NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.981 |
2.906 |
-0.075 |
-2.5% |
2.929 |
| High |
3.005 |
2.958 |
-0.047 |
-1.6% |
2.962 |
| Low |
2.902 |
2.868 |
-0.034 |
-1.2% |
2.838 |
| Close |
2.924 |
2.948 |
0.024 |
0.8% |
2.889 |
| Range |
0.103 |
0.090 |
-0.013 |
-12.6% |
0.124 |
| ATR |
0.065 |
0.067 |
0.002 |
2.7% |
0.000 |
| Volume |
17,531 |
20,493 |
2,962 |
16.9% |
72,687 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.195 |
3.161 |
2.998 |
|
| R3 |
3.105 |
3.071 |
2.973 |
|
| R2 |
3.015 |
3.015 |
2.965 |
|
| R1 |
2.981 |
2.981 |
2.956 |
2.998 |
| PP |
2.925 |
2.925 |
2.925 |
2.933 |
| S1 |
2.891 |
2.891 |
2.940 |
2.908 |
| S2 |
2.835 |
2.835 |
2.932 |
|
| S3 |
2.745 |
2.801 |
2.923 |
|
| S4 |
2.655 |
2.711 |
2.899 |
|
|
| 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 |
2.841 |
0.164 |
5.6% |
0.078 |
2.7% |
65% |
False |
False |
17,545 |
| 10 |
3.005 |
2.838 |
0.167 |
5.7% |
0.065 |
2.2% |
66% |
False |
False |
16,498 |
| 20 |
3.005 |
2.622 |
0.383 |
13.0% |
0.064 |
2.2% |
85% |
False |
False |
16,120 |
| 40 |
3.005 |
2.460 |
0.545 |
18.5% |
0.059 |
2.0% |
90% |
False |
False |
12,479 |
| 60 |
3.005 |
2.424 |
0.581 |
19.7% |
0.060 |
2.0% |
90% |
False |
False |
10,858 |
| 80 |
3.005 |
2.225 |
0.780 |
26.5% |
0.060 |
2.0% |
93% |
False |
False |
9,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.341 |
|
2.618 |
3.194 |
|
1.618 |
3.104 |
|
1.000 |
3.048 |
|
0.618 |
3.014 |
|
HIGH |
2.958 |
|
0.618 |
2.924 |
|
0.500 |
2.913 |
|
0.382 |
2.902 |
|
LOW |
2.868 |
|
0.618 |
2.812 |
|
1.000 |
2.778 |
|
1.618 |
2.722 |
|
2.618 |
2.632 |
|
4.250 |
2.486 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.936 |
2.944 |
| PP |
2.925 |
2.940 |
| S1 |
2.913 |
2.937 |
|