NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.738 |
2.680 |
-0.058 |
-2.1% |
2.707 |
| High |
2.741 |
2.764 |
0.023 |
0.8% |
2.827 |
| Low |
2.662 |
2.675 |
0.013 |
0.5% |
2.662 |
| Close |
2.702 |
2.744 |
0.042 |
1.6% |
2.702 |
| Range |
0.079 |
0.089 |
0.010 |
12.7% |
0.165 |
| ATR |
0.079 |
0.079 |
0.001 |
0.9% |
0.000 |
| Volume |
29,690 |
31,140 |
1,450 |
4.9% |
174,424 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.995 |
2.958 |
2.793 |
|
| R3 |
2.906 |
2.869 |
2.768 |
|
| R2 |
2.817 |
2.817 |
2.760 |
|
| R1 |
2.780 |
2.780 |
2.752 |
2.799 |
| PP |
2.728 |
2.728 |
2.728 |
2.737 |
| S1 |
2.691 |
2.691 |
2.736 |
2.710 |
| S2 |
2.639 |
2.639 |
2.728 |
|
| S3 |
2.550 |
2.602 |
2.720 |
|
| S4 |
2.461 |
2.513 |
2.695 |
|
|
| 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 |
6.0% |
0.089 |
3.2% |
50% |
False |
False |
34,529 |
| 10 |
2.827 |
2.632 |
0.195 |
7.1% |
0.079 |
2.9% |
57% |
False |
False |
33,598 |
| 20 |
2.827 |
2.326 |
0.501 |
18.3% |
0.079 |
2.9% |
83% |
False |
False |
44,231 |
| 40 |
2.827 |
2.195 |
0.632 |
23.0% |
0.070 |
2.6% |
87% |
False |
False |
34,698 |
| 60 |
2.827 |
2.183 |
0.644 |
23.5% |
0.071 |
2.6% |
87% |
False |
False |
30,117 |
| 80 |
2.827 |
2.009 |
0.818 |
29.8% |
0.071 |
2.6% |
90% |
False |
False |
25,908 |
| 100 |
2.827 |
2.009 |
0.818 |
29.8% |
0.068 |
2.5% |
90% |
False |
False |
22,685 |
| 120 |
2.827 |
2.009 |
0.818 |
29.8% |
0.067 |
2.5% |
90% |
False |
False |
19,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.142 |
|
2.618 |
2.997 |
|
1.618 |
2.908 |
|
1.000 |
2.853 |
|
0.618 |
2.819 |
|
HIGH |
2.764 |
|
0.618 |
2.730 |
|
0.500 |
2.720 |
|
0.382 |
2.709 |
|
LOW |
2.675 |
|
0.618 |
2.620 |
|
1.000 |
2.586 |
|
1.618 |
2.531 |
|
2.618 |
2.442 |
|
4.250 |
2.297 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.736 |
2.734 |
| PP |
2.728 |
2.723 |
| S1 |
2.720 |
2.713 |
|