NYMEX Natural Gas Future October 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 |
2.750 |
2.735 |
-0.015 |
-0.5% |
2.627 |
| High |
2.755 |
2.765 |
0.010 |
0.4% |
2.802 |
| Low |
2.700 |
2.720 |
0.020 |
0.7% |
2.591 |
| Close |
2.743 |
2.727 |
-0.016 |
-0.6% |
2.722 |
| Range |
0.055 |
0.045 |
-0.010 |
-18.2% |
0.211 |
| ATR |
0.071 |
0.069 |
-0.002 |
-2.6% |
0.000 |
| Volume |
38,888 |
28,764 |
-10,124 |
-26.0% |
248,403 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.872 |
2.845 |
2.752 |
|
| R3 |
2.827 |
2.800 |
2.739 |
|
| R2 |
2.782 |
2.782 |
2.735 |
|
| R1 |
2.755 |
2.755 |
2.731 |
2.746 |
| PP |
2.737 |
2.737 |
2.737 |
2.733 |
| S1 |
2.710 |
2.710 |
2.723 |
2.701 |
| S2 |
2.692 |
2.692 |
2.719 |
|
| S3 |
2.647 |
2.665 |
2.715 |
|
| S4 |
2.602 |
2.620 |
2.702 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.338 |
3.241 |
2.838 |
|
| R3 |
3.127 |
3.030 |
2.780 |
|
| R2 |
2.916 |
2.916 |
2.761 |
|
| R1 |
2.819 |
2.819 |
2.741 |
2.868 |
| PP |
2.705 |
2.705 |
2.705 |
2.729 |
| S1 |
2.608 |
2.608 |
2.703 |
2.657 |
| S2 |
2.494 |
2.494 |
2.683 |
|
| S3 |
2.283 |
2.397 |
2.664 |
|
| S4 |
2.072 |
2.186 |
2.606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.802 |
2.650 |
0.152 |
5.6% |
0.075 |
2.8% |
51% |
False |
False |
48,387 |
| 10 |
2.802 |
2.560 |
0.242 |
8.9% |
0.068 |
2.5% |
69% |
False |
False |
41,673 |
| 20 |
2.802 |
2.277 |
0.525 |
19.3% |
0.070 |
2.6% |
86% |
False |
False |
36,420 |
| 40 |
2.802 |
2.277 |
0.525 |
19.3% |
0.067 |
2.5% |
86% |
False |
False |
31,703 |
| 60 |
2.802 |
2.201 |
0.601 |
22.0% |
0.068 |
2.5% |
88% |
False |
False |
28,073 |
| 80 |
2.802 |
2.049 |
0.753 |
27.6% |
0.067 |
2.4% |
90% |
False |
False |
26,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.956 |
|
2.618 |
2.883 |
|
1.618 |
2.838 |
|
1.000 |
2.810 |
|
0.618 |
2.793 |
|
HIGH |
2.765 |
|
0.618 |
2.748 |
|
0.500 |
2.743 |
|
0.382 |
2.737 |
|
LOW |
2.720 |
|
0.618 |
2.692 |
|
1.000 |
2.675 |
|
1.618 |
2.647 |
|
2.618 |
2.602 |
|
4.250 |
2.529 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.743 |
2.742 |
| PP |
2.737 |
2.737 |
| S1 |
2.732 |
2.732 |
|