NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.687 |
2.676 |
-0.011 |
-0.4% |
2.560 |
| High |
2.715 |
2.706 |
-0.009 |
-0.3% |
2.733 |
| Low |
2.668 |
2.632 |
-0.036 |
-1.3% |
2.518 |
| Close |
2.677 |
2.652 |
-0.025 |
-0.9% |
2.654 |
| Range |
0.047 |
0.074 |
0.027 |
57.4% |
0.215 |
| ATR |
0.072 |
0.072 |
0.000 |
0.2% |
0.000 |
| Volume |
29,371 |
27,328 |
-2,043 |
-7.0% |
341,647 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.885 |
2.843 |
2.693 |
|
| R3 |
2.811 |
2.769 |
2.672 |
|
| R2 |
2.737 |
2.737 |
2.666 |
|
| R1 |
2.695 |
2.695 |
2.659 |
2.679 |
| PP |
2.663 |
2.663 |
2.663 |
2.656 |
| S1 |
2.621 |
2.621 |
2.645 |
2.605 |
| S2 |
2.589 |
2.589 |
2.638 |
|
| S3 |
2.515 |
2.547 |
2.632 |
|
| S4 |
2.441 |
2.473 |
2.611 |
|
|
| 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 |
2.724 |
2.632 |
0.092 |
3.5% |
0.062 |
2.3% |
22% |
False |
True |
45,380 |
| 10 |
2.733 |
2.505 |
0.228 |
8.6% |
0.072 |
2.7% |
64% |
False |
False |
53,121 |
| 20 |
2.733 |
2.195 |
0.538 |
20.3% |
0.075 |
2.8% |
85% |
False |
False |
42,295 |
| 40 |
2.733 |
2.195 |
0.538 |
20.3% |
0.070 |
2.6% |
85% |
False |
False |
33,029 |
| 60 |
2.733 |
2.150 |
0.583 |
22.0% |
0.070 |
2.6% |
86% |
False |
False |
27,815 |
| 80 |
2.733 |
2.009 |
0.724 |
27.3% |
0.069 |
2.6% |
89% |
False |
False |
24,121 |
| 100 |
2.733 |
2.009 |
0.724 |
27.3% |
0.066 |
2.5% |
89% |
False |
False |
20,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.021 |
|
2.618 |
2.900 |
|
1.618 |
2.826 |
|
1.000 |
2.780 |
|
0.618 |
2.752 |
|
HIGH |
2.706 |
|
0.618 |
2.678 |
|
0.500 |
2.669 |
|
0.382 |
2.660 |
|
LOW |
2.632 |
|
0.618 |
2.586 |
|
1.000 |
2.558 |
|
1.618 |
2.512 |
|
2.618 |
2.438 |
|
4.250 |
2.318 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.669 |
2.674 |
| PP |
2.663 |
2.666 |
| S1 |
2.658 |
2.659 |
|