NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.910 |
2.892 |
-0.018 |
-0.6% |
2.760 |
| High |
2.994 |
2.961 |
-0.033 |
-1.1% |
2.870 |
| Low |
2.880 |
2.875 |
-0.005 |
-0.2% |
2.716 |
| Close |
2.895 |
2.948 |
0.053 |
1.8% |
2.753 |
| Range |
0.114 |
0.086 |
-0.028 |
-24.6% |
0.154 |
| ATR |
0.084 |
0.084 |
0.000 |
0.2% |
0.000 |
| Volume |
49,991 |
52,199 |
2,208 |
4.4% |
169,261 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.186 |
3.153 |
2.995 |
|
| R3 |
3.100 |
3.067 |
2.972 |
|
| R2 |
3.014 |
3.014 |
2.964 |
|
| R1 |
2.981 |
2.981 |
2.956 |
2.998 |
| PP |
2.928 |
2.928 |
2.928 |
2.936 |
| S1 |
2.895 |
2.895 |
2.940 |
2.912 |
| S2 |
2.842 |
2.842 |
2.932 |
|
| S3 |
2.756 |
2.809 |
2.924 |
|
| S4 |
2.670 |
2.723 |
2.901 |
|
|
| 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 |
2.994 |
2.720 |
0.274 |
9.3% |
0.101 |
3.4% |
83% |
False |
False |
42,329 |
| 10 |
2.994 |
2.691 |
0.303 |
10.3% |
0.093 |
3.2% |
85% |
False |
False |
37,606 |
| 20 |
2.994 |
2.580 |
0.414 |
14.0% |
0.081 |
2.8% |
89% |
False |
False |
39,550 |
| 40 |
2.994 |
2.277 |
0.717 |
24.3% |
0.072 |
2.4% |
94% |
False |
False |
33,764 |
| 60 |
2.994 |
2.236 |
0.758 |
25.7% |
0.071 |
2.4% |
94% |
False |
False |
31,018 |
| 80 |
2.994 |
2.105 |
0.889 |
30.2% |
0.071 |
2.4% |
95% |
False |
False |
28,170 |
| 100 |
2.994 |
2.049 |
0.945 |
32.1% |
0.068 |
2.3% |
95% |
False |
False |
26,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.327 |
|
2.618 |
3.186 |
|
1.618 |
3.100 |
|
1.000 |
3.047 |
|
0.618 |
3.014 |
|
HIGH |
2.961 |
|
0.618 |
2.928 |
|
0.500 |
2.918 |
|
0.382 |
2.908 |
|
LOW |
2.875 |
|
0.618 |
2.822 |
|
1.000 |
2.789 |
|
1.618 |
2.736 |
|
2.618 |
2.650 |
|
4.250 |
2.510 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.938 |
2.929 |
| PP |
2.928 |
2.911 |
| S1 |
2.918 |
2.892 |
|