NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.663 |
2.661 |
-0.002 |
-0.1% |
2.519 |
| High |
2.683 |
2.700 |
0.017 |
0.6% |
2.703 |
| Low |
2.617 |
2.635 |
0.018 |
0.7% |
2.478 |
| Close |
2.624 |
2.652 |
0.028 |
1.1% |
2.624 |
| Range |
0.066 |
0.065 |
-0.001 |
-1.5% |
0.225 |
| ATR |
0.080 |
0.080 |
0.000 |
-0.4% |
0.000 |
| Volume |
95,451 |
79,875 |
-15,576 |
-16.3% |
417,249 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.857 |
2.820 |
2.688 |
|
| R3 |
2.792 |
2.755 |
2.670 |
|
| R2 |
2.727 |
2.727 |
2.664 |
|
| R1 |
2.690 |
2.690 |
2.658 |
2.676 |
| PP |
2.662 |
2.662 |
2.662 |
2.656 |
| S1 |
2.625 |
2.625 |
2.646 |
2.611 |
| S2 |
2.597 |
2.597 |
2.640 |
|
| S3 |
2.532 |
2.560 |
2.634 |
|
| S4 |
2.467 |
2.495 |
2.616 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.277 |
3.175 |
2.748 |
|
| R3 |
3.052 |
2.950 |
2.686 |
|
| R2 |
2.827 |
2.827 |
2.665 |
|
| R1 |
2.725 |
2.725 |
2.645 |
2.776 |
| PP |
2.602 |
2.602 |
2.602 |
2.627 |
| S1 |
2.500 |
2.500 |
2.603 |
2.551 |
| S2 |
2.377 |
2.377 |
2.583 |
|
| S3 |
2.152 |
2.275 |
2.562 |
|
| S4 |
1.927 |
2.050 |
2.500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.703 |
2.489 |
0.214 |
8.1% |
0.088 |
3.3% |
76% |
False |
False |
88,326 |
| 10 |
2.703 |
2.264 |
0.439 |
16.6% |
0.085 |
3.2% |
88% |
False |
False |
69,996 |
| 20 |
2.703 |
2.157 |
0.546 |
20.6% |
0.078 |
2.9% |
91% |
False |
False |
52,962 |
| 40 |
2.703 |
2.156 |
0.547 |
20.6% |
0.077 |
2.9% |
91% |
False |
False |
39,842 |
| 60 |
2.703 |
2.122 |
0.581 |
21.9% |
0.074 |
2.8% |
91% |
False |
False |
31,918 |
| 80 |
2.703 |
1.990 |
0.713 |
26.9% |
0.071 |
2.7% |
93% |
False |
False |
26,948 |
| 100 |
2.703 |
1.990 |
0.713 |
26.9% |
0.069 |
2.6% |
93% |
False |
False |
22,969 |
| 120 |
2.703 |
1.990 |
0.713 |
26.9% |
0.069 |
2.6% |
93% |
False |
False |
19,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.976 |
|
2.618 |
2.870 |
|
1.618 |
2.805 |
|
1.000 |
2.765 |
|
0.618 |
2.740 |
|
HIGH |
2.700 |
|
0.618 |
2.675 |
|
0.500 |
2.668 |
|
0.382 |
2.660 |
|
LOW |
2.635 |
|
0.618 |
2.595 |
|
1.000 |
2.570 |
|
1.618 |
2.530 |
|
2.618 |
2.465 |
|
4.250 |
2.359 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.668 |
2.640 |
| PP |
2.662 |
2.627 |
| S1 |
2.657 |
2.615 |
|