NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.576 |
2.607 |
0.031 |
1.2% |
2.439 |
| High |
2.621 |
2.634 |
0.013 |
0.5% |
2.630 |
| Low |
2.535 |
2.586 |
0.051 |
2.0% |
2.399 |
| Close |
2.604 |
2.595 |
-0.009 |
-0.3% |
2.556 |
| Range |
0.086 |
0.048 |
-0.038 |
-44.2% |
0.231 |
| ATR |
0.084 |
0.081 |
-0.003 |
-3.1% |
0.000 |
| Volume |
158,697 |
107,729 |
-50,968 |
-32.1% |
929,030 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.749 |
2.720 |
2.621 |
|
| R3 |
2.701 |
2.672 |
2.608 |
|
| R2 |
2.653 |
2.653 |
2.604 |
|
| R1 |
2.624 |
2.624 |
2.599 |
2.615 |
| PP |
2.605 |
2.605 |
2.605 |
2.600 |
| S1 |
2.576 |
2.576 |
2.591 |
2.567 |
| S2 |
2.557 |
2.557 |
2.586 |
|
| S3 |
2.509 |
2.528 |
2.582 |
|
| S4 |
2.461 |
2.480 |
2.569 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.221 |
3.120 |
2.683 |
|
| R3 |
2.990 |
2.889 |
2.620 |
|
| R2 |
2.759 |
2.759 |
2.598 |
|
| R1 |
2.658 |
2.658 |
2.577 |
2.709 |
| PP |
2.528 |
2.528 |
2.528 |
2.554 |
| S1 |
2.427 |
2.427 |
2.535 |
2.478 |
| S2 |
2.297 |
2.297 |
2.514 |
|
| S3 |
2.066 |
2.196 |
2.492 |
|
| S4 |
1.835 |
1.965 |
2.429 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.635 |
2.451 |
0.184 |
7.1% |
0.087 |
3.4% |
78% |
False |
False |
175,004 |
| 10 |
2.635 |
2.361 |
0.274 |
10.6% |
0.078 |
3.0% |
85% |
False |
False |
165,048 |
| 20 |
2.635 |
2.080 |
0.555 |
21.4% |
0.083 |
3.2% |
93% |
False |
False |
151,670 |
| 40 |
2.635 |
2.080 |
0.555 |
21.4% |
0.080 |
3.1% |
93% |
False |
False |
110,906 |
| 60 |
2.635 |
2.059 |
0.576 |
22.2% |
0.079 |
3.0% |
93% |
False |
False |
87,889 |
| 80 |
2.635 |
1.939 |
0.696 |
26.8% |
0.076 |
2.9% |
94% |
False |
False |
72,149 |
| 100 |
2.635 |
1.939 |
0.696 |
26.8% |
0.074 |
2.8% |
94% |
False |
False |
61,060 |
| 120 |
2.635 |
1.939 |
0.696 |
26.8% |
0.074 |
2.8% |
94% |
False |
False |
52,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.838 |
|
2.618 |
2.760 |
|
1.618 |
2.712 |
|
1.000 |
2.682 |
|
0.618 |
2.664 |
|
HIGH |
2.634 |
|
0.618 |
2.616 |
|
0.500 |
2.610 |
|
0.382 |
2.604 |
|
LOW |
2.586 |
|
0.618 |
2.556 |
|
1.000 |
2.538 |
|
1.618 |
2.508 |
|
2.618 |
2.460 |
|
4.250 |
2.382 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.610 |
2.592 |
| PP |
2.605 |
2.588 |
| S1 |
2.600 |
2.585 |
|