NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.954 |
3.031 |
0.077 |
2.6% |
2.922 |
| High |
3.063 |
3.118 |
0.055 |
1.8% |
3.005 |
| Low |
2.948 |
3.013 |
0.065 |
2.2% |
2.868 |
| Close |
3.058 |
3.036 |
-0.022 |
-0.7% |
2.910 |
| Range |
0.115 |
0.105 |
-0.010 |
-8.7% |
0.137 |
| ATR |
0.072 |
0.074 |
0.002 |
3.3% |
0.000 |
| Volume |
26,163 |
26,429 |
266 |
1.0% |
92,384 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.371 |
3.308 |
3.094 |
|
| R3 |
3.266 |
3.203 |
3.065 |
|
| R2 |
3.161 |
3.161 |
3.055 |
|
| R1 |
3.098 |
3.098 |
3.046 |
3.130 |
| PP |
3.056 |
3.056 |
3.056 |
3.071 |
| S1 |
2.993 |
2.993 |
3.026 |
3.025 |
| S2 |
2.951 |
2.951 |
3.017 |
|
| S3 |
2.846 |
2.888 |
3.007 |
|
| S4 |
2.741 |
2.783 |
2.978 |
|
|
| 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 |
3.118 |
2.868 |
0.250 |
8.2% |
0.091 |
3.0% |
67% |
True |
False |
20,758 |
| 10 |
3.118 |
2.838 |
0.280 |
9.2% |
0.081 |
2.7% |
71% |
True |
False |
18,575 |
| 20 |
3.118 |
2.740 |
0.378 |
12.5% |
0.070 |
2.3% |
78% |
True |
False |
17,890 |
| 40 |
3.118 |
2.460 |
0.658 |
21.7% |
0.063 |
2.1% |
88% |
True |
False |
13,673 |
| 60 |
3.118 |
2.424 |
0.694 |
22.9% |
0.061 |
2.0% |
88% |
True |
False |
11,810 |
| 80 |
3.118 |
2.248 |
0.870 |
28.7% |
0.062 |
2.0% |
91% |
True |
False |
10,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.564 |
|
2.618 |
3.393 |
|
1.618 |
3.288 |
|
1.000 |
3.223 |
|
0.618 |
3.183 |
|
HIGH |
3.118 |
|
0.618 |
3.078 |
|
0.500 |
3.066 |
|
0.382 |
3.053 |
|
LOW |
3.013 |
|
0.618 |
2.948 |
|
1.000 |
2.908 |
|
1.618 |
2.843 |
|
2.618 |
2.738 |
|
4.250 |
2.567 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.066 |
3.024 |
| PP |
3.056 |
3.012 |
| S1 |
3.046 |
3.001 |
|