |
| High |
2.655 |
2.686 |
0.031 |
1.2% |
2.637 |
| Low |
2.591 |
2.609 |
0.018 |
0.7% |
2.430 |
| Close |
2.645 |
2.679 |
0.034 |
1.3% |
2.595 |
| Range |
0.064 |
0.077 |
0.013 |
20.3% |
0.207 |
| ATR |
0.067 |
0.067 |
0.001 |
1.1% |
0.000 |
| Volume |
27,633 |
45,529 |
17,896 |
64.8% |
143,446 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.889 |
2.861 |
2.721 |
|
| R3 |
2.812 |
2.784 |
2.700 |
|
| R2 |
2.735 |
2.735 |
2.693 |
|
| R1 |
2.707 |
2.707 |
2.686 |
2.721 |
| PP |
2.658 |
2.658 |
2.658 |
2.665 |
| S1 |
2.630 |
2.630 |
2.672 |
2.644 |
| S2 |
2.581 |
2.581 |
2.665 |
|
| S3 |
2.504 |
2.553 |
2.658 |
|
| S4 |
2.427 |
2.476 |
2.637 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.175 |
3.092 |
2.709 |
|
| R3 |
2.968 |
2.885 |
2.652 |
|
| R2 |
2.761 |
2.761 |
2.633 |
|
| R1 |
2.678 |
2.678 |
2.614 |
2.720 |
| PP |
2.554 |
2.554 |
2.554 |
2.575 |
| S1 |
2.471 |
2.471 |
2.576 |
2.513 |
| S2 |
2.347 |
2.347 |
2.557 |
|
| S3 |
2.140 |
2.264 |
2.538 |
|
| S4 |
1.933 |
2.057 |
2.481 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.686 |
2.524 |
0.162 |
6.0% |
0.061 |
2.3% |
96% |
True |
False |
35,391 |
| 10 |
2.686 |
2.358 |
0.328 |
12.2% |
0.068 |
2.5% |
98% |
True |
False |
34,604 |
| 20 |
2.686 |
2.277 |
0.409 |
15.3% |
0.064 |
2.4% |
98% |
True |
False |
29,588 |
| 40 |
2.686 |
2.254 |
0.432 |
16.1% |
0.066 |
2.5% |
98% |
True |
False |
27,639 |
| 60 |
2.686 |
2.181 |
0.505 |
18.9% |
0.068 |
2.5% |
99% |
True |
False |
25,088 |
| 80 |
2.686 |
2.049 |
0.637 |
23.8% |
0.066 |
2.4% |
99% |
True |
False |
24,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.013 |
|
2.618 |
2.888 |
|
1.618 |
2.811 |
|
1.000 |
2.763 |
|
0.618 |
2.734 |
|
HIGH |
2.686 |
|
0.618 |
2.657 |
|
0.500 |
2.648 |
|
0.382 |
2.638 |
|
LOW |
2.609 |
|
0.618 |
2.561 |
|
1.000 |
2.532 |
|
1.618 |
2.484 |
|
2.618 |
2.407 |
|
4.250 |
2.282 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.669 |
2.664 |
| PP |
2.658 |
2.648 |
| S1 |
2.648 |
2.633 |
|