NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.874 |
2.859 |
-0.015 |
-0.5% |
2.707 |
| High |
2.964 |
2.935 |
-0.029 |
-1.0% |
2.827 |
| Low |
2.840 |
2.844 |
0.004 |
0.1% |
2.662 |
| Close |
2.858 |
2.918 |
0.060 |
2.1% |
2.702 |
| Range |
0.124 |
0.091 |
-0.033 |
-26.6% |
0.165 |
| ATR |
0.087 |
0.088 |
0.000 |
0.3% |
0.000 |
| Volume |
60,249 |
61,166 |
917 |
1.5% |
174,424 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.172 |
3.136 |
2.968 |
|
| R3 |
3.081 |
3.045 |
2.943 |
|
| R2 |
2.990 |
2.990 |
2.935 |
|
| R1 |
2.954 |
2.954 |
2.926 |
2.972 |
| PP |
2.899 |
2.899 |
2.899 |
2.908 |
| S1 |
2.863 |
2.863 |
2.910 |
2.881 |
| S2 |
2.808 |
2.808 |
2.901 |
|
| S3 |
2.717 |
2.772 |
2.893 |
|
| S4 |
2.626 |
2.681 |
2.868 |
|
|
| 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 |
10.3% |
0.106 |
3.6% |
85% |
False |
False |
49,668 |
| 10 |
2.964 |
2.638 |
0.326 |
11.2% |
0.097 |
3.3% |
86% |
False |
False |
42,568 |
| 20 |
2.964 |
2.505 |
0.459 |
15.7% |
0.084 |
2.9% |
90% |
False |
False |
47,845 |
| 40 |
2.964 |
2.195 |
0.769 |
26.4% |
0.075 |
2.6% |
94% |
False |
False |
37,814 |
| 60 |
2.964 |
2.183 |
0.781 |
26.8% |
0.074 |
2.5% |
94% |
False |
False |
32,562 |
| 80 |
2.964 |
2.063 |
0.901 |
30.9% |
0.073 |
2.5% |
95% |
False |
False |
27,684 |
| 100 |
2.964 |
2.009 |
0.955 |
32.7% |
0.070 |
2.4% |
95% |
False |
False |
24,351 |
| 120 |
2.964 |
2.009 |
0.955 |
32.7% |
0.069 |
2.4% |
95% |
False |
False |
21,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.322 |
|
2.618 |
3.173 |
|
1.618 |
3.082 |
|
1.000 |
3.026 |
|
0.618 |
2.991 |
|
HIGH |
2.935 |
|
0.618 |
2.900 |
|
0.500 |
2.890 |
|
0.382 |
2.879 |
|
LOW |
2.844 |
|
0.618 |
2.788 |
|
1.000 |
2.753 |
|
1.618 |
2.697 |
|
2.618 |
2.606 |
|
4.250 |
2.457 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.909 |
2.897 |
| PP |
2.899 |
2.877 |
| S1 |
2.890 |
2.856 |
|