NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.776 |
2.792 |
0.016 |
0.6% |
2.661 |
| High |
2.812 |
2.804 |
-0.008 |
-0.3% |
2.700 |
| Low |
2.742 |
2.692 |
-0.050 |
-1.8% |
2.605 |
| Close |
2.798 |
2.711 |
-0.087 |
-3.1% |
2.666 |
| Range |
0.070 |
0.112 |
0.042 |
60.0% |
0.095 |
| ATR |
0.080 |
0.082 |
0.002 |
2.9% |
0.000 |
| Volume |
75,075 |
91,164 |
16,089 |
21.4% |
344,134 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.072 |
3.003 |
2.773 |
|
| R3 |
2.960 |
2.891 |
2.742 |
|
| R2 |
2.848 |
2.848 |
2.732 |
|
| R1 |
2.779 |
2.779 |
2.721 |
2.758 |
| PP |
2.736 |
2.736 |
2.736 |
2.725 |
| S1 |
2.667 |
2.667 |
2.701 |
2.646 |
| S2 |
2.624 |
2.624 |
2.690 |
|
| S3 |
2.512 |
2.555 |
2.680 |
|
| S4 |
2.400 |
2.443 |
2.649 |
|
|
| 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 |
7.6% |
0.088 |
3.3% |
51% |
False |
False |
73,963 |
| 10 |
2.812 |
2.526 |
0.286 |
10.5% |
0.087 |
3.2% |
65% |
False |
False |
80,785 |
| 20 |
2.812 |
2.207 |
0.605 |
22.3% |
0.081 |
3.0% |
83% |
False |
False |
67,917 |
| 40 |
2.812 |
2.157 |
0.655 |
24.2% |
0.075 |
2.7% |
85% |
False |
False |
48,511 |
| 60 |
2.812 |
2.151 |
0.661 |
24.4% |
0.075 |
2.7% |
85% |
False |
False |
39,034 |
| 80 |
2.812 |
1.994 |
0.818 |
30.2% |
0.073 |
2.7% |
88% |
False |
False |
32,410 |
| 100 |
2.812 |
1.990 |
0.822 |
30.3% |
0.071 |
2.6% |
88% |
False |
False |
27,690 |
| 120 |
2.812 |
1.990 |
0.822 |
30.3% |
0.070 |
2.6% |
88% |
False |
False |
23,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.280 |
|
2.618 |
3.097 |
|
1.618 |
2.985 |
|
1.000 |
2.916 |
|
0.618 |
2.873 |
|
HIGH |
2.804 |
|
0.618 |
2.761 |
|
0.500 |
2.748 |
|
0.382 |
2.735 |
|
LOW |
2.692 |
|
0.618 |
2.623 |
|
1.000 |
2.580 |
|
1.618 |
2.511 |
|
2.618 |
2.399 |
|
4.250 |
2.216 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.748 |
2.750 |
| PP |
2.736 |
2.737 |
| S1 |
2.723 |
2.724 |
|