NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.798 |
2.910 |
0.112 |
4.0% |
2.760 |
| High |
2.932 |
2.994 |
0.062 |
2.1% |
2.870 |
| Low |
2.790 |
2.880 |
0.090 |
3.2% |
2.716 |
| Close |
2.927 |
2.895 |
-0.032 |
-1.1% |
2.753 |
| Range |
0.142 |
0.114 |
-0.028 |
-19.7% |
0.154 |
| ATR |
0.081 |
0.084 |
0.002 |
2.9% |
0.000 |
| Volume |
53,121 |
49,991 |
-3,130 |
-5.9% |
169,261 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.265 |
3.194 |
2.958 |
|
| R3 |
3.151 |
3.080 |
2.926 |
|
| R2 |
3.037 |
3.037 |
2.916 |
|
| R1 |
2.966 |
2.966 |
2.905 |
2.945 |
| PP |
2.923 |
2.923 |
2.923 |
2.912 |
| S1 |
2.852 |
2.852 |
2.885 |
2.831 |
| S2 |
2.809 |
2.809 |
2.874 |
|
| S3 |
2.695 |
2.738 |
2.864 |
|
| S4 |
2.581 |
2.624 |
2.832 |
|
|
| 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 |
2.994 |
2.716 |
0.278 |
9.6% |
0.104 |
3.6% |
64% |
True |
False |
38,557 |
| 10 |
2.994 |
2.682 |
0.312 |
10.8% |
0.092 |
3.2% |
68% |
True |
False |
35,661 |
| 20 |
2.994 |
2.560 |
0.434 |
15.0% |
0.080 |
2.8% |
77% |
True |
False |
38,667 |
| 40 |
2.994 |
2.277 |
0.717 |
24.8% |
0.072 |
2.5% |
86% |
True |
False |
32,988 |
| 60 |
2.994 |
2.236 |
0.758 |
26.2% |
0.070 |
2.4% |
87% |
True |
False |
30,466 |
| 80 |
2.994 |
2.070 |
0.924 |
31.9% |
0.070 |
2.4% |
89% |
True |
False |
27,795 |
| 100 |
2.994 |
2.049 |
0.945 |
32.6% |
0.068 |
2.4% |
90% |
True |
False |
26,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.479 |
|
2.618 |
3.292 |
|
1.618 |
3.178 |
|
1.000 |
3.108 |
|
0.618 |
3.064 |
|
HIGH |
2.994 |
|
0.618 |
2.950 |
|
0.500 |
2.937 |
|
0.382 |
2.924 |
|
LOW |
2.880 |
|
0.618 |
2.810 |
|
1.000 |
2.766 |
|
1.618 |
2.696 |
|
2.618 |
2.582 |
|
4.250 |
2.396 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.937 |
2.882 |
| PP |
2.923 |
2.870 |
| S1 |
2.909 |
2.857 |
|