NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.882 |
2.855 |
-0.027 |
-0.9% |
2.929 |
| High |
2.887 |
2.904 |
0.017 |
0.6% |
2.962 |
| Low |
2.838 |
2.841 |
0.003 |
0.1% |
2.838 |
| Close |
2.855 |
2.889 |
0.034 |
1.2% |
2.889 |
| Range |
0.049 |
0.063 |
0.014 |
28.6% |
0.124 |
| ATR |
0.060 |
0.061 |
0.000 |
0.3% |
0.000 |
| Volume |
14,722 |
10,972 |
-3,750 |
-25.5% |
72,687 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.067 |
3.041 |
2.924 |
|
| R3 |
3.004 |
2.978 |
2.906 |
|
| R2 |
2.941 |
2.941 |
2.901 |
|
| R1 |
2.915 |
2.915 |
2.895 |
2.928 |
| PP |
2.878 |
2.878 |
2.878 |
2.885 |
| S1 |
2.852 |
2.852 |
2.883 |
2.865 |
| S2 |
2.815 |
2.815 |
2.877 |
|
| S3 |
2.752 |
2.789 |
2.872 |
|
| S4 |
2.689 |
2.726 |
2.854 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.268 |
3.203 |
2.957 |
|
| R3 |
3.144 |
3.079 |
2.923 |
|
| R2 |
3.020 |
3.020 |
2.912 |
|
| R1 |
2.955 |
2.955 |
2.900 |
2.926 |
| PP |
2.896 |
2.896 |
2.896 |
2.882 |
| S1 |
2.831 |
2.831 |
2.878 |
2.802 |
| S2 |
2.772 |
2.772 |
2.866 |
|
| S3 |
2.648 |
2.707 |
2.855 |
|
| S4 |
2.524 |
2.583 |
2.821 |
|
|
| 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% |
0.052 |
1.8% |
41% |
False |
False |
14,537 |
| 10 |
2.975 |
2.763 |
0.212 |
7.3% |
0.062 |
2.1% |
59% |
False |
False |
17,321 |
| 20 |
2.975 |
2.572 |
0.403 |
13.9% |
0.059 |
2.1% |
79% |
False |
False |
13,756 |
| 40 |
2.975 |
2.460 |
0.515 |
17.8% |
0.059 |
2.0% |
83% |
False |
False |
11,526 |
| 60 |
2.975 |
2.399 |
0.576 |
19.9% |
0.058 |
2.0% |
85% |
False |
False |
9,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.172 |
|
2.618 |
3.069 |
|
1.618 |
3.006 |
|
1.000 |
2.967 |
|
0.618 |
2.943 |
|
HIGH |
2.904 |
|
0.618 |
2.880 |
|
0.500 |
2.873 |
|
0.382 |
2.865 |
|
LOW |
2.841 |
|
0.618 |
2.802 |
|
1.000 |
2.778 |
|
1.618 |
2.739 |
|
2.618 |
2.676 |
|
4.250 |
2.573 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.884 |
2.884 |
| PP |
2.878 |
2.878 |
| S1 |
2.873 |
2.873 |
|