NYMEX Natural Gas Future November 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 |
2.862 |
2.852 |
-0.010 |
-0.3% |
2.655 |
| High |
2.879 |
2.975 |
0.096 |
3.3% |
2.804 |
| Low |
2.840 |
2.841 |
0.001 |
0.0% |
2.651 |
| Close |
2.856 |
2.970 |
0.114 |
4.0% |
2.770 |
| Range |
0.039 |
0.134 |
0.095 |
243.6% |
0.153 |
| ATR |
0.058 |
0.063 |
0.005 |
9.3% |
0.000 |
| Volume |
16,688 |
33,678 |
16,990 |
101.8% |
52,974 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.331 |
3.284 |
3.044 |
|
| R3 |
3.197 |
3.150 |
3.007 |
|
| R2 |
3.063 |
3.063 |
2.995 |
|
| R1 |
3.016 |
3.016 |
2.982 |
3.040 |
| PP |
2.929 |
2.929 |
2.929 |
2.940 |
| S1 |
2.882 |
2.882 |
2.958 |
2.906 |
| S2 |
2.795 |
2.795 |
2.945 |
|
| S3 |
2.661 |
2.748 |
2.933 |
|
| S4 |
2.527 |
2.614 |
2.896 |
|
|
| 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 |
2.975 |
2.762 |
0.213 |
7.2% |
0.069 |
2.3% |
98% |
True |
False |
18,777 |
| 10 |
2.975 |
2.622 |
0.353 |
11.9% |
0.063 |
2.1% |
99% |
True |
False |
15,743 |
| 20 |
2.975 |
2.460 |
0.515 |
17.3% |
0.061 |
2.0% |
99% |
True |
False |
12,121 |
| 40 |
2.975 |
2.460 |
0.515 |
17.3% |
0.059 |
2.0% |
99% |
True |
False |
10,646 |
| 60 |
2.975 |
2.398 |
0.577 |
19.4% |
0.059 |
2.0% |
99% |
True |
False |
8,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.545 |
|
2.618 |
3.326 |
|
1.618 |
3.192 |
|
1.000 |
3.109 |
|
0.618 |
3.058 |
|
HIGH |
2.975 |
|
0.618 |
2.924 |
|
0.500 |
2.908 |
|
0.382 |
2.892 |
|
LOW |
2.841 |
|
0.618 |
2.758 |
|
1.000 |
2.707 |
|
1.618 |
2.624 |
|
2.618 |
2.490 |
|
4.250 |
2.272 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.949 |
2.940 |
| PP |
2.929 |
2.909 |
| S1 |
2.908 |
2.879 |
|