NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.735 |
2.726 |
-0.009 |
-0.3% |
2.627 |
| High |
2.765 |
2.751 |
-0.014 |
-0.5% |
2.802 |
| Low |
2.720 |
2.682 |
-0.038 |
-1.4% |
2.591 |
| Close |
2.727 |
2.706 |
-0.021 |
-0.8% |
2.722 |
| Range |
0.045 |
0.069 |
0.024 |
53.3% |
0.211 |
| ATR |
0.069 |
0.069 |
0.000 |
0.0% |
0.000 |
| Volume |
28,764 |
32,744 |
3,980 |
13.8% |
248,403 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.920 |
2.882 |
2.744 |
|
| R3 |
2.851 |
2.813 |
2.725 |
|
| R2 |
2.782 |
2.782 |
2.719 |
|
| R1 |
2.744 |
2.744 |
2.712 |
2.729 |
| PP |
2.713 |
2.713 |
2.713 |
2.705 |
| S1 |
2.675 |
2.675 |
2.700 |
2.660 |
| S2 |
2.644 |
2.644 |
2.693 |
|
| S3 |
2.575 |
2.606 |
2.687 |
|
| S4 |
2.506 |
2.537 |
2.668 |
|
|
| 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 |
2.784 |
2.682 |
0.102 |
3.8% |
0.059 |
2.2% |
24% |
False |
True |
40,032 |
| 10 |
2.802 |
2.580 |
0.222 |
8.2% |
0.069 |
2.6% |
57% |
False |
False |
41,495 |
| 20 |
2.802 |
2.277 |
0.525 |
19.4% |
0.071 |
2.6% |
82% |
False |
False |
36,809 |
| 40 |
2.802 |
2.277 |
0.525 |
19.4% |
0.067 |
2.5% |
82% |
False |
False |
31,700 |
| 60 |
2.802 |
2.202 |
0.600 |
22.2% |
0.068 |
2.5% |
84% |
False |
False |
28,382 |
| 80 |
2.802 |
2.049 |
0.753 |
27.8% |
0.067 |
2.5% |
87% |
False |
False |
26,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.044 |
|
2.618 |
2.932 |
|
1.618 |
2.863 |
|
1.000 |
2.820 |
|
0.618 |
2.794 |
|
HIGH |
2.751 |
|
0.618 |
2.725 |
|
0.500 |
2.717 |
|
0.382 |
2.708 |
|
LOW |
2.682 |
|
0.618 |
2.639 |
|
1.000 |
2.613 |
|
1.618 |
2.570 |
|
2.618 |
2.501 |
|
4.250 |
2.389 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.717 |
2.724 |
| PP |
2.713 |
2.718 |
| S1 |
2.710 |
2.712 |
|