NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.726 |
2.708 |
-0.018 |
-0.7% |
2.749 |
| High |
2.751 |
2.761 |
0.010 |
0.4% |
2.784 |
| Low |
2.682 |
2.691 |
0.009 |
0.3% |
2.682 |
| Close |
2.706 |
2.742 |
0.036 |
1.3% |
2.742 |
| Range |
0.069 |
0.070 |
0.001 |
1.4% |
0.102 |
| ATR |
0.069 |
0.069 |
0.000 |
0.1% |
0.000 |
| Volume |
32,744 |
24,093 |
-8,651 |
-26.4% |
165,844 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.941 |
2.912 |
2.781 |
|
| R3 |
2.871 |
2.842 |
2.761 |
|
| R2 |
2.801 |
2.801 |
2.755 |
|
| R1 |
2.772 |
2.772 |
2.748 |
2.787 |
| PP |
2.731 |
2.731 |
2.731 |
2.739 |
| S1 |
2.702 |
2.702 |
2.736 |
2.717 |
| S2 |
2.661 |
2.661 |
2.729 |
|
| S3 |
2.591 |
2.632 |
2.723 |
|
| S4 |
2.521 |
2.562 |
2.704 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.042 |
2.994 |
2.798 |
|
| R3 |
2.940 |
2.892 |
2.770 |
|
| R2 |
2.838 |
2.838 |
2.761 |
|
| R1 |
2.790 |
2.790 |
2.751 |
2.763 |
| PP |
2.736 |
2.736 |
2.736 |
2.723 |
| S1 |
2.688 |
2.688 |
2.733 |
2.661 |
| S2 |
2.634 |
2.634 |
2.723 |
|
| S3 |
2.532 |
2.586 |
2.714 |
|
| S4 |
2.430 |
2.484 |
2.686 |
|
|
| 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 |
3.7% |
0.059 |
2.1% |
59% |
False |
False |
33,168 |
| 10 |
2.802 |
2.591 |
0.211 |
7.7% |
0.071 |
2.6% |
72% |
False |
False |
41,424 |
| 20 |
2.802 |
2.358 |
0.444 |
16.2% |
0.068 |
2.5% |
86% |
False |
False |
36,475 |
| 40 |
2.802 |
2.277 |
0.525 |
19.1% |
0.067 |
2.4% |
89% |
False |
False |
31,567 |
| 60 |
2.802 |
2.202 |
0.600 |
21.9% |
0.067 |
2.4% |
90% |
False |
False |
28,415 |
| 80 |
2.802 |
2.049 |
0.753 |
27.5% |
0.067 |
2.5% |
92% |
False |
False |
26,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.059 |
|
2.618 |
2.944 |
|
1.618 |
2.874 |
|
1.000 |
2.831 |
|
0.618 |
2.804 |
|
HIGH |
2.761 |
|
0.618 |
2.734 |
|
0.500 |
2.726 |
|
0.382 |
2.718 |
|
LOW |
2.691 |
|
0.618 |
2.648 |
|
1.000 |
2.621 |
|
1.618 |
2.578 |
|
2.618 |
2.508 |
|
4.250 |
2.394 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.737 |
2.736 |
| PP |
2.731 |
2.730 |
| S1 |
2.726 |
2.724 |
|