NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.734 |
2.798 |
0.064 |
2.3% |
2.760 |
| High |
2.810 |
2.932 |
0.122 |
4.3% |
2.870 |
| Low |
2.720 |
2.790 |
0.070 |
2.6% |
2.716 |
| Close |
2.788 |
2.927 |
0.139 |
5.0% |
2.753 |
| Range |
0.090 |
0.142 |
0.052 |
57.8% |
0.154 |
| ATR |
0.076 |
0.081 |
0.005 |
6.3% |
0.000 |
| Volume |
27,401 |
53,121 |
25,720 |
93.9% |
169,261 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.309 |
3.260 |
3.005 |
|
| R3 |
3.167 |
3.118 |
2.966 |
|
| R2 |
3.025 |
3.025 |
2.953 |
|
| R1 |
2.976 |
2.976 |
2.940 |
3.001 |
| PP |
2.883 |
2.883 |
2.883 |
2.895 |
| S1 |
2.834 |
2.834 |
2.914 |
2.859 |
| S2 |
2.741 |
2.741 |
2.901 |
|
| S3 |
2.599 |
2.692 |
2.888 |
|
| S4 |
2.457 |
2.550 |
2.849 |
|
|
| 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 |
2.932 |
2.716 |
0.216 |
7.4% |
0.103 |
3.5% |
98% |
True |
False |
35,759 |
| 10 |
2.932 |
2.682 |
0.250 |
8.5% |
0.085 |
2.9% |
98% |
True |
False |
33,538 |
| 20 |
2.932 |
2.524 |
0.408 |
13.9% |
0.077 |
2.6% |
99% |
True |
False |
38,391 |
| 40 |
2.932 |
2.277 |
0.655 |
22.4% |
0.070 |
2.4% |
99% |
True |
False |
32,291 |
| 60 |
2.932 |
2.236 |
0.696 |
23.8% |
0.070 |
2.4% |
99% |
True |
False |
29,925 |
| 80 |
2.932 |
2.052 |
0.880 |
30.1% |
0.070 |
2.4% |
99% |
True |
False |
27,464 |
| 100 |
2.932 |
2.049 |
0.883 |
30.2% |
0.068 |
2.3% |
99% |
True |
False |
26,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.536 |
|
2.618 |
3.304 |
|
1.618 |
3.162 |
|
1.000 |
3.074 |
|
0.618 |
3.020 |
|
HIGH |
2.932 |
|
0.618 |
2.878 |
|
0.500 |
2.861 |
|
0.382 |
2.844 |
|
LOW |
2.790 |
|
0.618 |
2.702 |
|
1.000 |
2.648 |
|
1.618 |
2.560 |
|
2.618 |
2.418 |
|
4.250 |
2.187 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.905 |
2.893 |
| PP |
2.883 |
2.860 |
| S1 |
2.861 |
2.826 |
|