NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.879 |
2.863 |
-0.016 |
-0.6% |
2.691 |
| High |
2.974 |
2.945 |
-0.029 |
-1.0% |
2.812 |
| Low |
2.844 |
2.851 |
0.007 |
0.2% |
2.653 |
| Close |
2.863 |
2.924 |
0.061 |
2.1% |
2.694 |
| Range |
0.130 |
0.094 |
-0.036 |
-27.7% |
0.159 |
| ATR |
0.093 |
0.093 |
0.000 |
0.1% |
0.000 |
| Volume |
147,245 |
160,700 |
13,455 |
9.1% |
452,211 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.189 |
3.150 |
2.976 |
|
| R3 |
3.095 |
3.056 |
2.950 |
|
| R2 |
3.001 |
3.001 |
2.941 |
|
| R1 |
2.962 |
2.962 |
2.933 |
2.982 |
| PP |
2.907 |
2.907 |
2.907 |
2.916 |
| S1 |
2.868 |
2.868 |
2.915 |
2.888 |
| S2 |
2.813 |
2.813 |
2.907 |
|
| S3 |
2.719 |
2.774 |
2.898 |
|
| S4 |
2.625 |
2.680 |
2.872 |
|
|
| 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 |
2.655 |
0.319 |
10.9% |
0.111 |
3.8% |
84% |
False |
False |
134,269 |
| 10 |
2.974 |
2.607 |
0.367 |
12.6% |
0.102 |
3.5% |
86% |
False |
False |
110,613 |
| 20 |
2.974 |
2.464 |
0.510 |
17.4% |
0.090 |
3.1% |
90% |
False |
False |
92,240 |
| 40 |
2.974 |
2.157 |
0.817 |
27.9% |
0.080 |
2.7% |
94% |
False |
False |
63,252 |
| 60 |
2.974 |
2.151 |
0.823 |
28.1% |
0.079 |
2.7% |
94% |
False |
False |
50,799 |
| 80 |
2.974 |
2.049 |
0.925 |
31.6% |
0.077 |
2.6% |
95% |
False |
False |
41,437 |
| 100 |
2.974 |
1.990 |
0.984 |
33.7% |
0.073 |
2.5% |
95% |
False |
False |
35,248 |
| 120 |
2.974 |
1.990 |
0.984 |
33.7% |
0.072 |
2.4% |
95% |
False |
False |
30,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.345 |
|
2.618 |
3.191 |
|
1.618 |
3.097 |
|
1.000 |
3.039 |
|
0.618 |
3.003 |
|
HIGH |
2.945 |
|
0.618 |
2.909 |
|
0.500 |
2.898 |
|
0.382 |
2.887 |
|
LOW |
2.851 |
|
0.618 |
2.793 |
|
1.000 |
2.757 |
|
1.618 |
2.699 |
|
2.618 |
2.605 |
|
4.250 |
2.452 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.915 |
2.902 |
| PP |
2.907 |
2.880 |
| S1 |
2.898 |
2.859 |
|