NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.708 |
2.760 |
0.052 |
1.9% |
2.749 |
| High |
2.761 |
2.848 |
0.087 |
3.2% |
2.784 |
| Low |
2.691 |
2.760 |
0.069 |
2.6% |
2.682 |
| Close |
2.742 |
2.843 |
0.101 |
3.7% |
2.742 |
| Range |
0.070 |
0.088 |
0.018 |
25.7% |
0.102 |
| ATR |
0.069 |
0.072 |
0.003 |
3.8% |
0.000 |
| Volume |
24,093 |
38,496 |
14,403 |
59.8% |
165,844 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.081 |
3.050 |
2.891 |
|
| R3 |
2.993 |
2.962 |
2.867 |
|
| R2 |
2.905 |
2.905 |
2.859 |
|
| R1 |
2.874 |
2.874 |
2.851 |
2.890 |
| PP |
2.817 |
2.817 |
2.817 |
2.825 |
| S1 |
2.786 |
2.786 |
2.835 |
2.802 |
| S2 |
2.729 |
2.729 |
2.827 |
|
| S3 |
2.641 |
2.698 |
2.819 |
|
| S4 |
2.553 |
2.610 |
2.795 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.042 |
2.994 |
2.798 |
|
| R3 |
2.940 |
2.892 |
2.770 |
|
| R2 |
2.838 |
2.838 |
2.761 |
|
| R1 |
2.790 |
2.790 |
2.751 |
2.763 |
| PP |
2.736 |
2.736 |
2.736 |
2.723 |
| S1 |
2.688 |
2.688 |
2.733 |
2.661 |
| S2 |
2.634 |
2.634 |
2.723 |
|
| S3 |
2.532 |
2.586 |
2.714 |
|
| S4 |
2.430 |
2.484 |
2.686 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.848 |
2.682 |
0.166 |
5.8% |
0.065 |
2.3% |
97% |
True |
False |
32,597 |
| 10 |
2.848 |
2.609 |
0.239 |
8.4% |
0.073 |
2.6% |
98% |
True |
False |
42,511 |
| 20 |
2.848 |
2.358 |
0.490 |
17.2% |
0.070 |
2.4% |
99% |
True |
False |
37,317 |
| 40 |
2.848 |
2.277 |
0.571 |
20.1% |
0.067 |
2.4% |
99% |
True |
False |
31,751 |
| 60 |
2.848 |
2.206 |
0.642 |
22.6% |
0.068 |
2.4% |
99% |
True |
False |
28,728 |
| 80 |
2.848 |
2.049 |
0.799 |
28.1% |
0.068 |
2.4% |
99% |
True |
False |
27,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.222 |
|
2.618 |
3.078 |
|
1.618 |
2.990 |
|
1.000 |
2.936 |
|
0.618 |
2.902 |
|
HIGH |
2.848 |
|
0.618 |
2.814 |
|
0.500 |
2.804 |
|
0.382 |
2.794 |
|
LOW |
2.760 |
|
0.618 |
2.706 |
|
1.000 |
2.672 |
|
1.618 |
2.618 |
|
2.618 |
2.530 |
|
4.250 |
2.386 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.830 |
2.817 |
| PP |
2.817 |
2.791 |
| S1 |
2.804 |
2.765 |
|