NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.859 |
2.922 |
0.063 |
2.2% |
2.680 |
| High |
2.935 |
2.990 |
0.055 |
1.9% |
2.990 |
| Low |
2.844 |
2.883 |
0.039 |
1.4% |
2.675 |
| Close |
2.918 |
2.981 |
0.063 |
2.2% |
2.981 |
| Range |
0.091 |
0.107 |
0.016 |
17.6% |
0.315 |
| ATR |
0.088 |
0.089 |
0.001 |
1.6% |
0.000 |
| Volume |
61,166 |
46,312 |
-14,854 |
-24.3% |
264,966 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.272 |
3.234 |
3.040 |
|
| R3 |
3.165 |
3.127 |
3.010 |
|
| R2 |
3.058 |
3.058 |
3.001 |
|
| R1 |
3.020 |
3.020 |
2.991 |
3.039 |
| PP |
2.951 |
2.951 |
2.951 |
2.961 |
| S1 |
2.913 |
2.913 |
2.971 |
2.932 |
| S2 |
2.844 |
2.844 |
2.961 |
|
| S3 |
2.737 |
2.806 |
2.952 |
|
| S4 |
2.630 |
2.699 |
2.922 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.827 |
3.719 |
3.154 |
|
| R3 |
3.512 |
3.404 |
3.068 |
|
| R2 |
3.197 |
3.197 |
3.039 |
|
| R1 |
3.089 |
3.089 |
3.010 |
3.143 |
| PP |
2.882 |
2.882 |
2.882 |
2.909 |
| S1 |
2.774 |
2.774 |
2.952 |
2.828 |
| S2 |
2.567 |
2.567 |
2.923 |
|
| S3 |
2.252 |
2.459 |
2.894 |
|
| S4 |
1.937 |
2.144 |
2.808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.990 |
2.675 |
0.315 |
10.6% |
0.111 |
3.7% |
97% |
True |
False |
52,993 |
| 10 |
2.990 |
2.662 |
0.328 |
11.0% |
0.101 |
3.4% |
97% |
True |
False |
43,939 |
| 20 |
2.990 |
2.518 |
0.472 |
15.8% |
0.087 |
2.9% |
98% |
True |
False |
48,844 |
| 40 |
2.990 |
2.195 |
0.795 |
26.7% |
0.075 |
2.5% |
99% |
True |
False |
38,479 |
| 60 |
2.990 |
2.191 |
0.799 |
26.8% |
0.074 |
2.5% |
99% |
True |
False |
32,954 |
| 80 |
2.990 |
2.102 |
0.888 |
29.8% |
0.074 |
2.5% |
99% |
True |
False |
28,079 |
| 100 |
2.990 |
2.009 |
0.981 |
32.9% |
0.071 |
2.4% |
99% |
True |
False |
24,759 |
| 120 |
2.990 |
2.009 |
0.981 |
32.9% |
0.069 |
2.3% |
99% |
True |
False |
21,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.445 |
|
2.618 |
3.270 |
|
1.618 |
3.163 |
|
1.000 |
3.097 |
|
0.618 |
3.056 |
|
HIGH |
2.990 |
|
0.618 |
2.949 |
|
0.500 |
2.937 |
|
0.382 |
2.924 |
|
LOW |
2.883 |
|
0.618 |
2.817 |
|
1.000 |
2.776 |
|
1.618 |
2.710 |
|
2.618 |
2.603 |
|
4.250 |
2.428 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.966 |
2.959 |
| PP |
2.951 |
2.937 |
| S1 |
2.937 |
2.915 |
|