NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.636 |
2.726 |
0.090 |
3.4% |
2.652 |
| High |
2.736 |
2.934 |
0.198 |
7.2% |
2.786 |
| Low |
2.631 |
2.721 |
0.090 |
3.4% |
2.614 |
| Close |
2.716 |
2.917 |
0.201 |
7.4% |
2.662 |
| Range |
0.105 |
0.213 |
0.108 |
102.9% |
0.172 |
| ATR |
0.090 |
0.099 |
0.009 |
10.2% |
0.000 |
| Volume |
45,353 |
11,279 |
-34,074 |
-75.1% |
613,593 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.496 |
3.420 |
3.034 |
|
| R3 |
3.283 |
3.207 |
2.976 |
|
| R2 |
3.070 |
3.070 |
2.956 |
|
| R1 |
2.994 |
2.994 |
2.937 |
3.032 |
| PP |
2.857 |
2.857 |
2.857 |
2.877 |
| S1 |
2.781 |
2.781 |
2.897 |
2.819 |
| S2 |
2.644 |
2.644 |
2.878 |
|
| S3 |
2.431 |
2.568 |
2.858 |
|
| S4 |
2.218 |
2.355 |
2.800 |
|
|
| 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 |
2.934 |
2.614 |
0.320 |
11.0% |
0.124 |
4.3% |
95% |
True |
False |
77,429 |
| 10 |
2.934 |
2.553 |
0.381 |
13.1% |
0.104 |
3.6% |
96% |
True |
False |
105,529 |
| 20 |
2.934 |
2.277 |
0.657 |
22.5% |
0.094 |
3.2% |
97% |
True |
False |
140,398 |
| 40 |
2.934 |
2.080 |
0.854 |
29.3% |
0.084 |
2.9% |
98% |
True |
False |
119,830 |
| 60 |
2.934 |
2.080 |
0.854 |
29.3% |
0.084 |
2.9% |
98% |
True |
False |
98,875 |
| 80 |
2.934 |
1.939 |
0.995 |
34.1% |
0.081 |
2.8% |
98% |
True |
False |
81,248 |
| 100 |
2.934 |
1.939 |
0.995 |
34.1% |
0.078 |
2.7% |
98% |
True |
False |
69,122 |
| 120 |
2.934 |
1.939 |
0.995 |
34.1% |
0.076 |
2.6% |
98% |
True |
False |
59,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.839 |
|
2.618 |
3.492 |
|
1.618 |
3.279 |
|
1.000 |
3.147 |
|
0.618 |
3.066 |
|
HIGH |
2.934 |
|
0.618 |
2.853 |
|
0.500 |
2.828 |
|
0.382 |
2.802 |
|
LOW |
2.721 |
|
0.618 |
2.589 |
|
1.000 |
2.508 |
|
1.618 |
2.376 |
|
2.618 |
2.163 |
|
4.250 |
1.816 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.887 |
2.871 |
| PP |
2.857 |
2.825 |
| S1 |
2.828 |
2.780 |
|