NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.752 |
2.874 |
0.122 |
4.4% |
2.707 |
| High |
2.893 |
2.964 |
0.071 |
2.5% |
2.827 |
| Low |
2.748 |
2.840 |
0.092 |
3.3% |
2.662 |
| Close |
2.888 |
2.858 |
-0.030 |
-1.0% |
2.702 |
| Range |
0.145 |
0.124 |
-0.021 |
-14.5% |
0.165 |
| ATR |
0.084 |
0.087 |
0.003 |
3.3% |
0.000 |
| Volume |
66,099 |
60,249 |
-5,850 |
-8.9% |
174,424 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.259 |
3.183 |
2.926 |
|
| R3 |
3.135 |
3.059 |
2.892 |
|
| R2 |
3.011 |
3.011 |
2.881 |
|
| R1 |
2.935 |
2.935 |
2.869 |
2.911 |
| PP |
2.887 |
2.887 |
2.887 |
2.876 |
| S1 |
2.811 |
2.811 |
2.847 |
2.787 |
| S2 |
2.763 |
2.763 |
2.835 |
|
| S3 |
2.639 |
2.687 |
2.824 |
|
| S4 |
2.515 |
2.563 |
2.790 |
|
|
| 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 |
2.964 |
2.662 |
0.302 |
10.6% |
0.107 |
3.8% |
65% |
True |
False |
45,462 |
| 10 |
2.964 |
2.632 |
0.332 |
11.6% |
0.095 |
3.3% |
68% |
True |
False |
39,185 |
| 20 |
2.964 |
2.484 |
0.480 |
16.8% |
0.083 |
2.9% |
78% |
True |
False |
46,517 |
| 40 |
2.964 |
2.195 |
0.769 |
26.9% |
0.074 |
2.6% |
86% |
True |
False |
36,854 |
| 60 |
2.964 |
2.183 |
0.781 |
27.3% |
0.073 |
2.6% |
86% |
True |
False |
31,779 |
| 80 |
2.964 |
2.030 |
0.934 |
32.7% |
0.073 |
2.5% |
89% |
True |
False |
27,081 |
| 100 |
2.964 |
2.009 |
0.955 |
33.4% |
0.070 |
2.4% |
89% |
True |
False |
23,820 |
| 120 |
2.964 |
2.009 |
0.955 |
33.4% |
0.069 |
2.4% |
89% |
True |
False |
20,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.491 |
|
2.618 |
3.289 |
|
1.618 |
3.165 |
|
1.000 |
3.088 |
|
0.618 |
3.041 |
|
HIGH |
2.964 |
|
0.618 |
2.917 |
|
0.500 |
2.902 |
|
0.382 |
2.887 |
|
LOW |
2.840 |
|
0.618 |
2.763 |
|
1.000 |
2.716 |
|
1.618 |
2.639 |
|
2.618 |
2.515 |
|
4.250 |
2.313 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.902 |
2.845 |
| PP |
2.887 |
2.832 |
| S1 |
2.873 |
2.820 |
|