NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.646 |
2.657 |
0.011 |
0.4% |
2.519 |
| High |
2.680 |
2.690 |
0.010 |
0.4% |
2.703 |
| Low |
2.606 |
2.642 |
0.036 |
1.4% |
2.478 |
| Close |
2.666 |
2.652 |
-0.014 |
-0.5% |
2.624 |
| Range |
0.074 |
0.048 |
-0.026 |
-35.1% |
0.225 |
| ATR |
0.079 |
0.077 |
-0.002 |
-2.8% |
0.000 |
| Volume |
86,421 |
55,382 |
-31,039 |
-35.9% |
417,249 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.805 |
2.777 |
2.678 |
|
| R3 |
2.757 |
2.729 |
2.665 |
|
| R2 |
2.709 |
2.709 |
2.661 |
|
| R1 |
2.681 |
2.681 |
2.656 |
2.671 |
| PP |
2.661 |
2.661 |
2.661 |
2.657 |
| S1 |
2.633 |
2.633 |
2.648 |
2.623 |
| S2 |
2.613 |
2.613 |
2.643 |
|
| S3 |
2.565 |
2.585 |
2.639 |
|
| S4 |
2.517 |
2.537 |
2.626 |
|
|
| 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 |
2.526 |
0.177 |
6.7% |
0.086 |
3.2% |
71% |
False |
False |
87,606 |
| 10 |
2.703 |
2.443 |
0.260 |
9.8% |
0.076 |
2.9% |
80% |
False |
False |
72,490 |
| 20 |
2.703 |
2.157 |
0.546 |
20.6% |
0.079 |
3.0% |
91% |
False |
False |
57,972 |
| 40 |
2.703 |
2.157 |
0.546 |
20.6% |
0.075 |
2.8% |
91% |
False |
False |
42,434 |
| 60 |
2.703 |
2.122 |
0.581 |
21.9% |
0.074 |
2.8% |
91% |
False |
False |
33,923 |
| 80 |
2.703 |
1.990 |
0.713 |
26.9% |
0.071 |
2.7% |
93% |
False |
False |
28,464 |
| 100 |
2.703 |
1.990 |
0.713 |
26.9% |
0.069 |
2.6% |
93% |
False |
False |
24,299 |
| 120 |
2.703 |
1.990 |
0.713 |
26.9% |
0.069 |
2.6% |
93% |
False |
False |
20,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.894 |
|
2.618 |
2.816 |
|
1.618 |
2.768 |
|
1.000 |
2.738 |
|
0.618 |
2.720 |
|
HIGH |
2.690 |
|
0.618 |
2.672 |
|
0.500 |
2.666 |
|
0.382 |
2.660 |
|
LOW |
2.642 |
|
0.618 |
2.612 |
|
1.000 |
2.594 |
|
1.618 |
2.564 |
|
2.618 |
2.516 |
|
4.250 |
2.438 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.666 |
2.653 |
| PP |
2.661 |
2.653 |
| S1 |
2.657 |
2.652 |
|