NYMEX Natural Gas Future September 2016
Trading Metrics calculated at close of trading on 23-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
2.812 |
2.713 |
-0.099 |
-3.5% |
2.686 |
High |
2.815 |
2.763 |
-0.052 |
-1.8% |
2.724 |
Low |
2.706 |
2.663 |
-0.043 |
-1.6% |
2.632 |
Close |
2.724 |
2.744 |
0.020 |
0.7% |
2.686 |
Range |
0.109 |
0.100 |
-0.009 |
-8.3% |
0.092 |
ATR |
0.077 |
0.079 |
0.002 |
2.2% |
0.000 |
Volume |
39,257 |
40,136 |
879 |
2.2% |
195,848 |
|
Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.023 |
2.984 |
2.799 |
|
R3 |
2.923 |
2.884 |
2.772 |
|
R2 |
2.823 |
2.823 |
2.762 |
|
R1 |
2.784 |
2.784 |
2.753 |
2.804 |
PP |
2.723 |
2.723 |
2.723 |
2.733 |
S1 |
2.684 |
2.684 |
2.735 |
2.704 |
S2 |
2.623 |
2.623 |
2.726 |
|
S3 |
2.523 |
2.584 |
2.717 |
|
S4 |
2.423 |
2.484 |
2.689 |
|
|
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 |
2.638 |
0.189 |
6.9% |
0.087 |
3.2% |
56% |
False |
False |
35,468 |
10 |
2.827 |
2.632 |
0.195 |
7.1% |
0.075 |
2.7% |
57% |
False |
False |
40,424 |
20 |
2.827 |
2.280 |
0.547 |
19.9% |
0.077 |
2.8% |
85% |
False |
False |
44,891 |
40 |
2.827 |
2.195 |
0.632 |
23.0% |
0.070 |
2.6% |
87% |
False |
False |
35,078 |
60 |
2.827 |
2.183 |
0.644 |
23.5% |
0.071 |
2.6% |
87% |
False |
False |
29,682 |
80 |
2.827 |
2.009 |
0.818 |
29.8% |
0.070 |
2.5% |
90% |
False |
False |
25,481 |
100 |
2.827 |
2.009 |
0.818 |
29.8% |
0.068 |
2.5% |
90% |
False |
False |
22,255 |
120 |
2.827 |
2.009 |
0.818 |
29.8% |
0.067 |
2.5% |
90% |
False |
False |
19,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.188 |
2.618 |
3.025 |
1.618 |
2.925 |
1.000 |
2.863 |
0.618 |
2.825 |
HIGH |
2.763 |
0.618 |
2.725 |
0.500 |
2.713 |
0.382 |
2.701 |
LOW |
2.663 |
0.618 |
2.601 |
1.000 |
2.563 |
1.618 |
2.501 |
2.618 |
2.401 |
4.250 |
2.238 |
|
|
Fisher Pivots for day following 23-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
2.734 |
2.745 |
PP |
2.723 |
2.745 |
S1 |
2.713 |
2.744 |
|