NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.792 |
2.699 |
-0.093 |
-3.3% |
2.661 |
| High |
2.804 |
2.757 |
-0.047 |
-1.7% |
2.700 |
| Low |
2.692 |
2.653 |
-0.039 |
-1.4% |
2.605 |
| Close |
2.711 |
2.737 |
0.026 |
1.0% |
2.666 |
| Range |
0.112 |
0.104 |
-0.008 |
-7.1% |
0.095 |
| ATR |
0.082 |
0.084 |
0.002 |
1.9% |
0.000 |
| Volume |
91,164 |
127,726 |
36,562 |
40.1% |
344,134 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.028 |
2.986 |
2.794 |
|
| R3 |
2.924 |
2.882 |
2.766 |
|
| R2 |
2.820 |
2.820 |
2.756 |
|
| R1 |
2.778 |
2.778 |
2.747 |
2.799 |
| PP |
2.716 |
2.716 |
2.716 |
2.726 |
| S1 |
2.674 |
2.674 |
2.727 |
2.695 |
| S2 |
2.612 |
2.612 |
2.718 |
|
| S3 |
2.508 |
2.570 |
2.708 |
|
| S4 |
2.404 |
2.466 |
2.680 |
|
|
| 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 |
2.607 |
0.205 |
7.5% |
0.093 |
3.4% |
63% |
False |
False |
86,956 |
| 10 |
2.812 |
2.605 |
0.207 |
7.6% |
0.080 |
2.9% |
64% |
False |
False |
81,467 |
| 20 |
2.812 |
2.213 |
0.599 |
21.9% |
0.083 |
3.0% |
87% |
False |
False |
71,926 |
| 40 |
2.812 |
2.157 |
0.655 |
23.9% |
0.075 |
2.8% |
89% |
False |
False |
50,855 |
| 60 |
2.812 |
2.151 |
0.661 |
24.2% |
0.076 |
2.8% |
89% |
False |
False |
40,929 |
| 80 |
2.812 |
1.994 |
0.818 |
29.9% |
0.073 |
2.7% |
91% |
False |
False |
33,840 |
| 100 |
2.812 |
1.990 |
0.822 |
30.0% |
0.071 |
2.6% |
91% |
False |
False |
28,896 |
| 120 |
2.812 |
1.990 |
0.822 |
30.0% |
0.070 |
2.6% |
91% |
False |
False |
24,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.199 |
|
2.618 |
3.029 |
|
1.618 |
2.925 |
|
1.000 |
2.861 |
|
0.618 |
2.821 |
|
HIGH |
2.757 |
|
0.618 |
2.717 |
|
0.500 |
2.705 |
|
0.382 |
2.693 |
|
LOW |
2.653 |
|
0.618 |
2.589 |
|
1.000 |
2.549 |
|
1.618 |
2.485 |
|
2.618 |
2.381 |
|
4.250 |
2.211 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.726 |
2.736 |
| PP |
2.716 |
2.734 |
| S1 |
2.705 |
2.733 |
|