NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.888 |
2.882 |
-0.006 |
-0.2% |
2.799 |
| High |
2.908 |
2.887 |
-0.021 |
-0.7% |
2.975 |
| Low |
2.863 |
2.838 |
-0.025 |
-0.9% |
2.763 |
| Close |
2.873 |
2.855 |
-0.018 |
-0.6% |
2.909 |
| Range |
0.045 |
0.049 |
0.004 |
8.9% |
0.212 |
| ATR |
0.061 |
0.060 |
-0.001 |
-1.4% |
0.000 |
| Volume |
13,228 |
14,722 |
1,494 |
11.3% |
100,529 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.007 |
2.980 |
2.882 |
|
| R3 |
2.958 |
2.931 |
2.868 |
|
| R2 |
2.909 |
2.909 |
2.864 |
|
| R1 |
2.882 |
2.882 |
2.859 |
2.871 |
| PP |
2.860 |
2.860 |
2.860 |
2.855 |
| S1 |
2.833 |
2.833 |
2.851 |
2.822 |
| S2 |
2.811 |
2.811 |
2.846 |
|
| S3 |
2.762 |
2.784 |
2.842 |
|
| S4 |
2.713 |
2.735 |
2.828 |
|
|
| 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 |
2.962 |
2.838 |
0.124 |
4.3% |
0.051 |
1.8% |
14% |
False |
True |
15,450 |
| 10 |
2.975 |
2.762 |
0.213 |
7.5% |
0.060 |
2.1% |
44% |
False |
False |
17,113 |
| 20 |
2.975 |
2.460 |
0.515 |
18.0% |
0.063 |
2.2% |
77% |
False |
False |
13,723 |
| 40 |
2.975 |
2.460 |
0.515 |
18.0% |
0.059 |
2.1% |
77% |
False |
False |
11,448 |
| 60 |
2.975 |
2.399 |
0.576 |
20.2% |
0.059 |
2.1% |
79% |
False |
False |
9,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.095 |
|
2.618 |
3.015 |
|
1.618 |
2.966 |
|
1.000 |
2.936 |
|
0.618 |
2.917 |
|
HIGH |
2.887 |
|
0.618 |
2.868 |
|
0.500 |
2.863 |
|
0.382 |
2.857 |
|
LOW |
2.838 |
|
0.618 |
2.808 |
|
1.000 |
2.789 |
|
1.618 |
2.759 |
|
2.618 |
2.710 |
|
4.250 |
2.630 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.863 |
2.877 |
| PP |
2.860 |
2.869 |
| S1 |
2.858 |
2.862 |
|