NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.852 |
2.763 |
-0.089 |
-3.1% |
2.749 |
| High |
2.865 |
2.815 |
-0.050 |
-1.7% |
2.784 |
| Low |
2.753 |
2.716 |
-0.037 |
-1.3% |
2.682 |
| Close |
2.773 |
2.795 |
0.022 |
0.8% |
2.742 |
| Range |
0.112 |
0.099 |
-0.013 |
-11.6% |
0.102 |
| ATR |
0.074 |
0.076 |
0.002 |
2.5% |
0.000 |
| Volume |
36,000 |
33,341 |
-2,659 |
-7.4% |
165,844 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.072 |
3.033 |
2.849 |
|
| R3 |
2.973 |
2.934 |
2.822 |
|
| R2 |
2.874 |
2.874 |
2.813 |
|
| R1 |
2.835 |
2.835 |
2.804 |
2.855 |
| PP |
2.775 |
2.775 |
2.775 |
2.785 |
| S1 |
2.736 |
2.736 |
2.786 |
2.756 |
| S2 |
2.676 |
2.676 |
2.777 |
|
| S3 |
2.577 |
2.637 |
2.768 |
|
| S4 |
2.478 |
2.538 |
2.741 |
|
|
| 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 |
2.691 |
0.179 |
6.4% |
0.086 |
3.1% |
58% |
False |
False |
32,884 |
| 10 |
2.870 |
2.682 |
0.188 |
6.7% |
0.072 |
2.6% |
60% |
False |
False |
36,458 |
| 20 |
2.870 |
2.392 |
0.478 |
17.1% |
0.073 |
2.6% |
84% |
False |
False |
38,937 |
| 40 |
2.870 |
2.277 |
0.593 |
21.2% |
0.068 |
2.4% |
87% |
False |
False |
32,473 |
| 60 |
2.870 |
2.236 |
0.634 |
22.7% |
0.069 |
2.5% |
88% |
False |
False |
29,365 |
| 80 |
2.870 |
2.052 |
0.818 |
29.3% |
0.068 |
2.4% |
91% |
False |
False |
27,091 |
| 100 |
2.870 |
2.049 |
0.821 |
29.4% |
0.067 |
2.4% |
91% |
False |
False |
25,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.236 |
|
2.618 |
3.074 |
|
1.618 |
2.975 |
|
1.000 |
2.914 |
|
0.618 |
2.876 |
|
HIGH |
2.815 |
|
0.618 |
2.777 |
|
0.500 |
2.766 |
|
0.382 |
2.754 |
|
LOW |
2.716 |
|
0.618 |
2.655 |
|
1.000 |
2.617 |
|
1.618 |
2.556 |
|
2.618 |
2.457 |
|
4.250 |
2.295 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.785 |
2.794 |
| PP |
2.775 |
2.794 |
| S1 |
2.766 |
2.793 |
|