NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.768 |
2.749 |
-0.019 |
-0.7% |
2.627 |
| High |
2.782 |
2.784 |
0.002 |
0.1% |
2.802 |
| Low |
2.713 |
2.729 |
0.016 |
0.6% |
2.591 |
| Close |
2.722 |
2.747 |
0.025 |
0.9% |
2.722 |
| Range |
0.069 |
0.055 |
-0.014 |
-20.3% |
0.211 |
| ATR |
0.073 |
0.072 |
-0.001 |
-1.0% |
0.000 |
| Volume |
58,410 |
41,355 |
-17,055 |
-29.2% |
248,403 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.918 |
2.888 |
2.777 |
|
| R3 |
2.863 |
2.833 |
2.762 |
|
| R2 |
2.808 |
2.808 |
2.757 |
|
| R1 |
2.778 |
2.778 |
2.752 |
2.766 |
| PP |
2.753 |
2.753 |
2.753 |
2.747 |
| S1 |
2.723 |
2.723 |
2.742 |
2.711 |
| S2 |
2.698 |
2.698 |
2.737 |
|
| S3 |
2.643 |
2.668 |
2.732 |
|
| S4 |
2.588 |
2.613 |
2.717 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.338 |
3.241 |
2.838 |
|
| R3 |
3.127 |
3.030 |
2.780 |
|
| R2 |
2.916 |
2.916 |
2.761 |
|
| R1 |
2.819 |
2.819 |
2.741 |
2.868 |
| PP |
2.705 |
2.705 |
2.705 |
2.729 |
| S1 |
2.608 |
2.608 |
2.703 |
2.657 |
| S2 |
2.494 |
2.494 |
2.683 |
|
| S3 |
2.283 |
2.397 |
2.664 |
|
| S4 |
2.072 |
2.186 |
2.606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.802 |
2.609 |
0.193 |
7.0% |
0.080 |
2.9% |
72% |
False |
False |
52,425 |
| 10 |
2.802 |
2.430 |
0.372 |
13.5% |
0.075 |
2.7% |
85% |
False |
False |
43,320 |
| 20 |
2.802 |
2.277 |
0.525 |
19.1% |
0.070 |
2.5% |
90% |
False |
False |
35,591 |
| 40 |
2.802 |
2.254 |
0.548 |
19.9% |
0.069 |
2.5% |
90% |
False |
False |
31,297 |
| 60 |
2.802 |
2.201 |
0.601 |
21.9% |
0.068 |
2.5% |
91% |
False |
False |
27,464 |
| 80 |
2.802 |
2.049 |
0.753 |
27.4% |
0.067 |
2.4% |
93% |
False |
False |
26,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.018 |
|
2.618 |
2.928 |
|
1.618 |
2.873 |
|
1.000 |
2.839 |
|
0.618 |
2.818 |
|
HIGH |
2.784 |
|
0.618 |
2.763 |
|
0.500 |
2.757 |
|
0.382 |
2.750 |
|
LOW |
2.729 |
|
0.618 |
2.695 |
|
1.000 |
2.674 |
|
1.618 |
2.640 |
|
2.618 |
2.585 |
|
4.250 |
2.495 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.757 |
2.740 |
| PP |
2.753 |
2.733 |
| S1 |
2.750 |
2.726 |
|