NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.749 |
2.750 |
0.001 |
0.0% |
2.627 |
| High |
2.784 |
2.755 |
-0.029 |
-1.0% |
2.802 |
| Low |
2.729 |
2.700 |
-0.029 |
-1.1% |
2.591 |
| Close |
2.747 |
2.743 |
-0.004 |
-0.1% |
2.722 |
| Range |
0.055 |
0.055 |
0.000 |
0.0% |
0.211 |
| ATR |
0.072 |
0.071 |
-0.001 |
-1.7% |
0.000 |
| Volume |
41,355 |
38,888 |
-2,467 |
-6.0% |
248,403 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.898 |
2.875 |
2.773 |
|
| R3 |
2.843 |
2.820 |
2.758 |
|
| R2 |
2.788 |
2.788 |
2.753 |
|
| R1 |
2.765 |
2.765 |
2.748 |
2.749 |
| PP |
2.733 |
2.733 |
2.733 |
2.725 |
| S1 |
2.710 |
2.710 |
2.738 |
2.694 |
| S2 |
2.678 |
2.678 |
2.733 |
|
| S3 |
2.623 |
2.655 |
2.728 |
|
| S4 |
2.568 |
2.600 |
2.713 |
|
|
| 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 |
2.650 |
0.152 |
5.5% |
0.076 |
2.8% |
61% |
False |
False |
51,096 |
| 10 |
2.802 |
2.524 |
0.278 |
10.1% |
0.069 |
2.5% |
79% |
False |
False |
43,244 |
| 20 |
2.802 |
2.277 |
0.525 |
19.1% |
0.070 |
2.5% |
89% |
False |
False |
36,173 |
| 40 |
2.802 |
2.277 |
0.525 |
19.1% |
0.069 |
2.5% |
89% |
False |
False |
31,885 |
| 60 |
2.802 |
2.201 |
0.601 |
21.9% |
0.068 |
2.5% |
90% |
False |
False |
27,826 |
| 80 |
2.802 |
2.049 |
0.753 |
27.5% |
0.067 |
2.4% |
92% |
False |
False |
26,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.989 |
|
2.618 |
2.899 |
|
1.618 |
2.844 |
|
1.000 |
2.810 |
|
0.618 |
2.789 |
|
HIGH |
2.755 |
|
0.618 |
2.734 |
|
0.500 |
2.728 |
|
0.382 |
2.721 |
|
LOW |
2.700 |
|
0.618 |
2.666 |
|
1.000 |
2.645 |
|
1.618 |
2.611 |
|
2.618 |
2.556 |
|
4.250 |
2.466 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.738 |
2.743 |
| PP |
2.733 |
2.742 |
| S1 |
2.728 |
2.742 |
|