NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.676 |
2.652 |
-0.024 |
-0.9% |
2.686 |
| High |
2.706 |
2.705 |
-0.001 |
0.0% |
2.724 |
| Low |
2.632 |
2.638 |
0.006 |
0.2% |
2.632 |
| Close |
2.652 |
2.686 |
0.034 |
1.3% |
2.686 |
| Range |
0.074 |
0.067 |
-0.007 |
-9.5% |
0.092 |
| ATR |
0.072 |
0.072 |
0.000 |
-0.5% |
0.000 |
| Volume |
27,328 |
32,610 |
5,282 |
19.3% |
195,848 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.877 |
2.849 |
2.723 |
|
| R3 |
2.810 |
2.782 |
2.704 |
|
| R2 |
2.743 |
2.743 |
2.698 |
|
| R1 |
2.715 |
2.715 |
2.692 |
2.729 |
| PP |
2.676 |
2.676 |
2.676 |
2.684 |
| S1 |
2.648 |
2.648 |
2.680 |
2.662 |
| S2 |
2.609 |
2.609 |
2.674 |
|
| S3 |
2.542 |
2.581 |
2.668 |
|
| S4 |
2.475 |
2.514 |
2.649 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.957 |
2.913 |
2.737 |
|
| R3 |
2.865 |
2.821 |
2.711 |
|
| R2 |
2.773 |
2.773 |
2.703 |
|
| R1 |
2.729 |
2.729 |
2.694 |
2.732 |
| PP |
2.681 |
2.681 |
2.681 |
2.682 |
| S1 |
2.637 |
2.637 |
2.678 |
2.640 |
| S2 |
2.589 |
2.589 |
2.669 |
|
| S3 |
2.497 |
2.545 |
2.661 |
|
| S4 |
2.405 |
2.453 |
2.635 |
|
|
| 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 |
3.4% |
0.062 |
2.3% |
59% |
False |
False |
39,169 |
| 10 |
2.733 |
2.518 |
0.215 |
8.0% |
0.073 |
2.7% |
78% |
False |
False |
53,749 |
| 20 |
2.733 |
2.271 |
0.462 |
17.2% |
0.071 |
2.7% |
90% |
False |
False |
42,269 |
| 40 |
2.733 |
2.195 |
0.538 |
20.0% |
0.070 |
2.6% |
91% |
False |
False |
33,313 |
| 60 |
2.733 |
2.150 |
0.583 |
21.7% |
0.069 |
2.6% |
92% |
False |
False |
28,151 |
| 80 |
2.733 |
2.009 |
0.724 |
27.0% |
0.069 |
2.6% |
94% |
False |
False |
24,445 |
| 100 |
2.733 |
2.009 |
0.724 |
27.0% |
0.066 |
2.5% |
94% |
False |
False |
21,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.990 |
|
2.618 |
2.880 |
|
1.618 |
2.813 |
|
1.000 |
2.772 |
|
0.618 |
2.746 |
|
HIGH |
2.705 |
|
0.618 |
2.679 |
|
0.500 |
2.672 |
|
0.382 |
2.664 |
|
LOW |
2.638 |
|
0.618 |
2.597 |
|
1.000 |
2.571 |
|
1.618 |
2.530 |
|
2.618 |
2.463 |
|
4.250 |
2.353 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.681 |
2.682 |
| PP |
2.676 |
2.678 |
| S1 |
2.672 |
2.674 |
|