NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.697 |
2.686 |
-0.011 |
-0.4% |
2.560 |
| High |
2.712 |
2.724 |
0.012 |
0.4% |
2.733 |
| Low |
2.648 |
2.666 |
0.018 |
0.7% |
2.518 |
| Close |
2.654 |
2.682 |
0.028 |
1.1% |
2.654 |
| Range |
0.064 |
0.058 |
-0.006 |
-9.4% |
0.215 |
| ATR |
0.075 |
0.075 |
0.000 |
-0.5% |
0.000 |
| Volume |
63,663 |
65,431 |
1,768 |
2.8% |
341,647 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.865 |
2.831 |
2.714 |
|
| R3 |
2.807 |
2.773 |
2.698 |
|
| R2 |
2.749 |
2.749 |
2.693 |
|
| R1 |
2.715 |
2.715 |
2.687 |
2.703 |
| PP |
2.691 |
2.691 |
2.691 |
2.685 |
| S1 |
2.657 |
2.657 |
2.677 |
2.645 |
| S2 |
2.633 |
2.633 |
2.671 |
|
| S3 |
2.575 |
2.599 |
2.666 |
|
| S4 |
2.517 |
2.541 |
2.650 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.280 |
3.182 |
2.772 |
|
| R3 |
3.065 |
2.967 |
2.713 |
|
| R2 |
2.850 |
2.850 |
2.693 |
|
| R1 |
2.752 |
2.752 |
2.674 |
2.801 |
| PP |
2.635 |
2.635 |
2.635 |
2.660 |
| S1 |
2.537 |
2.537 |
2.634 |
2.586 |
| S2 |
2.420 |
2.420 |
2.615 |
|
| S3 |
2.205 |
2.322 |
2.595 |
|
| S4 |
1.990 |
2.107 |
2.536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.733 |
2.532 |
0.201 |
7.5% |
0.082 |
3.0% |
75% |
False |
False |
75,183 |
| 10 |
2.733 |
2.326 |
0.407 |
15.2% |
0.078 |
2.9% |
87% |
False |
False |
54,864 |
| 20 |
2.733 |
2.195 |
0.538 |
20.1% |
0.073 |
2.7% |
91% |
False |
False |
40,819 |
| 40 |
2.733 |
2.191 |
0.542 |
20.2% |
0.072 |
2.7% |
91% |
False |
False |
32,315 |
| 60 |
2.733 |
2.150 |
0.583 |
21.7% |
0.070 |
2.6% |
91% |
False |
False |
26,739 |
| 80 |
2.733 |
2.009 |
0.724 |
27.0% |
0.068 |
2.5% |
93% |
False |
False |
23,198 |
| 100 |
2.733 |
2.009 |
0.724 |
27.0% |
0.066 |
2.5% |
93% |
False |
False |
19,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.971 |
|
2.618 |
2.876 |
|
1.618 |
2.818 |
|
1.000 |
2.782 |
|
0.618 |
2.760 |
|
HIGH |
2.724 |
|
0.618 |
2.702 |
|
0.500 |
2.695 |
|
0.382 |
2.688 |
|
LOW |
2.666 |
|
0.618 |
2.630 |
|
1.000 |
2.608 |
|
1.618 |
2.572 |
|
2.618 |
2.514 |
|
4.250 |
2.420 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.695 |
2.672 |
| PP |
2.691 |
2.663 |
| S1 |
2.686 |
2.653 |
|