NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.906 |
2.945 |
0.039 |
1.3% |
2.922 |
| High |
2.958 |
2.945 |
-0.013 |
-0.4% |
3.005 |
| Low |
2.868 |
2.880 |
0.012 |
0.4% |
2.868 |
| Close |
2.948 |
2.910 |
-0.038 |
-1.3% |
2.910 |
| Range |
0.090 |
0.065 |
-0.025 |
-27.8% |
0.137 |
| ATR |
0.067 |
0.067 |
0.000 |
0.1% |
0.000 |
| Volume |
20,493 |
15,627 |
-4,866 |
-23.7% |
92,384 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.107 |
3.073 |
2.946 |
|
| R3 |
3.042 |
3.008 |
2.928 |
|
| R2 |
2.977 |
2.977 |
2.922 |
|
| R1 |
2.943 |
2.943 |
2.916 |
2.928 |
| PP |
2.912 |
2.912 |
2.912 |
2.904 |
| S1 |
2.878 |
2.878 |
2.904 |
2.863 |
| S2 |
2.847 |
2.847 |
2.898 |
|
| S3 |
2.782 |
2.813 |
2.892 |
|
| S4 |
2.717 |
2.748 |
2.874 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.339 |
3.261 |
2.985 |
|
| R3 |
3.202 |
3.124 |
2.948 |
|
| R2 |
3.065 |
3.065 |
2.935 |
|
| R1 |
2.987 |
2.987 |
2.923 |
2.958 |
| PP |
2.928 |
2.928 |
2.928 |
2.913 |
| S1 |
2.850 |
2.850 |
2.897 |
2.821 |
| S2 |
2.791 |
2.791 |
2.885 |
|
| S3 |
2.654 |
2.713 |
2.872 |
|
| S4 |
2.517 |
2.576 |
2.835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.005 |
2.868 |
0.137 |
4.7% |
0.079 |
2.7% |
31% |
False |
False |
18,476 |
| 10 |
3.005 |
2.838 |
0.167 |
5.7% |
0.065 |
2.2% |
43% |
False |
False |
16,507 |
| 20 |
3.005 |
2.622 |
0.383 |
13.2% |
0.065 |
2.2% |
75% |
False |
False |
16,370 |
| 40 |
3.005 |
2.460 |
0.545 |
18.7% |
0.060 |
2.0% |
83% |
False |
False |
12,587 |
| 60 |
3.005 |
2.424 |
0.581 |
20.0% |
0.059 |
2.0% |
84% |
False |
False |
11,009 |
| 80 |
3.005 |
2.225 |
0.780 |
26.8% |
0.060 |
2.1% |
88% |
False |
False |
9,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.221 |
|
2.618 |
3.115 |
|
1.618 |
3.050 |
|
1.000 |
3.010 |
|
0.618 |
2.985 |
|
HIGH |
2.945 |
|
0.618 |
2.920 |
|
0.500 |
2.913 |
|
0.382 |
2.905 |
|
LOW |
2.880 |
|
0.618 |
2.840 |
|
1.000 |
2.815 |
|
1.618 |
2.775 |
|
2.618 |
2.710 |
|
4.250 |
2.604 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.913 |
2.937 |
| PP |
2.912 |
2.928 |
| S1 |
2.911 |
2.919 |
|