NYMEX Natural Gas Future November 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 |
2.852 |
2.951 |
0.099 |
3.5% |
2.799 |
| High |
2.975 |
2.957 |
-0.018 |
-0.6% |
2.975 |
| Low |
2.841 |
2.899 |
0.058 |
2.0% |
2.763 |
| Close |
2.970 |
2.909 |
-0.061 |
-2.1% |
2.909 |
| Range |
0.134 |
0.058 |
-0.076 |
-56.7% |
0.212 |
| ATR |
0.063 |
0.064 |
0.001 |
0.8% |
0.000 |
| Volume |
33,678 |
15,536 |
-18,142 |
-53.9% |
100,529 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.096 |
3.060 |
2.941 |
|
| R3 |
3.038 |
3.002 |
2.925 |
|
| R2 |
2.980 |
2.980 |
2.920 |
|
| R1 |
2.944 |
2.944 |
2.914 |
2.933 |
| PP |
2.922 |
2.922 |
2.922 |
2.916 |
| S1 |
2.886 |
2.886 |
2.904 |
2.875 |
| S2 |
2.864 |
2.864 |
2.898 |
|
| S3 |
2.806 |
2.828 |
2.893 |
|
| S4 |
2.748 |
2.770 |
2.877 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.518 |
3.426 |
3.026 |
|
| R3 |
3.306 |
3.214 |
2.967 |
|
| R2 |
3.094 |
3.094 |
2.948 |
|
| R1 |
3.002 |
3.002 |
2.928 |
3.048 |
| PP |
2.882 |
2.882 |
2.882 |
2.906 |
| S1 |
2.790 |
2.790 |
2.890 |
2.836 |
| S2 |
2.670 |
2.670 |
2.870 |
|
| S3 |
2.458 |
2.578 |
2.851 |
|
| S4 |
2.246 |
2.366 |
2.792 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.975 |
2.763 |
0.212 |
7.3% |
0.072 |
2.5% |
69% |
False |
False |
20,105 |
| 10 |
2.975 |
2.622 |
0.353 |
12.1% |
0.065 |
2.2% |
81% |
False |
False |
16,233 |
| 20 |
2.975 |
2.460 |
0.515 |
17.7% |
0.062 |
2.1% |
87% |
False |
False |
12,353 |
| 40 |
2.975 |
2.460 |
0.515 |
17.7% |
0.060 |
2.1% |
87% |
False |
False |
10,837 |
| 60 |
2.975 |
2.398 |
0.577 |
19.8% |
0.059 |
2.0% |
89% |
False |
False |
9,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.204 |
|
2.618 |
3.109 |
|
1.618 |
3.051 |
|
1.000 |
3.015 |
|
0.618 |
2.993 |
|
HIGH |
2.957 |
|
0.618 |
2.935 |
|
0.500 |
2.928 |
|
0.382 |
2.921 |
|
LOW |
2.899 |
|
0.618 |
2.863 |
|
1.000 |
2.841 |
|
1.618 |
2.805 |
|
2.618 |
2.747 |
|
4.250 |
2.653 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.928 |
2.909 |
| PP |
2.922 |
2.908 |
| S1 |
2.915 |
2.908 |
|