NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.607 |
2.592 |
-0.015 |
-0.6% |
2.439 |
| High |
2.634 |
2.639 |
0.005 |
0.2% |
2.630 |
| Low |
2.586 |
2.553 |
-0.033 |
-1.3% |
2.399 |
| Close |
2.595 |
2.580 |
-0.015 |
-0.6% |
2.556 |
| Range |
0.048 |
0.086 |
0.038 |
79.2% |
0.231 |
| ATR |
0.081 |
0.082 |
0.000 |
0.4% |
0.000 |
| Volume |
107,729 |
149,526 |
41,797 |
38.8% |
929,030 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.849 |
2.800 |
2.627 |
|
| R3 |
2.763 |
2.714 |
2.604 |
|
| R2 |
2.677 |
2.677 |
2.596 |
|
| R1 |
2.628 |
2.628 |
2.588 |
2.610 |
| PP |
2.591 |
2.591 |
2.591 |
2.581 |
| S1 |
2.542 |
2.542 |
2.572 |
2.524 |
| S2 |
2.505 |
2.505 |
2.564 |
|
| S3 |
2.419 |
2.456 |
2.556 |
|
| S4 |
2.333 |
2.370 |
2.533 |
|
|
| 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 |
2.639 |
2.535 |
0.104 |
4.0% |
0.069 |
2.7% |
43% |
True |
False |
148,866 |
| 10 |
2.639 |
2.387 |
0.252 |
9.8% |
0.080 |
3.1% |
77% |
True |
False |
164,423 |
| 20 |
2.639 |
2.080 |
0.559 |
21.7% |
0.084 |
3.2% |
89% |
True |
False |
154,231 |
| 40 |
2.639 |
2.080 |
0.559 |
21.7% |
0.080 |
3.1% |
89% |
True |
False |
113,335 |
| 60 |
2.639 |
2.059 |
0.580 |
22.5% |
0.079 |
3.1% |
90% |
True |
False |
89,998 |
| 80 |
2.639 |
1.939 |
0.700 |
27.1% |
0.076 |
3.0% |
92% |
True |
False |
73,880 |
| 100 |
2.639 |
1.939 |
0.700 |
27.1% |
0.074 |
2.9% |
92% |
True |
False |
62,445 |
| 120 |
2.639 |
1.939 |
0.700 |
27.1% |
0.074 |
2.9% |
92% |
True |
False |
53,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.005 |
|
2.618 |
2.864 |
|
1.618 |
2.778 |
|
1.000 |
2.725 |
|
0.618 |
2.692 |
|
HIGH |
2.639 |
|
0.618 |
2.606 |
|
0.500 |
2.596 |
|
0.382 |
2.586 |
|
LOW |
2.553 |
|
0.618 |
2.500 |
|
1.000 |
2.467 |
|
1.618 |
2.414 |
|
2.618 |
2.328 |
|
4.250 |
2.188 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.596 |
2.587 |
| PP |
2.591 |
2.585 |
| S1 |
2.585 |
2.582 |
|