NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.707 |
2.791 |
0.084 |
3.1% |
2.686 |
| High |
2.801 |
2.827 |
0.026 |
0.9% |
2.724 |
| Low |
2.707 |
2.760 |
0.053 |
2.0% |
2.632 |
| Close |
2.795 |
2.813 |
0.018 |
0.6% |
2.686 |
| Range |
0.094 |
0.067 |
-0.027 |
-28.7% |
0.092 |
| ATR |
0.075 |
0.074 |
-0.001 |
-0.8% |
0.000 |
| Volume |
32,915 |
32,426 |
-489 |
-1.5% |
195,848 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.001 |
2.974 |
2.850 |
|
| R3 |
2.934 |
2.907 |
2.831 |
|
| R2 |
2.867 |
2.867 |
2.825 |
|
| R1 |
2.840 |
2.840 |
2.819 |
2.854 |
| PP |
2.800 |
2.800 |
2.800 |
2.807 |
| S1 |
2.773 |
2.773 |
2.807 |
2.787 |
| S2 |
2.733 |
2.733 |
2.801 |
|
| S3 |
2.666 |
2.706 |
2.795 |
|
| S4 |
2.599 |
2.639 |
2.776 |
|
|
| 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 |
2.827 |
2.632 |
0.195 |
6.9% |
0.070 |
2.5% |
93% |
True |
False |
30,930 |
| 10 |
2.827 |
2.573 |
0.254 |
9.0% |
0.074 |
2.6% |
94% |
True |
False |
50,447 |
| 20 |
2.827 |
2.271 |
0.556 |
19.8% |
0.073 |
2.6% |
97% |
True |
False |
43,422 |
| 40 |
2.827 |
2.195 |
0.632 |
22.5% |
0.068 |
2.4% |
98% |
True |
False |
33,937 |
| 60 |
2.827 |
2.183 |
0.644 |
22.9% |
0.070 |
2.5% |
98% |
True |
False |
28,834 |
| 80 |
2.827 |
2.009 |
0.818 |
29.1% |
0.069 |
2.5% |
98% |
True |
False |
24,928 |
| 100 |
2.827 |
2.009 |
0.818 |
29.1% |
0.067 |
2.4% |
98% |
True |
False |
21,605 |
| 120 |
2.827 |
2.009 |
0.818 |
29.1% |
0.067 |
2.4% |
98% |
True |
False |
18,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.112 |
|
2.618 |
3.002 |
|
1.618 |
2.935 |
|
1.000 |
2.894 |
|
0.618 |
2.868 |
|
HIGH |
2.827 |
|
0.618 |
2.801 |
|
0.500 |
2.794 |
|
0.382 |
2.786 |
|
LOW |
2.760 |
|
0.618 |
2.719 |
|
1.000 |
2.693 |
|
1.618 |
2.652 |
|
2.618 |
2.585 |
|
4.250 |
2.475 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.807 |
2.786 |
| PP |
2.800 |
2.759 |
| S1 |
2.794 |
2.733 |
|