NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 21-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2016 |
21-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.760 |
2.829 |
0.069 |
2.5% |
2.749 |
| High |
2.848 |
2.870 |
0.022 |
0.8% |
2.784 |
| Low |
2.760 |
2.810 |
0.050 |
1.8% |
2.682 |
| Close |
2.843 |
2.856 |
0.013 |
0.5% |
2.742 |
| Range |
0.088 |
0.060 |
-0.028 |
-31.8% |
0.102 |
| ATR |
0.072 |
0.071 |
-0.001 |
-1.2% |
0.000 |
| Volume |
38,496 |
32,490 |
-6,006 |
-15.6% |
165,844 |
|
| Daily Pivots for day following 21-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.025 |
3.001 |
2.889 |
|
| R3 |
2.965 |
2.941 |
2.873 |
|
| R2 |
2.905 |
2.905 |
2.867 |
|
| R1 |
2.881 |
2.881 |
2.862 |
2.893 |
| PP |
2.845 |
2.845 |
2.845 |
2.852 |
| S1 |
2.821 |
2.821 |
2.851 |
2.833 |
| S2 |
2.785 |
2.785 |
2.845 |
|
| S3 |
2.725 |
2.761 |
2.840 |
|
| S4 |
2.665 |
2.701 |
2.823 |
|
|
| 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 |
2.870 |
2.682 |
0.188 |
6.6% |
0.066 |
2.3% |
93% |
True |
False |
31,317 |
| 10 |
2.870 |
2.650 |
0.220 |
7.7% |
0.071 |
2.5% |
94% |
True |
False |
41,207 |
| 20 |
2.870 |
2.358 |
0.512 |
17.9% |
0.069 |
2.4% |
97% |
True |
False |
37,906 |
| 40 |
2.870 |
2.277 |
0.593 |
20.8% |
0.065 |
2.3% |
98% |
True |
False |
32,066 |
| 60 |
2.870 |
2.236 |
0.634 |
22.2% |
0.067 |
2.3% |
98% |
True |
False |
29,000 |
| 80 |
2.870 |
2.049 |
0.821 |
28.7% |
0.067 |
2.4% |
98% |
True |
False |
27,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.125 |
|
2.618 |
3.027 |
|
1.618 |
2.967 |
|
1.000 |
2.930 |
|
0.618 |
2.907 |
|
HIGH |
2.870 |
|
0.618 |
2.847 |
|
0.500 |
2.840 |
|
0.382 |
2.833 |
|
LOW |
2.810 |
|
0.618 |
2.773 |
|
1.000 |
2.750 |
|
1.618 |
2.713 |
|
2.618 |
2.653 |
|
4.250 |
2.555 |
|
|
| Fisher Pivots for day following 21-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.851 |
2.831 |
| PP |
2.845 |
2.806 |
| S1 |
2.840 |
2.781 |
|