NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.855 |
2.922 |
0.067 |
2.3% |
2.929 |
| High |
2.904 |
2.986 |
0.082 |
2.8% |
2.962 |
| Low |
2.841 |
2.901 |
0.060 |
2.1% |
2.838 |
| Close |
2.889 |
2.980 |
0.091 |
3.1% |
2.889 |
| Range |
0.063 |
0.085 |
0.022 |
34.9% |
0.124 |
| ATR |
0.061 |
0.063 |
0.003 |
4.3% |
0.000 |
| Volume |
10,972 |
22,903 |
11,931 |
108.7% |
72,687 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.211 |
3.180 |
3.027 |
|
| R3 |
3.126 |
3.095 |
3.003 |
|
| R2 |
3.041 |
3.041 |
2.996 |
|
| R1 |
3.010 |
3.010 |
2.988 |
3.026 |
| PP |
2.956 |
2.956 |
2.956 |
2.963 |
| S1 |
2.925 |
2.925 |
2.972 |
2.941 |
| S2 |
2.871 |
2.871 |
2.964 |
|
| S3 |
2.786 |
2.840 |
2.957 |
|
| S4 |
2.701 |
2.755 |
2.933 |
|
|
| 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 |
2.986 |
2.838 |
0.148 |
5.0% |
0.058 |
1.9% |
96% |
True |
False |
15,825 |
| 10 |
2.986 |
2.782 |
0.204 |
6.8% |
0.065 |
2.2% |
97% |
True |
False |
18,220 |
| 20 |
2.986 |
2.572 |
0.414 |
13.9% |
0.061 |
2.0% |
99% |
True |
False |
14,598 |
| 40 |
2.986 |
2.460 |
0.526 |
17.7% |
0.059 |
2.0% |
99% |
True |
False |
11,969 |
| 60 |
2.986 |
2.403 |
0.583 |
19.6% |
0.059 |
2.0% |
99% |
True |
False |
10,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.347 |
|
2.618 |
3.209 |
|
1.618 |
3.124 |
|
1.000 |
3.071 |
|
0.618 |
3.039 |
|
HIGH |
2.986 |
|
0.618 |
2.954 |
|
0.500 |
2.944 |
|
0.382 |
2.933 |
|
LOW |
2.901 |
|
0.618 |
2.848 |
|
1.000 |
2.816 |
|
1.618 |
2.763 |
|
2.618 |
2.678 |
|
4.250 |
2.540 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.968 |
2.957 |
| PP |
2.956 |
2.935 |
| S1 |
2.944 |
2.912 |
|