NYMEX Natural Gas Future December 2016
Trading Metrics calculated at close of trading on 30-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
3.266 |
3.276 |
0.010 |
0.3% |
3.157 |
High |
3.350 |
3.339 |
-0.011 |
-0.3% |
3.245 |
Low |
3.257 |
3.268 |
0.011 |
0.3% |
3.126 |
Close |
3.278 |
3.319 |
0.041 |
1.3% |
3.175 |
Range |
0.093 |
0.071 |
-0.022 |
-23.7% |
0.119 |
ATR |
0.068 |
0.068 |
0.000 |
0.3% |
0.000 |
Volume |
17,552 |
18,351 |
799 |
4.6% |
62,496 |
|
Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.522 |
3.491 |
3.358 |
|
R3 |
3.451 |
3.420 |
3.339 |
|
R2 |
3.380 |
3.380 |
3.332 |
|
R1 |
3.349 |
3.349 |
3.326 |
3.365 |
PP |
3.309 |
3.309 |
3.309 |
3.316 |
S1 |
3.278 |
3.278 |
3.312 |
3.294 |
S2 |
3.238 |
3.238 |
3.306 |
|
S3 |
3.167 |
3.207 |
3.299 |
|
S4 |
3.096 |
3.136 |
3.280 |
|
|
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 |
3.350 |
3.129 |
0.221 |
6.7% |
0.079 |
2.4% |
86% |
False |
False |
14,889 |
10 |
3.350 |
3.084 |
0.266 |
8.0% |
0.076 |
2.3% |
88% |
False |
False |
13,744 |
20 |
3.350 |
3.014 |
0.336 |
10.1% |
0.066 |
2.0% |
91% |
False |
False |
12,607 |
40 |
3.350 |
2.760 |
0.590 |
17.8% |
0.058 |
1.7% |
95% |
False |
False |
9,811 |
60 |
3.350 |
2.700 |
0.650 |
19.6% |
0.056 |
1.7% |
95% |
False |
False |
8,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.641 |
2.618 |
3.525 |
1.618 |
3.454 |
1.000 |
3.410 |
0.618 |
3.383 |
HIGH |
3.339 |
0.618 |
3.312 |
0.500 |
3.304 |
0.382 |
3.295 |
LOW |
3.268 |
0.618 |
3.224 |
1.000 |
3.197 |
1.618 |
3.153 |
2.618 |
3.082 |
4.250 |
2.966 |
|
|
Fisher Pivots for day following 30-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
3.314 |
3.305 |
PP |
3.309 |
3.291 |
S1 |
3.304 |
3.278 |
|