NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.929 |
2.903 |
-0.026 |
-0.9% |
2.799 |
| High |
2.962 |
2.915 |
-0.047 |
-1.6% |
2.975 |
| Low |
2.906 |
2.868 |
-0.038 |
-1.3% |
2.763 |
| Close |
2.919 |
2.893 |
-0.026 |
-0.9% |
2.909 |
| Range |
0.056 |
0.047 |
-0.009 |
-16.1% |
0.212 |
| ATR |
0.063 |
0.063 |
-0.001 |
-1.4% |
0.000 |
| Volume |
16,464 |
17,301 |
837 |
5.1% |
100,529 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.033 |
3.010 |
2.919 |
|
| R3 |
2.986 |
2.963 |
2.906 |
|
| R2 |
2.939 |
2.939 |
2.902 |
|
| R1 |
2.916 |
2.916 |
2.897 |
2.904 |
| PP |
2.892 |
2.892 |
2.892 |
2.886 |
| S1 |
2.869 |
2.869 |
2.889 |
2.857 |
| S2 |
2.845 |
2.845 |
2.884 |
|
| S3 |
2.798 |
2.822 |
2.880 |
|
| S4 |
2.751 |
2.775 |
2.867 |
|
|
| 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 |
2.840 |
0.135 |
4.7% |
0.067 |
2.3% |
39% |
False |
False |
19,933 |
| 10 |
2.975 |
2.712 |
0.263 |
9.1% |
0.060 |
2.1% |
69% |
False |
False |
17,329 |
| 20 |
2.975 |
2.460 |
0.515 |
17.8% |
0.062 |
2.2% |
84% |
False |
False |
13,138 |
| 40 |
2.975 |
2.460 |
0.515 |
17.8% |
0.060 |
2.1% |
84% |
False |
False |
11,374 |
| 60 |
2.975 |
2.398 |
0.577 |
19.9% |
0.059 |
2.0% |
86% |
False |
False |
9,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.115 |
|
2.618 |
3.038 |
|
1.618 |
2.991 |
|
1.000 |
2.962 |
|
0.618 |
2.944 |
|
HIGH |
2.915 |
|
0.618 |
2.897 |
|
0.500 |
2.892 |
|
0.382 |
2.886 |
|
LOW |
2.868 |
|
0.618 |
2.839 |
|
1.000 |
2.821 |
|
1.618 |
2.792 |
|
2.618 |
2.745 |
|
4.250 |
2.668 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.893 |
2.915 |
| PP |
2.892 |
2.908 |
| S1 |
2.892 |
2.900 |
|