NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.584 |
2.652 |
0.068 |
2.6% |
2.595 |
| High |
2.656 |
2.759 |
0.103 |
3.9% |
2.656 |
| Low |
2.554 |
2.650 |
0.096 |
3.8% |
2.535 |
| Close |
2.623 |
2.747 |
0.124 |
4.7% |
2.623 |
| Range |
0.102 |
0.109 |
0.007 |
6.9% |
0.121 |
| ATR |
0.083 |
0.087 |
0.004 |
4.5% |
0.000 |
| Volume |
127,814 |
158,498 |
30,684 |
24.0% |
707,077 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.046 |
3.005 |
2.807 |
|
| R3 |
2.937 |
2.896 |
2.777 |
|
| R2 |
2.828 |
2.828 |
2.767 |
|
| R1 |
2.787 |
2.787 |
2.757 |
2.808 |
| PP |
2.719 |
2.719 |
2.719 |
2.729 |
| S1 |
2.678 |
2.678 |
2.737 |
2.699 |
| S2 |
2.610 |
2.610 |
2.727 |
|
| S3 |
2.501 |
2.569 |
2.717 |
|
| S4 |
2.392 |
2.460 |
2.687 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.968 |
2.916 |
2.690 |
|
| R3 |
2.847 |
2.795 |
2.656 |
|
| R2 |
2.726 |
2.726 |
2.645 |
|
| R1 |
2.674 |
2.674 |
2.634 |
2.700 |
| PP |
2.605 |
2.605 |
2.605 |
2.618 |
| S1 |
2.553 |
2.553 |
2.612 |
2.579 |
| S2 |
2.484 |
2.484 |
2.601 |
|
| S3 |
2.363 |
2.432 |
2.590 |
|
| S4 |
2.242 |
2.311 |
2.556 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.759 |
2.535 |
0.224 |
8.2% |
0.086 |
3.1% |
95% |
True |
False |
140,452 |
| 10 |
2.759 |
2.408 |
0.351 |
12.8% |
0.086 |
3.1% |
97% |
True |
False |
164,394 |
| 20 |
2.759 |
2.101 |
0.658 |
24.0% |
0.085 |
3.1% |
98% |
True |
False |
157,202 |
| 40 |
2.759 |
2.080 |
0.679 |
24.7% |
0.081 |
2.9% |
98% |
True |
False |
117,610 |
| 60 |
2.759 |
2.059 |
0.700 |
25.5% |
0.080 |
2.9% |
98% |
True |
False |
93,917 |
| 80 |
2.759 |
1.939 |
0.820 |
29.9% |
0.078 |
2.8% |
99% |
True |
False |
77,045 |
| 100 |
2.759 |
1.939 |
0.820 |
29.9% |
0.075 |
2.7% |
99% |
True |
False |
65,072 |
| 120 |
2.759 |
1.939 |
0.820 |
29.9% |
0.074 |
2.7% |
99% |
True |
False |
55,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.222 |
|
2.618 |
3.044 |
|
1.618 |
2.935 |
|
1.000 |
2.868 |
|
0.618 |
2.826 |
|
HIGH |
2.759 |
|
0.618 |
2.717 |
|
0.500 |
2.705 |
|
0.382 |
2.692 |
|
LOW |
2.650 |
|
0.618 |
2.583 |
|
1.000 |
2.541 |
|
1.618 |
2.474 |
|
2.618 |
2.365 |
|
4.250 |
2.187 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.733 |
2.717 |
| PP |
2.719 |
2.686 |
| S1 |
2.705 |
2.656 |
|