NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.791 |
2.812 |
0.021 |
0.8% |
2.686 |
| High |
2.827 |
2.815 |
-0.012 |
-0.4% |
2.724 |
| Low |
2.760 |
2.706 |
-0.054 |
-2.0% |
2.632 |
| Close |
2.813 |
2.724 |
-0.089 |
-3.2% |
2.686 |
| Range |
0.067 |
0.109 |
0.042 |
62.7% |
0.092 |
| ATR |
0.074 |
0.077 |
0.002 |
3.3% |
0.000 |
| Volume |
32,426 |
39,257 |
6,831 |
21.1% |
195,848 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.075 |
3.009 |
2.784 |
|
| R3 |
2.966 |
2.900 |
2.754 |
|
| R2 |
2.857 |
2.857 |
2.744 |
|
| R1 |
2.791 |
2.791 |
2.734 |
2.770 |
| PP |
2.748 |
2.748 |
2.748 |
2.738 |
| S1 |
2.682 |
2.682 |
2.714 |
2.661 |
| S2 |
2.639 |
2.639 |
2.704 |
|
| S3 |
2.530 |
2.573 |
2.694 |
|
| S4 |
2.421 |
2.464 |
2.664 |
|
|
| 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 |
7.2% |
0.082 |
3.0% |
47% |
False |
False |
32,907 |
| 10 |
2.827 |
2.573 |
0.254 |
9.3% |
0.081 |
3.0% |
59% |
False |
False |
47,331 |
| 20 |
2.827 |
2.271 |
0.556 |
20.4% |
0.075 |
2.8% |
81% |
False |
False |
44,153 |
| 40 |
2.827 |
2.195 |
0.632 |
23.2% |
0.069 |
2.5% |
84% |
False |
False |
34,596 |
| 60 |
2.827 |
2.183 |
0.644 |
23.6% |
0.070 |
2.6% |
84% |
False |
False |
29,226 |
| 80 |
2.827 |
2.009 |
0.818 |
30.0% |
0.070 |
2.6% |
87% |
False |
False |
25,168 |
| 100 |
2.827 |
2.009 |
0.818 |
30.0% |
0.068 |
2.5% |
87% |
False |
False |
21,923 |
| 120 |
2.827 |
2.009 |
0.818 |
30.0% |
0.067 |
2.5% |
87% |
False |
False |
19,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.278 |
|
2.618 |
3.100 |
|
1.618 |
2.991 |
|
1.000 |
2.924 |
|
0.618 |
2.882 |
|
HIGH |
2.815 |
|
0.618 |
2.773 |
|
0.500 |
2.761 |
|
0.382 |
2.748 |
|
LOW |
2.706 |
|
0.618 |
2.639 |
|
1.000 |
2.597 |
|
1.618 |
2.530 |
|
2.618 |
2.421 |
|
4.250 |
2.243 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.761 |
2.767 |
| PP |
2.748 |
2.752 |
| S1 |
2.736 |
2.738 |
|