NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.675 |
2.687 |
0.012 |
0.4% |
2.560 |
| High |
2.703 |
2.715 |
0.012 |
0.4% |
2.733 |
| Low |
2.638 |
2.668 |
0.030 |
1.1% |
2.518 |
| Close |
2.691 |
2.677 |
-0.014 |
-0.5% |
2.654 |
| Range |
0.065 |
0.047 |
-0.018 |
-27.7% |
0.215 |
| ATR |
0.074 |
0.072 |
-0.002 |
-2.6% |
0.000 |
| Volume |
41,108 |
29,371 |
-11,737 |
-28.6% |
341,647 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.828 |
2.799 |
2.703 |
|
| R3 |
2.781 |
2.752 |
2.690 |
|
| R2 |
2.734 |
2.734 |
2.686 |
|
| R1 |
2.705 |
2.705 |
2.681 |
2.696 |
| PP |
2.687 |
2.687 |
2.687 |
2.682 |
| S1 |
2.658 |
2.658 |
2.673 |
2.649 |
| S2 |
2.640 |
2.640 |
2.668 |
|
| S3 |
2.593 |
2.611 |
2.664 |
|
| S4 |
2.546 |
2.564 |
2.651 |
|
|
| 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 |
2.573 |
0.160 |
6.0% |
0.079 |
2.9% |
65% |
False |
False |
61,754 |
| 10 |
2.733 |
2.484 |
0.249 |
9.3% |
0.070 |
2.6% |
78% |
False |
False |
53,850 |
| 20 |
2.733 |
2.195 |
0.538 |
20.1% |
0.074 |
2.7% |
90% |
False |
False |
42,061 |
| 40 |
2.733 |
2.195 |
0.538 |
20.1% |
0.070 |
2.6% |
90% |
False |
False |
33,072 |
| 60 |
2.733 |
2.150 |
0.583 |
21.8% |
0.070 |
2.6% |
90% |
False |
False |
27,529 |
| 80 |
2.733 |
2.009 |
0.724 |
27.0% |
0.068 |
2.6% |
92% |
False |
False |
23,847 |
| 100 |
2.733 |
2.009 |
0.724 |
27.0% |
0.066 |
2.5% |
92% |
False |
False |
20,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.915 |
|
2.618 |
2.838 |
|
1.618 |
2.791 |
|
1.000 |
2.762 |
|
0.618 |
2.744 |
|
HIGH |
2.715 |
|
0.618 |
2.697 |
|
0.500 |
2.692 |
|
0.382 |
2.686 |
|
LOW |
2.668 |
|
0.618 |
2.639 |
|
1.000 |
2.621 |
|
1.618 |
2.592 |
|
2.618 |
2.545 |
|
4.250 |
2.468 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.692 |
2.681 |
| PP |
2.687 |
2.680 |
| S1 |
2.682 |
2.678 |
|