NYMEX Natural Gas Future December 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 |
3.152 |
3.198 |
0.046 |
1.5% |
3.157 |
High |
3.210 |
3.204 |
-0.006 |
-0.2% |
3.245 |
Low |
3.126 |
3.129 |
0.003 |
0.1% |
3.126 |
Close |
3.202 |
3.175 |
-0.027 |
-0.8% |
3.175 |
Range |
0.084 |
0.075 |
-0.009 |
-10.7% |
0.119 |
ATR |
0.062 |
0.063 |
0.001 |
1.5% |
0.000 |
Volume |
14,550 |
9,602 |
-4,948 |
-34.0% |
62,496 |
|
Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.394 |
3.360 |
3.216 |
|
R3 |
3.319 |
3.285 |
3.196 |
|
R2 |
3.244 |
3.244 |
3.189 |
|
R1 |
3.210 |
3.210 |
3.182 |
3.190 |
PP |
3.169 |
3.169 |
3.169 |
3.159 |
S1 |
3.135 |
3.135 |
3.168 |
3.115 |
S2 |
3.094 |
3.094 |
3.161 |
|
S3 |
3.019 |
3.060 |
3.154 |
|
S4 |
2.944 |
2.985 |
3.134 |
|
|
Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.539 |
3.476 |
3.240 |
|
R3 |
3.420 |
3.357 |
3.208 |
|
R2 |
3.301 |
3.301 |
3.197 |
|
R1 |
3.238 |
3.238 |
3.186 |
3.270 |
PP |
3.182 |
3.182 |
3.182 |
3.198 |
S1 |
3.119 |
3.119 |
3.164 |
3.151 |
S2 |
3.063 |
3.063 |
3.153 |
|
S3 |
2.944 |
3.000 |
3.142 |
|
S4 |
2.825 |
2.881 |
3.110 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.245 |
3.126 |
0.119 |
3.7% |
0.075 |
2.4% |
41% |
False |
False |
12,499 |
10 |
3.245 |
3.081 |
0.164 |
5.2% |
0.064 |
2.0% |
57% |
False |
False |
11,677 |
20 |
3.245 |
2.927 |
0.318 |
10.0% |
0.060 |
1.9% |
78% |
False |
False |
11,526 |
40 |
3.245 |
2.760 |
0.485 |
15.3% |
0.054 |
1.7% |
86% |
False |
False |
8,843 |
60 |
3.245 |
2.700 |
0.545 |
17.2% |
0.054 |
1.7% |
87% |
False |
False |
8,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.523 |
2.618 |
3.400 |
1.618 |
3.325 |
1.000 |
3.279 |
0.618 |
3.250 |
HIGH |
3.204 |
0.618 |
3.175 |
0.500 |
3.167 |
0.382 |
3.158 |
LOW |
3.129 |
0.618 |
3.083 |
1.000 |
3.054 |
1.618 |
3.008 |
2.618 |
2.933 |
4.250 |
2.810 |
|
|
Fisher Pivots for day following 24-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
3.172 |
3.186 |
PP |
3.169 |
3.182 |
S1 |
3.167 |
3.179 |
|