NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.650 |
2.626 |
-0.024 |
-0.9% |
2.661 |
| High |
2.684 |
2.691 |
0.007 |
0.3% |
2.700 |
| Low |
2.605 |
2.607 |
0.002 |
0.1% |
2.605 |
| Close |
2.627 |
2.666 |
0.039 |
1.5% |
2.666 |
| Range |
0.079 |
0.084 |
0.005 |
6.3% |
0.095 |
| ATR |
0.077 |
0.078 |
0.000 |
0.6% |
0.000 |
| Volume |
62,761 |
59,695 |
-3,066 |
-4.9% |
344,134 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.907 |
2.870 |
2.712 |
|
| R3 |
2.823 |
2.786 |
2.689 |
|
| R2 |
2.739 |
2.739 |
2.681 |
|
| R1 |
2.702 |
2.702 |
2.674 |
2.721 |
| PP |
2.655 |
2.655 |
2.655 |
2.664 |
| S1 |
2.618 |
2.618 |
2.658 |
2.637 |
| S2 |
2.571 |
2.571 |
2.651 |
|
| S3 |
2.487 |
2.534 |
2.643 |
|
| S4 |
2.403 |
2.450 |
2.620 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.942 |
2.899 |
2.718 |
|
| R3 |
2.847 |
2.804 |
2.692 |
|
| R2 |
2.752 |
2.752 |
2.683 |
|
| R1 |
2.709 |
2.709 |
2.675 |
2.731 |
| PP |
2.657 |
2.657 |
2.657 |
2.668 |
| S1 |
2.614 |
2.614 |
2.657 |
2.636 |
| S2 |
2.562 |
2.562 |
2.649 |
|
| S3 |
2.467 |
2.519 |
2.640 |
|
| S4 |
2.372 |
2.424 |
2.614 |
|
|
| 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% |
0.070 |
2.6% |
64% |
False |
False |
68,826 |
| 10 |
2.703 |
2.478 |
0.225 |
8.4% |
0.080 |
3.0% |
84% |
False |
False |
76,138 |
| 20 |
2.703 |
2.207 |
0.496 |
18.6% |
0.078 |
2.9% |
93% |
False |
False |
60,645 |
| 40 |
2.703 |
2.157 |
0.546 |
20.5% |
0.075 |
2.8% |
93% |
False |
False |
44,003 |
| 60 |
2.703 |
2.122 |
0.581 |
21.8% |
0.074 |
2.8% |
94% |
False |
False |
35,533 |
| 80 |
2.703 |
1.990 |
0.713 |
26.7% |
0.072 |
2.7% |
95% |
False |
False |
29,822 |
| 100 |
2.703 |
1.990 |
0.713 |
26.7% |
0.069 |
2.6% |
95% |
False |
False |
25,431 |
| 120 |
2.703 |
1.990 |
0.713 |
26.7% |
0.070 |
2.6% |
95% |
False |
False |
21,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.048 |
|
2.618 |
2.911 |
|
1.618 |
2.827 |
|
1.000 |
2.775 |
|
0.618 |
2.743 |
|
HIGH |
2.691 |
|
0.618 |
2.659 |
|
0.500 |
2.649 |
|
0.382 |
2.639 |
|
LOW |
2.607 |
|
0.618 |
2.555 |
|
1.000 |
2.523 |
|
1.618 |
2.471 |
|
2.618 |
2.387 |
|
4.250 |
2.250 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.660 |
2.660 |
| PP |
2.655 |
2.654 |
| S1 |
2.649 |
2.648 |
|