NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.922 |
2.970 |
0.048 |
1.6% |
2.929 |
| High |
2.986 |
2.999 |
0.013 |
0.4% |
2.962 |
| Low |
2.901 |
2.948 |
0.047 |
1.6% |
2.838 |
| Close |
2.980 |
2.995 |
0.015 |
0.5% |
2.889 |
| Range |
0.085 |
0.051 |
-0.034 |
-40.0% |
0.124 |
| ATR |
0.063 |
0.062 |
-0.001 |
-1.4% |
0.000 |
| Volume |
22,903 |
15,830 |
-7,073 |
-30.9% |
72,687 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.134 |
3.115 |
3.023 |
|
| R3 |
3.083 |
3.064 |
3.009 |
|
| R2 |
3.032 |
3.032 |
3.004 |
|
| R1 |
3.013 |
3.013 |
3.000 |
3.023 |
| PP |
2.981 |
2.981 |
2.981 |
2.985 |
| S1 |
2.962 |
2.962 |
2.990 |
2.972 |
| S2 |
2.930 |
2.930 |
2.986 |
|
| S3 |
2.879 |
2.911 |
2.981 |
|
| S4 |
2.828 |
2.860 |
2.967 |
|
|
| 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 |
2.999 |
2.838 |
0.161 |
5.4% |
0.059 |
2.0% |
98% |
True |
False |
15,531 |
| 10 |
2.999 |
2.838 |
0.161 |
5.4% |
0.063 |
2.1% |
98% |
True |
False |
17,732 |
| 20 |
2.999 |
2.572 |
0.427 |
14.3% |
0.061 |
2.0% |
99% |
True |
False |
15,111 |
| 40 |
2.999 |
2.460 |
0.539 |
18.0% |
0.057 |
1.9% |
99% |
True |
False |
12,130 |
| 60 |
2.999 |
2.424 |
0.575 |
19.2% |
0.058 |
1.9% |
99% |
True |
False |
10,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.216 |
|
2.618 |
3.133 |
|
1.618 |
3.082 |
|
1.000 |
3.050 |
|
0.618 |
3.031 |
|
HIGH |
2.999 |
|
0.618 |
2.980 |
|
0.500 |
2.974 |
|
0.382 |
2.967 |
|
LOW |
2.948 |
|
0.618 |
2.916 |
|
1.000 |
2.897 |
|
1.618 |
2.865 |
|
2.618 |
2.814 |
|
4.250 |
2.731 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.988 |
2.970 |
| PP |
2.981 |
2.945 |
| S1 |
2.974 |
2.920 |
|