NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.951 |
2.929 |
-0.022 |
-0.7% |
2.799 |
| High |
2.957 |
2.962 |
0.005 |
0.2% |
2.975 |
| Low |
2.899 |
2.906 |
0.007 |
0.2% |
2.763 |
| Close |
2.909 |
2.919 |
0.010 |
0.3% |
2.909 |
| Range |
0.058 |
0.056 |
-0.002 |
-3.4% |
0.212 |
| ATR |
0.064 |
0.063 |
-0.001 |
-0.9% |
0.000 |
| Volume |
15,536 |
16,464 |
928 |
6.0% |
100,529 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.097 |
3.064 |
2.950 |
|
| R3 |
3.041 |
3.008 |
2.934 |
|
| R2 |
2.985 |
2.985 |
2.929 |
|
| R1 |
2.952 |
2.952 |
2.924 |
2.941 |
| PP |
2.929 |
2.929 |
2.929 |
2.923 |
| S1 |
2.896 |
2.896 |
2.914 |
2.885 |
| S2 |
2.873 |
2.873 |
2.909 |
|
| S3 |
2.817 |
2.840 |
2.904 |
|
| S4 |
2.761 |
2.784 |
2.888 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.518 |
3.426 |
3.026 |
|
| R3 |
3.306 |
3.214 |
2.967 |
|
| R2 |
3.094 |
3.094 |
2.948 |
|
| R1 |
3.002 |
3.002 |
2.928 |
3.048 |
| PP |
2.882 |
2.882 |
2.882 |
2.906 |
| S1 |
2.790 |
2.790 |
2.890 |
2.836 |
| S2 |
2.670 |
2.670 |
2.870 |
|
| S3 |
2.458 |
2.578 |
2.851 |
|
| S4 |
2.246 |
2.366 |
2.792 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.975 |
2.782 |
0.193 |
6.6% |
0.073 |
2.5% |
71% |
False |
False |
20,616 |
| 10 |
2.975 |
2.651 |
0.324 |
11.1% |
0.064 |
2.2% |
83% |
False |
False |
16,996 |
| 20 |
2.975 |
2.460 |
0.515 |
17.6% |
0.062 |
2.1% |
89% |
False |
False |
12,852 |
| 40 |
2.975 |
2.460 |
0.515 |
17.6% |
0.060 |
2.1% |
89% |
False |
False |
11,089 |
| 60 |
2.975 |
2.398 |
0.577 |
19.8% |
0.059 |
2.0% |
90% |
False |
False |
9,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.200 |
|
2.618 |
3.109 |
|
1.618 |
3.053 |
|
1.000 |
3.018 |
|
0.618 |
2.997 |
|
HIGH |
2.962 |
|
0.618 |
2.941 |
|
0.500 |
2.934 |
|
0.382 |
2.927 |
|
LOW |
2.906 |
|
0.618 |
2.871 |
|
1.000 |
2.850 |
|
1.618 |
2.815 |
|
2.618 |
2.759 |
|
4.250 |
2.668 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.934 |
2.915 |
| PP |
2.929 |
2.912 |
| S1 |
2.924 |
2.908 |
|