NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.713 |
2.738 |
0.025 |
0.9% |
2.707 |
| High |
2.763 |
2.741 |
-0.022 |
-0.8% |
2.827 |
| Low |
2.663 |
2.662 |
-0.001 |
0.0% |
2.662 |
| Close |
2.744 |
2.702 |
-0.042 |
-1.5% |
2.702 |
| Range |
0.100 |
0.079 |
-0.021 |
-21.0% |
0.165 |
| ATR |
0.079 |
0.079 |
0.000 |
0.3% |
0.000 |
| Volume |
40,136 |
29,690 |
-10,446 |
-26.0% |
174,424 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.939 |
2.899 |
2.745 |
|
| R3 |
2.860 |
2.820 |
2.724 |
|
| R2 |
2.781 |
2.781 |
2.716 |
|
| R1 |
2.741 |
2.741 |
2.709 |
2.722 |
| PP |
2.702 |
2.702 |
2.702 |
2.692 |
| S1 |
2.662 |
2.662 |
2.695 |
2.643 |
| S2 |
2.623 |
2.623 |
2.688 |
|
| S3 |
2.544 |
2.583 |
2.680 |
|
| S4 |
2.465 |
2.504 |
2.659 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.225 |
3.129 |
2.793 |
|
| R3 |
3.060 |
2.964 |
2.747 |
|
| R2 |
2.895 |
2.895 |
2.732 |
|
| R1 |
2.799 |
2.799 |
2.717 |
2.765 |
| PP |
2.730 |
2.730 |
2.730 |
2.713 |
| S1 |
2.634 |
2.634 |
2.687 |
2.600 |
| S2 |
2.565 |
2.565 |
2.672 |
|
| S3 |
2.400 |
2.469 |
2.657 |
|
| S4 |
2.235 |
2.304 |
2.611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.827 |
2.662 |
0.165 |
6.1% |
0.090 |
3.3% |
24% |
False |
True |
34,884 |
| 10 |
2.827 |
2.632 |
0.195 |
7.2% |
0.076 |
2.8% |
36% |
False |
False |
37,027 |
| 20 |
2.827 |
2.280 |
0.547 |
20.2% |
0.078 |
2.9% |
77% |
False |
False |
44,031 |
| 40 |
2.827 |
2.195 |
0.632 |
23.4% |
0.070 |
2.6% |
80% |
False |
False |
35,002 |
| 60 |
2.827 |
2.183 |
0.644 |
23.8% |
0.071 |
2.6% |
81% |
False |
False |
29,782 |
| 80 |
2.827 |
2.009 |
0.818 |
30.3% |
0.070 |
2.6% |
85% |
False |
False |
25,716 |
| 100 |
2.827 |
2.009 |
0.818 |
30.3% |
0.068 |
2.5% |
85% |
False |
False |
22,447 |
| 120 |
2.827 |
2.009 |
0.818 |
30.3% |
0.067 |
2.5% |
85% |
False |
False |
19,529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.077 |
|
2.618 |
2.948 |
|
1.618 |
2.869 |
|
1.000 |
2.820 |
|
0.618 |
2.790 |
|
HIGH |
2.741 |
|
0.618 |
2.711 |
|
0.500 |
2.702 |
|
0.382 |
2.692 |
|
LOW |
2.662 |
|
0.618 |
2.613 |
|
1.000 |
2.583 |
|
1.618 |
2.534 |
|
2.618 |
2.455 |
|
4.250 |
2.326 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.702 |
2.739 |
| PP |
2.702 |
2.726 |
| S1 |
2.702 |
2.714 |
|