NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.677 |
2.751 |
0.074 |
2.8% |
2.691 |
| High |
2.763 |
2.896 |
0.133 |
4.8% |
2.812 |
| Low |
2.667 |
2.743 |
0.076 |
2.8% |
2.653 |
| Close |
2.741 |
2.890 |
0.149 |
5.4% |
2.694 |
| Range |
0.096 |
0.153 |
0.057 |
59.4% |
0.159 |
| ATR |
0.085 |
0.090 |
0.005 |
5.9% |
0.000 |
| Volume |
109,600 |
176,680 |
67,080 |
61.2% |
452,211 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.302 |
3.249 |
2.974 |
|
| R3 |
3.149 |
3.096 |
2.932 |
|
| R2 |
2.996 |
2.996 |
2.918 |
|
| R1 |
2.943 |
2.943 |
2.904 |
2.970 |
| PP |
2.843 |
2.843 |
2.843 |
2.856 |
| S1 |
2.790 |
2.790 |
2.876 |
2.817 |
| S2 |
2.690 |
2.690 |
2.862 |
|
| S3 |
2.537 |
2.637 |
2.848 |
|
| S4 |
2.384 |
2.484 |
2.806 |
|
|
| 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 |
2.896 |
2.653 |
0.243 |
8.4% |
0.109 |
3.8% |
98% |
True |
False |
116,458 |
| 10 |
2.896 |
2.605 |
0.291 |
10.1% |
0.093 |
3.2% |
98% |
True |
False |
91,632 |
| 20 |
2.896 |
2.375 |
0.521 |
18.0% |
0.086 |
3.0% |
99% |
True |
False |
82,768 |
| 40 |
2.896 |
2.157 |
0.739 |
25.6% |
0.078 |
2.7% |
99% |
True |
False |
56,804 |
| 60 |
2.896 |
2.151 |
0.745 |
25.8% |
0.077 |
2.7% |
99% |
True |
False |
46,108 |
| 80 |
2.896 |
1.994 |
0.902 |
31.2% |
0.076 |
2.6% |
99% |
True |
False |
37,895 |
| 100 |
2.896 |
1.990 |
0.906 |
31.3% |
0.072 |
2.5% |
99% |
True |
False |
32,334 |
| 120 |
2.896 |
1.990 |
0.906 |
31.3% |
0.071 |
2.5% |
99% |
True |
False |
27,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.546 |
|
2.618 |
3.297 |
|
1.618 |
3.144 |
|
1.000 |
3.049 |
|
0.618 |
2.991 |
|
HIGH |
2.896 |
|
0.618 |
2.838 |
|
0.500 |
2.820 |
|
0.382 |
2.801 |
|
LOW |
2.743 |
|
0.618 |
2.648 |
|
1.000 |
2.590 |
|
1.618 |
2.495 |
|
2.618 |
2.342 |
|
4.250 |
2.093 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.867 |
2.852 |
| PP |
2.843 |
2.814 |
| S1 |
2.820 |
2.776 |
|