NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.765 |
2.670 |
-0.095 |
-3.4% |
2.595 |
| High |
2.775 |
2.720 |
-0.055 |
-2.0% |
2.656 |
| Low |
2.657 |
2.614 |
-0.043 |
-1.6% |
2.535 |
| Close |
2.677 |
2.698 |
0.021 |
0.8% |
2.623 |
| Range |
0.118 |
0.106 |
-0.012 |
-10.2% |
0.121 |
| ATR |
0.088 |
0.090 |
0.001 |
1.4% |
0.000 |
| Volume |
142,665 |
141,679 |
-986 |
-0.7% |
707,077 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.995 |
2.953 |
2.756 |
|
| R3 |
2.889 |
2.847 |
2.727 |
|
| R2 |
2.783 |
2.783 |
2.717 |
|
| R1 |
2.741 |
2.741 |
2.708 |
2.762 |
| PP |
2.677 |
2.677 |
2.677 |
2.688 |
| S1 |
2.635 |
2.635 |
2.688 |
2.656 |
| S2 |
2.571 |
2.571 |
2.679 |
|
| S3 |
2.465 |
2.529 |
2.669 |
|
| S4 |
2.359 |
2.423 |
2.640 |
|
|
| 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 |
2.786 |
2.554 |
0.232 |
8.6% |
0.102 |
3.8% |
62% |
False |
False |
139,046 |
| 10 |
2.786 |
2.535 |
0.251 |
9.3% |
0.085 |
3.2% |
65% |
False |
False |
143,956 |
| 20 |
2.786 |
2.101 |
0.685 |
25.4% |
0.089 |
3.3% |
87% |
False |
False |
158,623 |
| 40 |
2.786 |
2.080 |
0.706 |
26.2% |
0.081 |
3.0% |
88% |
False |
False |
123,609 |
| 60 |
2.786 |
2.080 |
0.706 |
26.2% |
0.081 |
3.0% |
88% |
False |
False |
99,268 |
| 80 |
2.786 |
1.939 |
0.847 |
31.4% |
0.078 |
2.9% |
90% |
False |
False |
80,892 |
| 100 |
2.786 |
1.939 |
0.847 |
31.4% |
0.076 |
2.8% |
90% |
False |
False |
68,667 |
| 120 |
2.786 |
1.939 |
0.847 |
31.4% |
0.075 |
2.8% |
90% |
False |
False |
59,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.171 |
|
2.618 |
2.998 |
|
1.618 |
2.892 |
|
1.000 |
2.826 |
|
0.618 |
2.786 |
|
HIGH |
2.720 |
|
0.618 |
2.680 |
|
0.500 |
2.667 |
|
0.382 |
2.654 |
|
LOW |
2.614 |
|
0.618 |
2.548 |
|
1.000 |
2.508 |
|
1.618 |
2.442 |
|
2.618 |
2.336 |
|
4.250 |
2.164 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.688 |
2.700 |
| PP |
2.677 |
2.699 |
| S1 |
2.667 |
2.699 |
|