NYMEX Natural Gas Future December 2016
Trading Metrics calculated at close of trading on 01-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
3.276 |
3.305 |
0.029 |
0.9% |
3.152 |
High |
3.339 |
3.368 |
0.029 |
0.9% |
3.368 |
Low |
3.268 |
3.287 |
0.019 |
0.6% |
3.152 |
Close |
3.319 |
3.365 |
0.046 |
1.4% |
3.365 |
Range |
0.071 |
0.081 |
0.010 |
14.1% |
0.216 |
ATR |
0.068 |
0.069 |
0.001 |
1.3% |
0.000 |
Volume |
18,351 |
12,393 |
-5,958 |
-32.5% |
77,237 |
|
Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.583 |
3.555 |
3.410 |
|
R3 |
3.502 |
3.474 |
3.387 |
|
R2 |
3.421 |
3.421 |
3.380 |
|
R1 |
3.393 |
3.393 |
3.372 |
3.407 |
PP |
3.340 |
3.340 |
3.340 |
3.347 |
S1 |
3.312 |
3.312 |
3.358 |
3.326 |
S2 |
3.259 |
3.259 |
3.350 |
|
S3 |
3.178 |
3.231 |
3.343 |
|
S4 |
3.097 |
3.150 |
3.320 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.943 |
3.870 |
3.484 |
|
R3 |
3.727 |
3.654 |
3.424 |
|
R2 |
3.511 |
3.511 |
3.405 |
|
R1 |
3.438 |
3.438 |
3.385 |
3.475 |
PP |
3.295 |
3.295 |
3.295 |
3.313 |
S1 |
3.222 |
3.222 |
3.345 |
3.259 |
S2 |
3.079 |
3.079 |
3.325 |
|
S3 |
2.863 |
3.006 |
3.306 |
|
S4 |
2.647 |
2.790 |
3.246 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.368 |
3.152 |
0.216 |
6.4% |
0.080 |
2.4% |
99% |
True |
False |
15,447 |
10 |
3.368 |
3.126 |
0.242 |
7.2% |
0.078 |
2.3% |
99% |
True |
False |
13,973 |
20 |
3.368 |
3.014 |
0.354 |
10.5% |
0.068 |
2.0% |
99% |
True |
False |
12,883 |
40 |
3.368 |
2.760 |
0.608 |
18.1% |
0.059 |
1.7% |
100% |
True |
False |
10,017 |
60 |
3.368 |
2.726 |
0.642 |
19.1% |
0.056 |
1.7% |
100% |
True |
False |
8,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.712 |
2.618 |
3.580 |
1.618 |
3.499 |
1.000 |
3.449 |
0.618 |
3.418 |
HIGH |
3.368 |
0.618 |
3.337 |
0.500 |
3.328 |
0.382 |
3.318 |
LOW |
3.287 |
0.618 |
3.237 |
1.000 |
3.206 |
1.618 |
3.156 |
2.618 |
3.075 |
4.250 |
2.943 |
|
|
Fisher Pivots for day following 01-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
3.353 |
3.348 |
PP |
3.340 |
3.330 |
S1 |
3.328 |
3.313 |
|