NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.626 |
2.691 |
0.065 |
2.5% |
2.661 |
| High |
2.691 |
2.785 |
0.094 |
3.5% |
2.700 |
| Low |
2.607 |
2.688 |
0.081 |
3.1% |
2.605 |
| Close |
2.666 |
2.777 |
0.111 |
4.2% |
2.666 |
| Range |
0.084 |
0.097 |
0.013 |
15.5% |
0.095 |
| ATR |
0.078 |
0.081 |
0.003 |
3.8% |
0.000 |
| Volume |
59,695 |
81,123 |
21,428 |
35.9% |
344,134 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.041 |
3.006 |
2.830 |
|
| R3 |
2.944 |
2.909 |
2.804 |
|
| R2 |
2.847 |
2.847 |
2.795 |
|
| R1 |
2.812 |
2.812 |
2.786 |
2.830 |
| PP |
2.750 |
2.750 |
2.750 |
2.759 |
| S1 |
2.715 |
2.715 |
2.768 |
2.733 |
| S2 |
2.653 |
2.653 |
2.759 |
|
| S3 |
2.556 |
2.618 |
2.750 |
|
| S4 |
2.459 |
2.521 |
2.724 |
|
|
| 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 |
2.785 |
2.605 |
0.180 |
6.5% |
0.076 |
2.8% |
96% |
True |
False |
69,076 |
| 10 |
2.785 |
2.489 |
0.296 |
10.7% |
0.082 |
3.0% |
97% |
True |
False |
78,701 |
| 20 |
2.785 |
2.207 |
0.578 |
20.8% |
0.080 |
2.9% |
99% |
True |
False |
62,956 |
| 40 |
2.785 |
2.157 |
0.628 |
22.6% |
0.075 |
2.7% |
99% |
True |
False |
45,238 |
| 60 |
2.785 |
2.122 |
0.663 |
23.9% |
0.074 |
2.7% |
99% |
True |
False |
36,675 |
| 80 |
2.785 |
1.990 |
0.795 |
28.6% |
0.073 |
2.6% |
99% |
True |
False |
30,682 |
| 100 |
2.785 |
1.990 |
0.795 |
28.6% |
0.070 |
2.5% |
99% |
True |
False |
26,163 |
| 120 |
2.785 |
1.990 |
0.795 |
28.6% |
0.070 |
2.5% |
99% |
True |
False |
22,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.197 |
|
2.618 |
3.039 |
|
1.618 |
2.942 |
|
1.000 |
2.882 |
|
0.618 |
2.845 |
|
HIGH |
2.785 |
|
0.618 |
2.748 |
|
0.500 |
2.737 |
|
0.382 |
2.725 |
|
LOW |
2.688 |
|
0.618 |
2.628 |
|
1.000 |
2.591 |
|
1.618 |
2.531 |
|
2.618 |
2.434 |
|
4.250 |
2.276 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.764 |
2.750 |
| PP |
2.750 |
2.722 |
| S1 |
2.737 |
2.695 |
|