NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.657 |
2.650 |
-0.007 |
-0.3% |
2.519 |
| High |
2.690 |
2.684 |
-0.006 |
-0.2% |
2.703 |
| Low |
2.642 |
2.605 |
-0.037 |
-1.4% |
2.478 |
| Close |
2.652 |
2.627 |
-0.025 |
-0.9% |
2.624 |
| Range |
0.048 |
0.079 |
0.031 |
64.6% |
0.225 |
| ATR |
0.077 |
0.077 |
0.000 |
0.2% |
0.000 |
| Volume |
55,382 |
62,761 |
7,379 |
13.3% |
417,249 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.876 |
2.830 |
2.670 |
|
| R3 |
2.797 |
2.751 |
2.649 |
|
| R2 |
2.718 |
2.718 |
2.641 |
|
| R1 |
2.672 |
2.672 |
2.634 |
2.656 |
| PP |
2.639 |
2.639 |
2.639 |
2.630 |
| S1 |
2.593 |
2.593 |
2.620 |
2.577 |
| S2 |
2.560 |
2.560 |
2.613 |
|
| S3 |
2.481 |
2.514 |
2.605 |
|
| S4 |
2.402 |
2.435 |
2.584 |
|
|
| 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 |
2.700 |
2.605 |
0.095 |
3.6% |
0.066 |
2.5% |
23% |
False |
True |
75,978 |
| 10 |
2.703 |
2.464 |
0.239 |
9.1% |
0.078 |
3.0% |
68% |
False |
False |
73,868 |
| 20 |
2.703 |
2.157 |
0.546 |
20.8% |
0.080 |
3.0% |
86% |
False |
False |
59,614 |
| 40 |
2.703 |
2.157 |
0.546 |
20.8% |
0.075 |
2.8% |
86% |
False |
False |
43,165 |
| 60 |
2.703 |
2.122 |
0.581 |
22.1% |
0.074 |
2.8% |
87% |
False |
False |
34,737 |
| 80 |
2.703 |
1.990 |
0.713 |
27.1% |
0.072 |
2.7% |
89% |
False |
False |
29,154 |
| 100 |
2.703 |
1.990 |
0.713 |
27.1% |
0.069 |
2.6% |
89% |
False |
False |
24,881 |
| 120 |
2.703 |
1.990 |
0.713 |
27.1% |
0.069 |
2.6% |
89% |
False |
False |
21,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.020 |
|
2.618 |
2.891 |
|
1.618 |
2.812 |
|
1.000 |
2.763 |
|
0.618 |
2.733 |
|
HIGH |
2.684 |
|
0.618 |
2.654 |
|
0.500 |
2.645 |
|
0.382 |
2.635 |
|
LOW |
2.605 |
|
0.618 |
2.556 |
|
1.000 |
2.526 |
|
1.618 |
2.477 |
|
2.618 |
2.398 |
|
4.250 |
2.269 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.645 |
2.648 |
| PP |
2.639 |
2.641 |
| S1 |
2.633 |
2.634 |
|