NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.751 |
2.879 |
0.128 |
4.7% |
2.691 |
| High |
2.896 |
2.974 |
0.078 |
2.7% |
2.812 |
| Low |
2.743 |
2.844 |
0.101 |
3.7% |
2.653 |
| Close |
2.890 |
2.863 |
-0.027 |
-0.9% |
2.694 |
| Range |
0.153 |
0.130 |
-0.023 |
-15.0% |
0.159 |
| ATR |
0.090 |
0.093 |
0.003 |
3.2% |
0.000 |
| Volume |
176,680 |
147,245 |
-29,435 |
-16.7% |
452,211 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.284 |
3.203 |
2.935 |
|
| R3 |
3.154 |
3.073 |
2.899 |
|
| R2 |
3.024 |
3.024 |
2.887 |
|
| R1 |
2.943 |
2.943 |
2.875 |
2.919 |
| PP |
2.894 |
2.894 |
2.894 |
2.881 |
| S1 |
2.813 |
2.813 |
2.851 |
2.789 |
| S2 |
2.764 |
2.764 |
2.839 |
|
| S3 |
2.634 |
2.683 |
2.827 |
|
| S4 |
2.504 |
2.553 |
2.792 |
|
|
| 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 |
2.974 |
2.653 |
0.321 |
11.2% |
0.113 |
3.9% |
65% |
True |
False |
127,674 |
| 10 |
2.974 |
2.605 |
0.369 |
12.9% |
0.101 |
3.5% |
70% |
True |
False |
100,819 |
| 20 |
2.974 |
2.443 |
0.531 |
18.5% |
0.088 |
3.1% |
79% |
True |
False |
86,655 |
| 40 |
2.974 |
2.157 |
0.817 |
28.5% |
0.080 |
2.8% |
86% |
True |
False |
59,889 |
| 60 |
2.974 |
2.151 |
0.823 |
28.7% |
0.078 |
2.7% |
87% |
True |
False |
48,388 |
| 80 |
2.974 |
2.019 |
0.955 |
33.4% |
0.076 |
2.7% |
88% |
True |
False |
39,554 |
| 100 |
2.974 |
1.990 |
0.984 |
34.4% |
0.073 |
2.5% |
89% |
True |
False |
33,727 |
| 120 |
2.974 |
1.990 |
0.984 |
34.4% |
0.071 |
2.5% |
89% |
True |
False |
29,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.527 |
|
2.618 |
3.314 |
|
1.618 |
3.184 |
|
1.000 |
3.104 |
|
0.618 |
3.054 |
|
HIGH |
2.974 |
|
0.618 |
2.924 |
|
0.500 |
2.909 |
|
0.382 |
2.894 |
|
LOW |
2.844 |
|
0.618 |
2.764 |
|
1.000 |
2.714 |
|
1.618 |
2.634 |
|
2.618 |
2.504 |
|
4.250 |
2.292 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.909 |
2.849 |
| PP |
2.894 |
2.835 |
| S1 |
2.878 |
2.821 |
|