NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.703 |
2.636 |
-0.067 |
-2.5% |
2.652 |
| High |
2.703 |
2.736 |
0.033 |
1.2% |
2.786 |
| Low |
2.625 |
2.631 |
0.006 |
0.2% |
2.614 |
| Close |
2.662 |
2.716 |
0.054 |
2.0% |
2.662 |
| Range |
0.078 |
0.105 |
0.027 |
34.6% |
0.172 |
| ATR |
0.089 |
0.090 |
0.001 |
1.3% |
0.000 |
| Volume |
46,173 |
45,353 |
-820 |
-1.8% |
613,593 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.009 |
2.968 |
2.774 |
|
| R3 |
2.904 |
2.863 |
2.745 |
|
| R2 |
2.799 |
2.799 |
2.735 |
|
| R1 |
2.758 |
2.758 |
2.726 |
2.779 |
| PP |
2.694 |
2.694 |
2.694 |
2.705 |
| S1 |
2.653 |
2.653 |
2.706 |
2.674 |
| S2 |
2.589 |
2.589 |
2.697 |
|
| S3 |
2.484 |
2.548 |
2.687 |
|
| S4 |
2.379 |
2.443 |
2.658 |
|
|
| 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 |
6.3% |
0.097 |
3.6% |
59% |
False |
False |
100,089 |
| 10 |
2.786 |
2.535 |
0.251 |
9.2% |
0.091 |
3.4% |
72% |
False |
False |
120,271 |
| 20 |
2.786 |
2.151 |
0.635 |
23.4% |
0.091 |
3.3% |
89% |
False |
False |
149,536 |
| 40 |
2.786 |
2.080 |
0.706 |
26.0% |
0.081 |
3.0% |
90% |
False |
False |
121,134 |
| 60 |
2.786 |
2.080 |
0.706 |
26.0% |
0.082 |
3.0% |
90% |
False |
False |
99,324 |
| 80 |
2.786 |
1.939 |
0.847 |
31.2% |
0.079 |
2.9% |
92% |
False |
False |
81,427 |
| 100 |
2.786 |
1.939 |
0.847 |
31.2% |
0.076 |
2.8% |
92% |
False |
False |
69,157 |
| 120 |
2.786 |
1.939 |
0.847 |
31.2% |
0.075 |
2.8% |
92% |
False |
False |
59,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.182 |
|
2.618 |
3.011 |
|
1.618 |
2.906 |
|
1.000 |
2.841 |
|
0.618 |
2.801 |
|
HIGH |
2.736 |
|
0.618 |
2.696 |
|
0.500 |
2.684 |
|
0.382 |
2.671 |
|
LOW |
2.631 |
|
0.618 |
2.566 |
|
1.000 |
2.526 |
|
1.618 |
2.461 |
|
2.618 |
2.356 |
|
4.250 |
2.185 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.705 |
2.702 |
| PP |
2.694 |
2.689 |
| S1 |
2.684 |
2.675 |
|