NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.670 |
2.703 |
0.033 |
1.2% |
2.652 |
| High |
2.720 |
2.703 |
-0.017 |
-0.6% |
2.786 |
| Low |
2.614 |
2.625 |
0.011 |
0.4% |
2.614 |
| Close |
2.698 |
2.662 |
-0.036 |
-1.3% |
2.662 |
| Range |
0.106 |
0.078 |
-0.028 |
-26.4% |
0.172 |
| ATR |
0.090 |
0.089 |
-0.001 |
-0.9% |
0.000 |
| Volume |
141,679 |
46,173 |
-95,506 |
-67.4% |
613,593 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.897 |
2.858 |
2.705 |
|
| R3 |
2.819 |
2.780 |
2.683 |
|
| R2 |
2.741 |
2.741 |
2.676 |
|
| R1 |
2.702 |
2.702 |
2.669 |
2.683 |
| PP |
2.663 |
2.663 |
2.663 |
2.654 |
| S1 |
2.624 |
2.624 |
2.655 |
2.605 |
| S2 |
2.585 |
2.585 |
2.648 |
|
| S3 |
2.507 |
2.546 |
2.641 |
|
| S4 |
2.429 |
2.468 |
2.619 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.203 |
3.105 |
2.757 |
|
| R3 |
3.031 |
2.933 |
2.709 |
|
| R2 |
2.859 |
2.859 |
2.694 |
|
| R1 |
2.761 |
2.761 |
2.678 |
2.810 |
| PP |
2.687 |
2.687 |
2.687 |
2.712 |
| S1 |
2.589 |
2.589 |
2.646 |
2.638 |
| S2 |
2.515 |
2.515 |
2.630 |
|
| S3 |
2.343 |
2.417 |
2.615 |
|
| S4 |
2.171 |
2.245 |
2.567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.786 |
2.614 |
0.172 |
6.5% |
0.097 |
3.7% |
28% |
False |
False |
122,718 |
| 10 |
2.786 |
2.535 |
0.251 |
9.4% |
0.087 |
3.3% |
51% |
False |
False |
132,067 |
| 20 |
2.786 |
2.101 |
0.685 |
25.7% |
0.090 |
3.4% |
82% |
False |
False |
153,490 |
| 40 |
2.786 |
2.080 |
0.706 |
26.5% |
0.081 |
3.1% |
82% |
False |
False |
122,610 |
| 60 |
2.786 |
2.080 |
0.706 |
26.5% |
0.081 |
3.0% |
82% |
False |
False |
99,106 |
| 80 |
2.786 |
1.939 |
0.847 |
31.8% |
0.079 |
3.0% |
85% |
False |
False |
81,204 |
| 100 |
2.786 |
1.939 |
0.847 |
31.8% |
0.076 |
2.8% |
85% |
False |
False |
68,880 |
| 120 |
2.786 |
1.939 |
0.847 |
31.8% |
0.075 |
2.8% |
85% |
False |
False |
59,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.035 |
|
2.618 |
2.907 |
|
1.618 |
2.829 |
|
1.000 |
2.781 |
|
0.618 |
2.751 |
|
HIGH |
2.703 |
|
0.618 |
2.673 |
|
0.500 |
2.664 |
|
0.382 |
2.655 |
|
LOW |
2.625 |
|
0.618 |
2.577 |
|
1.000 |
2.547 |
|
1.618 |
2.499 |
|
2.618 |
2.421 |
|
4.250 |
2.294 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.664 |
2.695 |
| PP |
2.663 |
2.684 |
| S1 |
2.663 |
2.673 |
|