NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.737 |
2.677 |
-0.060 |
-2.2% |
2.691 |
| High |
2.737 |
2.763 |
0.026 |
0.9% |
2.812 |
| Low |
2.655 |
2.667 |
0.012 |
0.5% |
2.653 |
| Close |
2.694 |
2.741 |
0.047 |
1.7% |
2.694 |
| Range |
0.082 |
0.096 |
0.014 |
17.1% |
0.159 |
| ATR |
0.084 |
0.085 |
0.001 |
1.0% |
0.000 |
| Volume |
77,123 |
109,600 |
32,477 |
42.1% |
452,211 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.012 |
2.972 |
2.794 |
|
| R3 |
2.916 |
2.876 |
2.767 |
|
| R2 |
2.820 |
2.820 |
2.759 |
|
| R1 |
2.780 |
2.780 |
2.750 |
2.800 |
| PP |
2.724 |
2.724 |
2.724 |
2.734 |
| S1 |
2.684 |
2.684 |
2.732 |
2.704 |
| S2 |
2.628 |
2.628 |
2.723 |
|
| S3 |
2.532 |
2.588 |
2.715 |
|
| S4 |
2.436 |
2.492 |
2.688 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.197 |
3.104 |
2.781 |
|
| R3 |
3.038 |
2.945 |
2.738 |
|
| R2 |
2.879 |
2.879 |
2.723 |
|
| R1 |
2.786 |
2.786 |
2.709 |
2.833 |
| PP |
2.720 |
2.720 |
2.720 |
2.743 |
| S1 |
2.627 |
2.627 |
2.679 |
2.674 |
| S2 |
2.561 |
2.561 |
2.665 |
|
| S3 |
2.402 |
2.468 |
2.650 |
|
| S4 |
2.243 |
2.309 |
2.607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.812 |
2.653 |
0.159 |
5.8% |
0.093 |
3.4% |
55% |
False |
False |
96,137 |
| 10 |
2.812 |
2.605 |
0.207 |
7.6% |
0.085 |
3.1% |
66% |
False |
False |
82,607 |
| 20 |
2.812 |
2.264 |
0.548 |
20.0% |
0.085 |
3.1% |
87% |
False |
False |
76,301 |
| 40 |
2.812 |
2.157 |
0.655 |
23.9% |
0.076 |
2.8% |
89% |
False |
False |
53,245 |
| 60 |
2.812 |
2.151 |
0.661 |
24.1% |
0.076 |
2.8% |
89% |
False |
False |
43,397 |
| 80 |
2.812 |
1.994 |
0.818 |
29.8% |
0.074 |
2.7% |
91% |
False |
False |
35,848 |
| 100 |
2.812 |
1.990 |
0.822 |
30.0% |
0.071 |
2.6% |
91% |
False |
False |
30,622 |
| 120 |
2.812 |
1.990 |
0.822 |
30.0% |
0.070 |
2.6% |
91% |
False |
False |
26,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.171 |
|
2.618 |
3.014 |
|
1.618 |
2.918 |
|
1.000 |
2.859 |
|
0.618 |
2.822 |
|
HIGH |
2.763 |
|
0.618 |
2.726 |
|
0.500 |
2.715 |
|
0.382 |
2.704 |
|
LOW |
2.667 |
|
0.618 |
2.608 |
|
1.000 |
2.571 |
|
1.618 |
2.512 |
|
2.618 |
2.416 |
|
4.250 |
2.259 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.732 |
2.730 |
| PP |
2.724 |
2.719 |
| S1 |
2.715 |
2.708 |
|