NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.593 |
2.595 |
0.002 |
0.1% |
2.439 |
| High |
2.609 |
2.635 |
0.026 |
1.0% |
2.630 |
| Low |
2.551 |
2.570 |
0.019 |
0.7% |
2.399 |
| Close |
2.556 |
2.585 |
0.029 |
1.1% |
2.556 |
| Range |
0.058 |
0.065 |
0.007 |
12.1% |
0.231 |
| ATR |
0.084 |
0.084 |
0.000 |
-0.4% |
0.000 |
| Volume |
165,068 |
163,311 |
-1,757 |
-1.1% |
929,030 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.792 |
2.753 |
2.621 |
|
| R3 |
2.727 |
2.688 |
2.603 |
|
| R2 |
2.662 |
2.662 |
2.597 |
|
| R1 |
2.623 |
2.623 |
2.591 |
2.610 |
| PP |
2.597 |
2.597 |
2.597 |
2.590 |
| S1 |
2.558 |
2.558 |
2.579 |
2.545 |
| S2 |
2.532 |
2.532 |
2.573 |
|
| S3 |
2.467 |
2.493 |
2.567 |
|
| S4 |
2.402 |
2.428 |
2.549 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.221 |
3.120 |
2.683 |
|
| R3 |
2.990 |
2.889 |
2.620 |
|
| R2 |
2.759 |
2.759 |
2.598 |
|
| R1 |
2.658 |
2.658 |
2.577 |
2.709 |
| PP |
2.528 |
2.528 |
2.528 |
2.554 |
| S1 |
2.427 |
2.427 |
2.535 |
2.478 |
| S2 |
2.297 |
2.297 |
2.514 |
|
| S3 |
2.066 |
2.196 |
2.492 |
|
| S4 |
1.835 |
1.965 |
2.429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.635 |
2.408 |
0.227 |
8.8% |
0.087 |
3.4% |
78% |
True |
False |
188,336 |
| 10 |
2.635 |
2.151 |
0.484 |
18.7% |
0.091 |
3.5% |
90% |
True |
False |
178,800 |
| 20 |
2.635 |
2.080 |
0.555 |
21.5% |
0.081 |
3.1% |
91% |
True |
False |
146,489 |
| 40 |
2.635 |
2.080 |
0.555 |
21.5% |
0.082 |
3.2% |
91% |
True |
False |
106,146 |
| 60 |
2.635 |
2.059 |
0.576 |
22.3% |
0.079 |
3.1% |
91% |
True |
False |
84,170 |
| 80 |
2.635 |
1.939 |
0.696 |
26.9% |
0.076 |
2.9% |
93% |
True |
False |
69,235 |
| 100 |
2.635 |
1.939 |
0.696 |
26.9% |
0.073 |
2.8% |
93% |
True |
False |
58,577 |
| 120 |
2.635 |
1.939 |
0.696 |
26.9% |
0.074 |
2.9% |
93% |
True |
False |
50,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.911 |
|
2.618 |
2.805 |
|
1.618 |
2.740 |
|
1.000 |
2.700 |
|
0.618 |
2.675 |
|
HIGH |
2.635 |
|
0.618 |
2.610 |
|
0.500 |
2.603 |
|
0.382 |
2.595 |
|
LOW |
2.570 |
|
0.618 |
2.530 |
|
1.000 |
2.505 |
|
1.618 |
2.465 |
|
2.618 |
2.400 |
|
4.250 |
2.294 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.603 |
2.571 |
| PP |
2.597 |
2.557 |
| S1 |
2.591 |
2.543 |
|