NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.686 |
2.675 |
-0.011 |
-0.4% |
2.560 |
| High |
2.724 |
2.703 |
-0.021 |
-0.8% |
2.733 |
| Low |
2.666 |
2.638 |
-0.028 |
-1.1% |
2.518 |
| Close |
2.682 |
2.691 |
0.009 |
0.3% |
2.654 |
| Range |
0.058 |
0.065 |
0.007 |
12.1% |
0.215 |
| ATR |
0.075 |
0.074 |
-0.001 |
-0.9% |
0.000 |
| Volume |
65,431 |
41,108 |
-24,323 |
-37.2% |
341,647 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.872 |
2.847 |
2.727 |
|
| R3 |
2.807 |
2.782 |
2.709 |
|
| R2 |
2.742 |
2.742 |
2.703 |
|
| R1 |
2.717 |
2.717 |
2.697 |
2.730 |
| PP |
2.677 |
2.677 |
2.677 |
2.684 |
| S1 |
2.652 |
2.652 |
2.685 |
2.665 |
| S2 |
2.612 |
2.612 |
2.679 |
|
| S3 |
2.547 |
2.587 |
2.673 |
|
| S4 |
2.482 |
2.522 |
2.655 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.280 |
3.182 |
2.772 |
|
| R3 |
3.065 |
2.967 |
2.713 |
|
| R2 |
2.850 |
2.850 |
2.693 |
|
| R1 |
2.752 |
2.752 |
2.674 |
2.801 |
| PP |
2.635 |
2.635 |
2.635 |
2.660 |
| S1 |
2.537 |
2.537 |
2.634 |
2.586 |
| S2 |
2.420 |
2.420 |
2.615 |
|
| S3 |
2.205 |
2.322 |
2.595 |
|
| S4 |
1.990 |
2.107 |
2.536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.733 |
2.573 |
0.160 |
5.9% |
0.079 |
2.9% |
74% |
False |
False |
69,965 |
| 10 |
2.733 |
2.432 |
0.301 |
11.2% |
0.072 |
2.7% |
86% |
False |
False |
55,400 |
| 20 |
2.733 |
2.195 |
0.538 |
20.0% |
0.073 |
2.7% |
92% |
False |
False |
41,724 |
| 40 |
2.733 |
2.195 |
0.538 |
20.0% |
0.072 |
2.7% |
92% |
False |
False |
33,048 |
| 60 |
2.733 |
2.150 |
0.583 |
21.7% |
0.071 |
2.6% |
93% |
False |
False |
27,227 |
| 80 |
2.733 |
2.009 |
0.724 |
26.9% |
0.068 |
2.5% |
94% |
False |
False |
23,590 |
| 100 |
2.733 |
2.009 |
0.724 |
26.9% |
0.066 |
2.5% |
94% |
False |
False |
20,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.979 |
|
2.618 |
2.873 |
|
1.618 |
2.808 |
|
1.000 |
2.768 |
|
0.618 |
2.743 |
|
HIGH |
2.703 |
|
0.618 |
2.678 |
|
0.500 |
2.671 |
|
0.382 |
2.663 |
|
LOW |
2.638 |
|
0.618 |
2.598 |
|
1.000 |
2.573 |
|
1.618 |
2.533 |
|
2.618 |
2.468 |
|
4.250 |
2.362 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.684 |
2.688 |
| PP |
2.677 |
2.684 |
| S1 |
2.671 |
2.681 |
|