NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.795 |
2.734 |
-0.061 |
-2.2% |
2.760 |
| High |
2.795 |
2.810 |
0.015 |
0.5% |
2.870 |
| Low |
2.722 |
2.720 |
-0.002 |
-0.1% |
2.716 |
| Close |
2.753 |
2.788 |
0.035 |
1.3% |
2.753 |
| Range |
0.073 |
0.090 |
0.017 |
23.3% |
0.154 |
| ATR |
0.075 |
0.076 |
0.001 |
1.4% |
0.000 |
| Volume |
28,934 |
27,401 |
-1,533 |
-5.3% |
169,261 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.043 |
3.005 |
2.838 |
|
| R3 |
2.953 |
2.915 |
2.813 |
|
| R2 |
2.863 |
2.863 |
2.805 |
|
| R1 |
2.825 |
2.825 |
2.796 |
2.844 |
| PP |
2.773 |
2.773 |
2.773 |
2.782 |
| S1 |
2.735 |
2.735 |
2.780 |
2.754 |
| S2 |
2.683 |
2.683 |
2.772 |
|
| S3 |
2.593 |
2.645 |
2.763 |
|
| S4 |
2.503 |
2.555 |
2.739 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.242 |
3.151 |
2.838 |
|
| R3 |
3.088 |
2.997 |
2.795 |
|
| R2 |
2.934 |
2.934 |
2.781 |
|
| R1 |
2.843 |
2.843 |
2.767 |
2.812 |
| PP |
2.780 |
2.780 |
2.780 |
2.764 |
| S1 |
2.689 |
2.689 |
2.739 |
2.658 |
| S2 |
2.626 |
2.626 |
2.725 |
|
| S3 |
2.472 |
2.535 |
2.711 |
|
| S4 |
2.318 |
2.381 |
2.668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.870 |
2.716 |
0.154 |
5.5% |
0.087 |
3.1% |
47% |
False |
False |
31,633 |
| 10 |
2.870 |
2.682 |
0.188 |
6.7% |
0.076 |
2.7% |
56% |
False |
False |
32,115 |
| 20 |
2.870 |
2.430 |
0.440 |
15.8% |
0.075 |
2.7% |
81% |
False |
False |
37,717 |
| 40 |
2.870 |
2.277 |
0.593 |
21.3% |
0.068 |
2.4% |
86% |
False |
False |
31,631 |
| 60 |
2.870 |
2.236 |
0.634 |
22.7% |
0.069 |
2.5% |
87% |
False |
False |
29,435 |
| 80 |
2.870 |
2.052 |
0.818 |
29.3% |
0.069 |
2.5% |
90% |
False |
False |
27,074 |
| 100 |
2.870 |
2.049 |
0.821 |
29.4% |
0.067 |
2.4% |
90% |
False |
False |
25,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.193 |
|
2.618 |
3.046 |
|
1.618 |
2.956 |
|
1.000 |
2.900 |
|
0.618 |
2.866 |
|
HIGH |
2.810 |
|
0.618 |
2.776 |
|
0.500 |
2.765 |
|
0.382 |
2.754 |
|
LOW |
2.720 |
|
0.618 |
2.664 |
|
1.000 |
2.630 |
|
1.618 |
2.574 |
|
2.618 |
2.484 |
|
4.250 |
2.338 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.780 |
2.781 |
| PP |
2.773 |
2.773 |
| S1 |
2.765 |
2.766 |
|