NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.592 |
2.584 |
-0.008 |
-0.3% |
2.595 |
| High |
2.639 |
2.656 |
0.017 |
0.6% |
2.656 |
| Low |
2.553 |
2.554 |
0.001 |
0.0% |
2.535 |
| Close |
2.580 |
2.623 |
0.043 |
1.7% |
2.623 |
| Range |
0.086 |
0.102 |
0.016 |
18.6% |
0.121 |
| ATR |
0.082 |
0.083 |
0.001 |
1.8% |
0.000 |
| Volume |
149,526 |
127,814 |
-21,712 |
-14.5% |
707,077 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.917 |
2.872 |
2.679 |
|
| R3 |
2.815 |
2.770 |
2.651 |
|
| R2 |
2.713 |
2.713 |
2.642 |
|
| R1 |
2.668 |
2.668 |
2.632 |
2.691 |
| PP |
2.611 |
2.611 |
2.611 |
2.622 |
| S1 |
2.566 |
2.566 |
2.614 |
2.589 |
| S2 |
2.509 |
2.509 |
2.604 |
|
| S3 |
2.407 |
2.464 |
2.595 |
|
| S4 |
2.305 |
2.362 |
2.567 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.968 |
2.916 |
2.690 |
|
| R3 |
2.847 |
2.795 |
2.656 |
|
| R2 |
2.726 |
2.726 |
2.645 |
|
| R1 |
2.674 |
2.674 |
2.634 |
2.700 |
| PP |
2.605 |
2.605 |
2.605 |
2.618 |
| S1 |
2.553 |
2.553 |
2.612 |
2.579 |
| S2 |
2.484 |
2.484 |
2.601 |
|
| S3 |
2.363 |
2.432 |
2.590 |
|
| S4 |
2.242 |
2.311 |
2.556 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.656 |
2.535 |
0.121 |
4.6% |
0.077 |
3.0% |
73% |
True |
False |
141,415 |
| 10 |
2.656 |
2.399 |
0.257 |
9.8% |
0.084 |
3.2% |
87% |
True |
False |
163,610 |
| 20 |
2.656 |
2.101 |
0.555 |
21.2% |
0.083 |
3.1% |
94% |
True |
False |
154,257 |
| 40 |
2.656 |
2.080 |
0.576 |
22.0% |
0.081 |
3.1% |
94% |
True |
False |
115,215 |
| 60 |
2.656 |
2.059 |
0.597 |
22.8% |
0.079 |
3.0% |
94% |
True |
False |
91,750 |
| 80 |
2.656 |
1.939 |
0.717 |
27.3% |
0.077 |
2.9% |
95% |
True |
False |
75,341 |
| 100 |
2.656 |
1.939 |
0.717 |
27.3% |
0.074 |
2.8% |
95% |
True |
False |
63,618 |
| 120 |
2.656 |
1.939 |
0.717 |
27.3% |
0.074 |
2.8% |
95% |
True |
False |
54,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.090 |
|
2.618 |
2.923 |
|
1.618 |
2.821 |
|
1.000 |
2.758 |
|
0.618 |
2.719 |
|
HIGH |
2.656 |
|
0.618 |
2.617 |
|
0.500 |
2.605 |
|
0.382 |
2.593 |
|
LOW |
2.554 |
|
0.618 |
2.491 |
|
1.000 |
2.452 |
|
1.618 |
2.389 |
|
2.618 |
2.287 |
|
4.250 |
2.121 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.617 |
2.617 |
| PP |
2.611 |
2.611 |
| S1 |
2.605 |
2.605 |
|