NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.652 |
2.743 |
0.091 |
3.4% |
2.595 |
| High |
2.759 |
2.786 |
0.027 |
1.0% |
2.656 |
| Low |
2.650 |
2.710 |
0.060 |
2.3% |
2.535 |
| Close |
2.747 |
2.768 |
0.021 |
0.8% |
2.623 |
| Range |
0.109 |
0.076 |
-0.033 |
-30.3% |
0.121 |
| ATR |
0.087 |
0.086 |
-0.001 |
-0.9% |
0.000 |
| Volume |
158,498 |
124,578 |
-33,920 |
-21.4% |
707,077 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.983 |
2.951 |
2.810 |
|
| R3 |
2.907 |
2.875 |
2.789 |
|
| R2 |
2.831 |
2.831 |
2.782 |
|
| R1 |
2.799 |
2.799 |
2.775 |
2.815 |
| PP |
2.755 |
2.755 |
2.755 |
2.763 |
| S1 |
2.723 |
2.723 |
2.761 |
2.739 |
| S2 |
2.679 |
2.679 |
2.754 |
|
| S3 |
2.603 |
2.647 |
2.747 |
|
| S4 |
2.527 |
2.571 |
2.726 |
|
|
| 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 |
2.786 |
2.553 |
0.233 |
8.4% |
0.084 |
3.0% |
92% |
True |
False |
133,629 |
| 10 |
2.786 |
2.451 |
0.335 |
12.1% |
0.086 |
3.1% |
95% |
True |
False |
159,886 |
| 20 |
2.786 |
2.101 |
0.685 |
24.7% |
0.085 |
3.1% |
97% |
True |
False |
157,858 |
| 40 |
2.786 |
2.080 |
0.706 |
25.5% |
0.079 |
2.9% |
97% |
True |
False |
119,812 |
| 60 |
2.786 |
2.080 |
0.706 |
25.5% |
0.080 |
2.9% |
97% |
True |
False |
95,707 |
| 80 |
2.786 |
1.939 |
0.847 |
30.6% |
0.077 |
2.8% |
98% |
True |
False |
78,250 |
| 100 |
2.786 |
1.939 |
0.847 |
30.6% |
0.075 |
2.7% |
98% |
True |
False |
66,165 |
| 120 |
2.786 |
1.939 |
0.847 |
30.6% |
0.074 |
2.7% |
98% |
True |
False |
56,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.109 |
|
2.618 |
2.985 |
|
1.618 |
2.909 |
|
1.000 |
2.862 |
|
0.618 |
2.833 |
|
HIGH |
2.786 |
|
0.618 |
2.757 |
|
0.500 |
2.748 |
|
0.382 |
2.739 |
|
LOW |
2.710 |
|
0.618 |
2.663 |
|
1.000 |
2.634 |
|
1.618 |
2.587 |
|
2.618 |
2.511 |
|
4.250 |
2.387 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.761 |
2.735 |
| PP |
2.755 |
2.703 |
| S1 |
2.748 |
2.670 |
|