NYMEX Natural Gas Future November 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 |
2.792 |
2.862 |
0.070 |
2.5% |
2.655 |
| High |
2.860 |
2.879 |
0.019 |
0.7% |
2.804 |
| Low |
2.782 |
2.840 |
0.058 |
2.1% |
2.651 |
| Close |
2.856 |
2.856 |
0.000 |
0.0% |
2.770 |
| Range |
0.078 |
0.039 |
-0.039 |
-50.0% |
0.153 |
| ATR |
0.060 |
0.058 |
-0.001 |
-2.5% |
0.000 |
| Volume |
20,714 |
16,688 |
-4,026 |
-19.4% |
52,974 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.975 |
2.955 |
2.877 |
|
| R3 |
2.936 |
2.916 |
2.867 |
|
| R2 |
2.897 |
2.897 |
2.863 |
|
| R1 |
2.877 |
2.877 |
2.860 |
2.868 |
| PP |
2.858 |
2.858 |
2.858 |
2.854 |
| S1 |
2.838 |
2.838 |
2.852 |
2.829 |
| S2 |
2.819 |
2.819 |
2.849 |
|
| S3 |
2.780 |
2.799 |
2.845 |
|
| S4 |
2.741 |
2.760 |
2.835 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.201 |
3.138 |
2.854 |
|
| R3 |
3.048 |
2.985 |
2.812 |
|
| R2 |
2.895 |
2.895 |
2.798 |
|
| R1 |
2.832 |
2.832 |
2.784 |
2.864 |
| PP |
2.742 |
2.742 |
2.742 |
2.757 |
| S1 |
2.679 |
2.679 |
2.756 |
2.711 |
| S2 |
2.589 |
2.589 |
2.742 |
|
| S3 |
2.436 |
2.526 |
2.728 |
|
| S4 |
2.283 |
2.373 |
2.686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.879 |
2.740 |
0.139 |
4.9% |
0.051 |
1.8% |
83% |
True |
False |
15,170 |
| 10 |
2.879 |
2.575 |
0.304 |
10.6% |
0.058 |
2.0% |
92% |
True |
False |
13,358 |
| 20 |
2.879 |
2.460 |
0.419 |
14.7% |
0.056 |
2.0% |
95% |
True |
False |
10,992 |
| 40 |
2.879 |
2.460 |
0.419 |
14.7% |
0.057 |
2.0% |
95% |
True |
False |
9,976 |
| 60 |
2.879 |
2.398 |
0.481 |
16.8% |
0.058 |
2.0% |
95% |
True |
False |
8,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.045 |
|
2.618 |
2.981 |
|
1.618 |
2.942 |
|
1.000 |
2.918 |
|
0.618 |
2.903 |
|
HIGH |
2.879 |
|
0.618 |
2.864 |
|
0.500 |
2.860 |
|
0.382 |
2.855 |
|
LOW |
2.840 |
|
0.618 |
2.816 |
|
1.000 |
2.801 |
|
1.618 |
2.777 |
|
2.618 |
2.738 |
|
4.250 |
2.674 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.860 |
2.844 |
| PP |
2.858 |
2.833 |
| S1 |
2.857 |
2.821 |
|