NYMEX Natural Gas Future July 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.743 |
2.765 |
0.022 |
0.8% |
2.595 |
| High |
2.786 |
2.775 |
-0.011 |
-0.4% |
2.656 |
| Low |
2.710 |
2.657 |
-0.053 |
-2.0% |
2.535 |
| Close |
2.768 |
2.677 |
-0.091 |
-3.3% |
2.623 |
| Range |
0.076 |
0.118 |
0.042 |
55.3% |
0.121 |
| ATR |
0.086 |
0.088 |
0.002 |
2.6% |
0.000 |
| Volume |
124,578 |
142,665 |
18,087 |
14.5% |
707,077 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.057 |
2.985 |
2.742 |
|
| R3 |
2.939 |
2.867 |
2.709 |
|
| R2 |
2.821 |
2.821 |
2.699 |
|
| R1 |
2.749 |
2.749 |
2.688 |
2.726 |
| PP |
2.703 |
2.703 |
2.703 |
2.692 |
| S1 |
2.631 |
2.631 |
2.666 |
2.608 |
| S2 |
2.585 |
2.585 |
2.655 |
|
| S3 |
2.467 |
2.513 |
2.645 |
|
| S4 |
2.349 |
2.395 |
2.612 |
|
|
| 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 |
8.7% |
0.098 |
3.7% |
53% |
False |
False |
140,616 |
| 10 |
2.786 |
2.451 |
0.335 |
12.5% |
0.093 |
3.5% |
67% |
False |
False |
157,810 |
| 20 |
2.786 |
2.101 |
0.685 |
25.6% |
0.087 |
3.2% |
84% |
False |
False |
158,257 |
| 40 |
2.786 |
2.080 |
0.706 |
26.4% |
0.080 |
3.0% |
85% |
False |
False |
122,206 |
| 60 |
2.786 |
2.080 |
0.706 |
26.4% |
0.080 |
3.0% |
85% |
False |
False |
97,435 |
| 80 |
2.786 |
1.939 |
0.847 |
31.6% |
0.078 |
2.9% |
87% |
False |
False |
79,585 |
| 100 |
2.786 |
1.939 |
0.847 |
31.6% |
0.075 |
2.8% |
87% |
False |
False |
67,433 |
| 120 |
2.786 |
1.939 |
0.847 |
31.6% |
0.075 |
2.8% |
87% |
False |
False |
57,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.277 |
|
2.618 |
3.084 |
|
1.618 |
2.966 |
|
1.000 |
2.893 |
|
0.618 |
2.848 |
|
HIGH |
2.775 |
|
0.618 |
2.730 |
|
0.500 |
2.716 |
|
0.382 |
2.702 |
|
LOW |
2.657 |
|
0.618 |
2.584 |
|
1.000 |
2.539 |
|
1.618 |
2.466 |
|
2.618 |
2.348 |
|
4.250 |
2.156 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.716 |
2.718 |
| PP |
2.703 |
2.704 |
| S1 |
2.690 |
2.691 |
|