NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.763 |
2.795 |
0.032 |
1.2% |
2.760 |
| High |
2.815 |
2.795 |
-0.020 |
-0.7% |
2.870 |
| Low |
2.716 |
2.722 |
0.006 |
0.2% |
2.716 |
| Close |
2.795 |
2.753 |
-0.042 |
-1.5% |
2.753 |
| Range |
0.099 |
0.073 |
-0.026 |
-26.3% |
0.154 |
| ATR |
0.076 |
0.075 |
0.000 |
-0.2% |
0.000 |
| Volume |
33,341 |
28,934 |
-4,407 |
-13.2% |
169,261 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.976 |
2.937 |
2.793 |
|
| R3 |
2.903 |
2.864 |
2.773 |
|
| R2 |
2.830 |
2.830 |
2.766 |
|
| R1 |
2.791 |
2.791 |
2.760 |
2.774 |
| PP |
2.757 |
2.757 |
2.757 |
2.748 |
| S1 |
2.718 |
2.718 |
2.746 |
2.701 |
| S2 |
2.684 |
2.684 |
2.740 |
|
| S3 |
2.611 |
2.645 |
2.733 |
|
| S4 |
2.538 |
2.572 |
2.713 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.242 |
3.151 |
2.838 |
|
| R3 |
3.088 |
2.997 |
2.795 |
|
| R2 |
2.934 |
2.934 |
2.781 |
|
| R1 |
2.843 |
2.843 |
2.767 |
2.812 |
| PP |
2.780 |
2.780 |
2.780 |
2.764 |
| S1 |
2.689 |
2.689 |
2.739 |
2.658 |
| S2 |
2.626 |
2.626 |
2.725 |
|
| S3 |
2.472 |
2.535 |
2.711 |
|
| S4 |
2.318 |
2.381 |
2.668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.870 |
2.716 |
0.154 |
5.6% |
0.086 |
3.1% |
24% |
False |
False |
33,852 |
| 10 |
2.870 |
2.682 |
0.188 |
6.8% |
0.073 |
2.6% |
38% |
False |
False |
33,510 |
| 20 |
2.870 |
2.392 |
0.478 |
17.4% |
0.075 |
2.7% |
76% |
False |
False |
37,843 |
| 40 |
2.870 |
2.277 |
0.593 |
21.5% |
0.068 |
2.5% |
80% |
False |
False |
32,200 |
| 60 |
2.870 |
2.236 |
0.634 |
23.0% |
0.068 |
2.5% |
82% |
False |
False |
29,262 |
| 80 |
2.870 |
2.052 |
0.818 |
29.7% |
0.069 |
2.5% |
86% |
False |
False |
27,120 |
| 100 |
2.870 |
2.049 |
0.821 |
29.8% |
0.066 |
2.4% |
86% |
False |
False |
25,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.105 |
|
2.618 |
2.986 |
|
1.618 |
2.913 |
|
1.000 |
2.868 |
|
0.618 |
2.840 |
|
HIGH |
2.795 |
|
0.618 |
2.767 |
|
0.500 |
2.759 |
|
0.382 |
2.750 |
|
LOW |
2.722 |
|
0.618 |
2.677 |
|
1.000 |
2.649 |
|
1.618 |
2.604 |
|
2.618 |
2.531 |
|
4.250 |
2.412 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.759 |
2.791 |
| PP |
2.757 |
2.778 |
| S1 |
2.755 |
2.766 |
|