NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.691 |
2.776 |
0.085 |
3.2% |
2.661 |
| High |
2.785 |
2.812 |
0.027 |
1.0% |
2.700 |
| Low |
2.688 |
2.742 |
0.054 |
2.0% |
2.605 |
| Close |
2.777 |
2.798 |
0.021 |
0.8% |
2.666 |
| Range |
0.097 |
0.070 |
-0.027 |
-27.8% |
0.095 |
| ATR |
0.081 |
0.080 |
-0.001 |
-1.0% |
0.000 |
| Volume |
81,123 |
75,075 |
-6,048 |
-7.5% |
344,134 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.994 |
2.966 |
2.837 |
|
| R3 |
2.924 |
2.896 |
2.817 |
|
| R2 |
2.854 |
2.854 |
2.811 |
|
| R1 |
2.826 |
2.826 |
2.804 |
2.840 |
| PP |
2.784 |
2.784 |
2.784 |
2.791 |
| S1 |
2.756 |
2.756 |
2.792 |
2.770 |
| S2 |
2.714 |
2.714 |
2.785 |
|
| S3 |
2.644 |
2.686 |
2.779 |
|
| S4 |
2.574 |
2.616 |
2.760 |
|
|
| 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 |
2.812 |
2.605 |
0.207 |
7.4% |
0.076 |
2.7% |
93% |
True |
False |
66,807 |
| 10 |
2.812 |
2.526 |
0.286 |
10.2% |
0.081 |
2.9% |
95% |
True |
False |
78,832 |
| 20 |
2.812 |
2.207 |
0.605 |
21.6% |
0.079 |
2.8% |
98% |
True |
False |
65,622 |
| 40 |
2.812 |
2.157 |
0.655 |
23.4% |
0.073 |
2.6% |
98% |
True |
False |
46,691 |
| 60 |
2.812 |
2.151 |
0.661 |
23.6% |
0.074 |
2.6% |
98% |
True |
False |
37,773 |
| 80 |
2.812 |
1.990 |
0.822 |
29.4% |
0.073 |
2.6% |
98% |
True |
False |
31,479 |
| 100 |
2.812 |
1.990 |
0.822 |
29.4% |
0.070 |
2.5% |
98% |
True |
False |
26,845 |
| 120 |
2.812 |
1.990 |
0.822 |
29.4% |
0.070 |
2.5% |
98% |
True |
False |
23,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.110 |
|
2.618 |
2.995 |
|
1.618 |
2.925 |
|
1.000 |
2.882 |
|
0.618 |
2.855 |
|
HIGH |
2.812 |
|
0.618 |
2.785 |
|
0.500 |
2.777 |
|
0.382 |
2.769 |
|
LOW |
2.742 |
|
0.618 |
2.699 |
|
1.000 |
2.672 |
|
1.618 |
2.629 |
|
2.618 |
2.559 |
|
4.250 |
2.445 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.791 |
2.769 |
| PP |
2.784 |
2.739 |
| S1 |
2.777 |
2.710 |
|