NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.903 |
2.888 |
-0.015 |
-0.5% |
2.799 |
| High |
2.915 |
2.908 |
-0.007 |
-0.2% |
2.975 |
| Low |
2.868 |
2.863 |
-0.005 |
-0.2% |
2.763 |
| Close |
2.893 |
2.873 |
-0.020 |
-0.7% |
2.909 |
| Range |
0.047 |
0.045 |
-0.002 |
-4.3% |
0.212 |
| ATR |
0.063 |
0.061 |
-0.001 |
-2.0% |
0.000 |
| Volume |
17,301 |
13,228 |
-4,073 |
-23.5% |
100,529 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.016 |
2.990 |
2.898 |
|
| R3 |
2.971 |
2.945 |
2.885 |
|
| R2 |
2.926 |
2.926 |
2.881 |
|
| R1 |
2.900 |
2.900 |
2.877 |
2.891 |
| PP |
2.881 |
2.881 |
2.881 |
2.877 |
| S1 |
2.855 |
2.855 |
2.869 |
2.846 |
| S2 |
2.836 |
2.836 |
2.865 |
|
| S3 |
2.791 |
2.810 |
2.861 |
|
| S4 |
2.746 |
2.765 |
2.848 |
|
|
| 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 |
2.841 |
0.134 |
4.7% |
0.068 |
2.4% |
24% |
False |
False |
19,241 |
| 10 |
2.975 |
2.740 |
0.235 |
8.2% |
0.060 |
2.1% |
57% |
False |
False |
17,205 |
| 20 |
2.975 |
2.460 |
0.515 |
17.9% |
0.063 |
2.2% |
80% |
False |
False |
13,282 |
| 40 |
2.975 |
2.460 |
0.515 |
17.9% |
0.059 |
2.1% |
80% |
False |
False |
11,329 |
| 60 |
2.975 |
2.399 |
0.576 |
20.0% |
0.059 |
2.0% |
82% |
False |
False |
9,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.099 |
|
2.618 |
3.026 |
|
1.618 |
2.981 |
|
1.000 |
2.953 |
|
0.618 |
2.936 |
|
HIGH |
2.908 |
|
0.618 |
2.891 |
|
0.500 |
2.886 |
|
0.382 |
2.880 |
|
LOW |
2.863 |
|
0.618 |
2.835 |
|
1.000 |
2.818 |
|
1.618 |
2.790 |
|
2.618 |
2.745 |
|
4.250 |
2.672 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.886 |
2.913 |
| PP |
2.881 |
2.899 |
| S1 |
2.877 |
2.886 |
|