NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.680 |
2.752 |
0.072 |
2.7% |
2.707 |
| High |
2.764 |
2.893 |
0.129 |
4.7% |
2.827 |
| Low |
2.675 |
2.748 |
0.073 |
2.7% |
2.662 |
| Close |
2.744 |
2.888 |
0.144 |
5.2% |
2.702 |
| Range |
0.089 |
0.145 |
0.056 |
62.9% |
0.165 |
| ATR |
0.079 |
0.084 |
0.005 |
6.2% |
0.000 |
| Volume |
31,140 |
66,099 |
34,959 |
112.3% |
174,424 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.278 |
3.228 |
2.968 |
|
| R3 |
3.133 |
3.083 |
2.928 |
|
| R2 |
2.988 |
2.988 |
2.915 |
|
| R1 |
2.938 |
2.938 |
2.901 |
2.963 |
| PP |
2.843 |
2.843 |
2.843 |
2.856 |
| S1 |
2.793 |
2.793 |
2.875 |
2.818 |
| S2 |
2.698 |
2.698 |
2.861 |
|
| S3 |
2.553 |
2.648 |
2.848 |
|
| S4 |
2.408 |
2.503 |
2.808 |
|
|
| 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 |
2.893 |
2.662 |
0.231 |
8.0% |
0.104 |
3.6% |
98% |
True |
False |
41,264 |
| 10 |
2.893 |
2.632 |
0.261 |
9.0% |
0.087 |
3.0% |
98% |
True |
False |
36,097 |
| 20 |
2.893 |
2.432 |
0.461 |
16.0% |
0.080 |
2.8% |
99% |
True |
False |
45,748 |
| 40 |
2.893 |
2.195 |
0.698 |
24.2% |
0.072 |
2.5% |
99% |
True |
False |
35,843 |
| 60 |
2.893 |
2.183 |
0.710 |
24.6% |
0.072 |
2.5% |
99% |
True |
False |
30,986 |
| 80 |
2.893 |
2.009 |
0.884 |
30.6% |
0.072 |
2.5% |
99% |
True |
False |
26,585 |
| 100 |
2.893 |
2.009 |
0.884 |
30.6% |
0.069 |
2.4% |
99% |
True |
False |
23,279 |
| 120 |
2.893 |
2.009 |
0.884 |
30.6% |
0.068 |
2.4% |
99% |
True |
False |
20,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.509 |
|
2.618 |
3.273 |
|
1.618 |
3.128 |
|
1.000 |
3.038 |
|
0.618 |
2.983 |
|
HIGH |
2.893 |
|
0.618 |
2.838 |
|
0.500 |
2.821 |
|
0.382 |
2.803 |
|
LOW |
2.748 |
|
0.618 |
2.658 |
|
1.000 |
2.603 |
|
1.618 |
2.513 |
|
2.618 |
2.368 |
|
4.250 |
2.132 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.866 |
2.851 |
| PP |
2.843 |
2.814 |
| S1 |
2.821 |
2.778 |
|