NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.699 |
2.737 |
0.038 |
1.4% |
2.691 |
| High |
2.757 |
2.737 |
-0.020 |
-0.7% |
2.812 |
| Low |
2.653 |
2.655 |
0.002 |
0.1% |
2.653 |
| Close |
2.737 |
2.694 |
-0.043 |
-1.6% |
2.694 |
| Range |
0.104 |
0.082 |
-0.022 |
-21.2% |
0.159 |
| ATR |
0.084 |
0.084 |
0.000 |
-0.2% |
0.000 |
| Volume |
127,726 |
77,123 |
-50,603 |
-39.6% |
452,211 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.941 |
2.900 |
2.739 |
|
| R3 |
2.859 |
2.818 |
2.717 |
|
| R2 |
2.777 |
2.777 |
2.709 |
|
| R1 |
2.736 |
2.736 |
2.702 |
2.716 |
| PP |
2.695 |
2.695 |
2.695 |
2.685 |
| S1 |
2.654 |
2.654 |
2.686 |
2.634 |
| S2 |
2.613 |
2.613 |
2.679 |
|
| S3 |
2.531 |
2.572 |
2.671 |
|
| S4 |
2.449 |
2.490 |
2.649 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.197 |
3.104 |
2.781 |
|
| R3 |
3.038 |
2.945 |
2.738 |
|
| R2 |
2.879 |
2.879 |
2.723 |
|
| R1 |
2.786 |
2.786 |
2.709 |
2.833 |
| PP |
2.720 |
2.720 |
2.720 |
2.743 |
| S1 |
2.627 |
2.627 |
2.679 |
2.674 |
| S2 |
2.561 |
2.561 |
2.665 |
|
| S3 |
2.402 |
2.468 |
2.650 |
|
| S4 |
2.243 |
2.309 |
2.607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.812 |
2.653 |
0.159 |
5.9% |
0.093 |
3.5% |
26% |
False |
False |
90,442 |
| 10 |
2.812 |
2.605 |
0.207 |
7.7% |
0.082 |
3.0% |
43% |
False |
False |
79,634 |
| 20 |
2.812 |
2.213 |
0.599 |
22.2% |
0.084 |
3.1% |
80% |
False |
False |
72,702 |
| 40 |
2.812 |
2.157 |
0.655 |
24.3% |
0.076 |
2.8% |
82% |
False |
False |
51,778 |
| 60 |
2.812 |
2.151 |
0.661 |
24.5% |
0.075 |
2.8% |
82% |
False |
False |
41,786 |
| 80 |
2.812 |
1.994 |
0.818 |
30.4% |
0.074 |
2.7% |
86% |
False |
False |
34,665 |
| 100 |
2.812 |
1.990 |
0.822 |
30.5% |
0.071 |
2.6% |
86% |
False |
False |
29,580 |
| 120 |
2.812 |
1.990 |
0.822 |
30.5% |
0.070 |
2.6% |
86% |
False |
False |
25,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.086 |
|
2.618 |
2.952 |
|
1.618 |
2.870 |
|
1.000 |
2.819 |
|
0.618 |
2.788 |
|
HIGH |
2.737 |
|
0.618 |
2.706 |
|
0.500 |
2.696 |
|
0.382 |
2.686 |
|
LOW |
2.655 |
|
0.618 |
2.604 |
|
1.000 |
2.573 |
|
1.618 |
2.522 |
|
2.618 |
2.440 |
|
4.250 |
2.307 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.696 |
2.729 |
| PP |
2.695 |
2.717 |
| S1 |
2.695 |
2.706 |
|