NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.829 |
2.852 |
0.023 |
0.8% |
2.749 |
| High |
2.870 |
2.865 |
-0.005 |
-0.2% |
2.784 |
| Low |
2.810 |
2.753 |
-0.057 |
-2.0% |
2.682 |
| Close |
2.856 |
2.773 |
-0.083 |
-2.9% |
2.742 |
| Range |
0.060 |
0.112 |
0.052 |
86.7% |
0.102 |
| ATR |
0.071 |
0.074 |
0.003 |
4.2% |
0.000 |
| Volume |
32,490 |
36,000 |
3,510 |
10.8% |
165,844 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.133 |
3.065 |
2.835 |
|
| R3 |
3.021 |
2.953 |
2.804 |
|
| R2 |
2.909 |
2.909 |
2.794 |
|
| R1 |
2.841 |
2.841 |
2.783 |
2.819 |
| PP |
2.797 |
2.797 |
2.797 |
2.786 |
| S1 |
2.729 |
2.729 |
2.763 |
2.707 |
| S2 |
2.685 |
2.685 |
2.752 |
|
| S3 |
2.573 |
2.617 |
2.742 |
|
| S4 |
2.461 |
2.505 |
2.711 |
|
|
| 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 |
2.870 |
2.682 |
0.188 |
6.8% |
0.080 |
2.9% |
48% |
False |
False |
32,764 |
| 10 |
2.870 |
2.650 |
0.220 |
7.9% |
0.078 |
2.8% |
56% |
False |
False |
40,576 |
| 20 |
2.870 |
2.358 |
0.512 |
18.5% |
0.072 |
2.6% |
81% |
False |
False |
38,589 |
| 40 |
2.870 |
2.277 |
0.593 |
21.4% |
0.067 |
2.4% |
84% |
False |
False |
32,520 |
| 60 |
2.870 |
2.236 |
0.634 |
22.9% |
0.068 |
2.4% |
85% |
False |
False |
29,172 |
| 80 |
2.870 |
2.052 |
0.818 |
29.5% |
0.068 |
2.5% |
88% |
False |
False |
27,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.341 |
|
2.618 |
3.158 |
|
1.618 |
3.046 |
|
1.000 |
2.977 |
|
0.618 |
2.934 |
|
HIGH |
2.865 |
|
0.618 |
2.822 |
|
0.500 |
2.809 |
|
0.382 |
2.796 |
|
LOW |
2.753 |
|
0.618 |
2.684 |
|
1.000 |
2.641 |
|
1.618 |
2.572 |
|
2.618 |
2.460 |
|
4.250 |
2.277 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.809 |
2.812 |
| PP |
2.797 |
2.799 |
| S1 |
2.785 |
2.786 |
|