NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.595 |
2.576 |
-0.019 |
-0.7% |
2.439 |
| High |
2.635 |
2.621 |
-0.014 |
-0.5% |
2.630 |
| Low |
2.570 |
2.535 |
-0.035 |
-1.4% |
2.399 |
| Close |
2.585 |
2.604 |
0.019 |
0.7% |
2.556 |
| Range |
0.065 |
0.086 |
0.021 |
32.3% |
0.231 |
| ATR |
0.084 |
0.084 |
0.000 |
0.2% |
0.000 |
| Volume |
163,311 |
158,697 |
-4,614 |
-2.8% |
929,030 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.845 |
2.810 |
2.651 |
|
| R3 |
2.759 |
2.724 |
2.628 |
|
| R2 |
2.673 |
2.673 |
2.620 |
|
| R1 |
2.638 |
2.638 |
2.612 |
2.656 |
| PP |
2.587 |
2.587 |
2.587 |
2.595 |
| S1 |
2.552 |
2.552 |
2.596 |
2.570 |
| S2 |
2.501 |
2.501 |
2.588 |
|
| S3 |
2.415 |
2.466 |
2.580 |
|
| S4 |
2.329 |
2.380 |
2.557 |
|
|
| 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 |
2.451 |
0.184 |
7.1% |
0.087 |
3.3% |
83% |
False |
False |
186,144 |
| 10 |
2.635 |
2.277 |
0.358 |
13.7% |
0.084 |
3.2% |
91% |
False |
False |
175,267 |
| 20 |
2.635 |
2.080 |
0.555 |
21.3% |
0.083 |
3.2% |
94% |
False |
False |
150,309 |
| 40 |
2.635 |
2.080 |
0.555 |
21.3% |
0.082 |
3.2% |
94% |
False |
False |
109,407 |
| 60 |
2.635 |
2.059 |
0.576 |
22.1% |
0.080 |
3.1% |
95% |
False |
False |
86,433 |
| 80 |
2.635 |
1.939 |
0.696 |
26.7% |
0.076 |
2.9% |
96% |
False |
False |
70,998 |
| 100 |
2.635 |
1.939 |
0.696 |
26.7% |
0.074 |
2.8% |
96% |
False |
False |
60,057 |
| 120 |
2.635 |
1.939 |
0.696 |
26.7% |
0.074 |
2.8% |
96% |
False |
False |
51,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.987 |
|
2.618 |
2.846 |
|
1.618 |
2.760 |
|
1.000 |
2.707 |
|
0.618 |
2.674 |
|
HIGH |
2.621 |
|
0.618 |
2.588 |
|
0.500 |
2.578 |
|
0.382 |
2.568 |
|
LOW |
2.535 |
|
0.618 |
2.482 |
|
1.000 |
2.449 |
|
1.618 |
2.396 |
|
2.618 |
2.310 |
|
4.250 |
2.170 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.595 |
2.598 |
| PP |
2.587 |
2.591 |
| S1 |
2.578 |
2.585 |
|