NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.661 |
2.646 |
-0.015 |
-0.6% |
2.519 |
| High |
2.700 |
2.680 |
-0.020 |
-0.7% |
2.703 |
| Low |
2.635 |
2.606 |
-0.029 |
-1.1% |
2.478 |
| Close |
2.652 |
2.666 |
0.014 |
0.5% |
2.624 |
| Range |
0.065 |
0.074 |
0.009 |
13.8% |
0.225 |
| ATR |
0.080 |
0.079 |
0.000 |
-0.5% |
0.000 |
| Volume |
79,875 |
86,421 |
6,546 |
8.2% |
417,249 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.873 |
2.843 |
2.707 |
|
| R3 |
2.799 |
2.769 |
2.686 |
|
| R2 |
2.725 |
2.725 |
2.680 |
|
| R1 |
2.695 |
2.695 |
2.673 |
2.710 |
| PP |
2.651 |
2.651 |
2.651 |
2.658 |
| S1 |
2.621 |
2.621 |
2.659 |
2.636 |
| S2 |
2.577 |
2.577 |
2.652 |
|
| S3 |
2.503 |
2.547 |
2.646 |
|
| S4 |
2.429 |
2.473 |
2.625 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.277 |
3.175 |
2.748 |
|
| R3 |
3.052 |
2.950 |
2.686 |
|
| R2 |
2.827 |
2.827 |
2.665 |
|
| R1 |
2.725 |
2.725 |
2.645 |
2.776 |
| PP |
2.602 |
2.602 |
2.602 |
2.627 |
| S1 |
2.500 |
2.500 |
2.603 |
2.551 |
| S2 |
2.377 |
2.377 |
2.583 |
|
| S3 |
2.152 |
2.275 |
2.562 |
|
| S4 |
1.927 |
2.050 |
2.500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.703 |
2.526 |
0.177 |
6.6% |
0.087 |
3.3% |
79% |
False |
False |
90,858 |
| 10 |
2.703 |
2.375 |
0.328 |
12.3% |
0.079 |
3.0% |
89% |
False |
False |
73,904 |
| 20 |
2.703 |
2.157 |
0.546 |
20.5% |
0.078 |
2.9% |
93% |
False |
False |
56,261 |
| 40 |
2.703 |
2.157 |
0.546 |
20.5% |
0.077 |
2.9% |
93% |
False |
False |
41,663 |
| 60 |
2.703 |
2.122 |
0.581 |
21.8% |
0.074 |
2.8% |
94% |
False |
False |
33,213 |
| 80 |
2.703 |
1.990 |
0.713 |
26.7% |
0.071 |
2.7% |
95% |
False |
False |
27,916 |
| 100 |
2.703 |
1.990 |
0.713 |
26.7% |
0.069 |
2.6% |
95% |
False |
False |
23,771 |
| 120 |
2.703 |
1.990 |
0.713 |
26.7% |
0.069 |
2.6% |
95% |
False |
False |
20,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.995 |
|
2.618 |
2.874 |
|
1.618 |
2.800 |
|
1.000 |
2.754 |
|
0.618 |
2.726 |
|
HIGH |
2.680 |
|
0.618 |
2.652 |
|
0.500 |
2.643 |
|
0.382 |
2.634 |
|
LOW |
2.606 |
|
0.618 |
2.560 |
|
1.000 |
2.532 |
|
1.618 |
2.486 |
|
2.618 |
2.412 |
|
4.250 |
2.292 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.658 |
2.662 |
| PP |
2.651 |
2.657 |
| S1 |
2.643 |
2.653 |
|