NYMEX Natural Gas Future December 2016
Trading Metrics calculated at close of trading on 27-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
3.198 |
3.152 |
-0.046 |
-1.4% |
3.157 |
High |
3.204 |
3.213 |
0.009 |
0.3% |
3.245 |
Low |
3.129 |
3.152 |
0.023 |
0.7% |
3.126 |
Close |
3.175 |
3.194 |
0.019 |
0.6% |
3.175 |
Range |
0.075 |
0.061 |
-0.014 |
-18.7% |
0.119 |
ATR |
0.063 |
0.063 |
0.000 |
-0.2% |
0.000 |
Volume |
9,602 |
9,384 |
-218 |
-2.3% |
62,496 |
|
Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.369 |
3.343 |
3.228 |
|
R3 |
3.308 |
3.282 |
3.211 |
|
R2 |
3.247 |
3.247 |
3.205 |
|
R1 |
3.221 |
3.221 |
3.200 |
3.234 |
PP |
3.186 |
3.186 |
3.186 |
3.193 |
S1 |
3.160 |
3.160 |
3.188 |
3.173 |
S2 |
3.125 |
3.125 |
3.183 |
|
S3 |
3.064 |
3.099 |
3.177 |
|
S4 |
3.003 |
3.038 |
3.160 |
|
|
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% |
0.074 |
2.3% |
57% |
False |
False |
11,546 |
10 |
3.245 |
3.081 |
0.164 |
5.1% |
0.063 |
2.0% |
69% |
False |
False |
11,505 |
20 |
3.245 |
2.950 |
0.295 |
9.2% |
0.061 |
1.9% |
83% |
False |
False |
11,624 |
40 |
3.245 |
2.760 |
0.485 |
15.2% |
0.055 |
1.7% |
89% |
False |
False |
8,828 |
60 |
3.245 |
2.700 |
0.545 |
17.1% |
0.054 |
1.7% |
91% |
False |
False |
8,177 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.472 |
2.618 |
3.373 |
1.618 |
3.312 |
1.000 |
3.274 |
0.618 |
3.251 |
HIGH |
3.213 |
0.618 |
3.190 |
0.500 |
3.183 |
0.382 |
3.175 |
LOW |
3.152 |
0.618 |
3.114 |
1.000 |
3.091 |
1.618 |
3.053 |
2.618 |
2.992 |
4.250 |
2.893 |
|
|
Fisher Pivots for day following 27-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
3.190 |
3.186 |
PP |
3.186 |
3.178 |
S1 |
3.183 |
3.170 |
|