NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.970 |
2.981 |
0.011 |
0.4% |
2.929 |
| High |
2.999 |
3.005 |
0.006 |
0.2% |
2.962 |
| Low |
2.948 |
2.902 |
-0.046 |
-1.6% |
2.838 |
| Close |
2.995 |
2.924 |
-0.071 |
-2.4% |
2.889 |
| Range |
0.051 |
0.103 |
0.052 |
102.0% |
0.124 |
| ATR |
0.062 |
0.065 |
0.003 |
4.7% |
0.000 |
| Volume |
15,830 |
17,531 |
1,701 |
10.7% |
72,687 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.253 |
3.191 |
2.981 |
|
| R3 |
3.150 |
3.088 |
2.952 |
|
| R2 |
3.047 |
3.047 |
2.943 |
|
| R1 |
2.985 |
2.985 |
2.933 |
2.965 |
| PP |
2.944 |
2.944 |
2.944 |
2.933 |
| S1 |
2.882 |
2.882 |
2.915 |
2.862 |
| S2 |
2.841 |
2.841 |
2.905 |
|
| S3 |
2.738 |
2.779 |
2.896 |
|
| S4 |
2.635 |
2.676 |
2.867 |
|
|
| 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 |
3.005 |
2.838 |
0.167 |
5.7% |
0.070 |
2.4% |
51% |
True |
False |
16,391 |
| 10 |
3.005 |
2.838 |
0.167 |
5.7% |
0.069 |
2.4% |
51% |
True |
False |
17,816 |
| 20 |
3.005 |
2.575 |
0.430 |
14.7% |
0.063 |
2.2% |
81% |
True |
False |
15,587 |
| 40 |
3.005 |
2.460 |
0.545 |
18.6% |
0.059 |
2.0% |
85% |
True |
False |
12,372 |
| 60 |
3.005 |
2.424 |
0.581 |
19.9% |
0.059 |
2.0% |
86% |
True |
False |
10,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.443 |
|
2.618 |
3.275 |
|
1.618 |
3.172 |
|
1.000 |
3.108 |
|
0.618 |
3.069 |
|
HIGH |
3.005 |
|
0.618 |
2.966 |
|
0.500 |
2.954 |
|
0.382 |
2.941 |
|
LOW |
2.902 |
|
0.618 |
2.838 |
|
1.000 |
2.799 |
|
1.618 |
2.735 |
|
2.618 |
2.632 |
|
4.250 |
2.464 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.954 |
2.953 |
| PP |
2.944 |
2.943 |
| S1 |
2.934 |
2.934 |
|