NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.892 |
2.951 |
0.059 |
2.0% |
2.734 |
| High |
2.961 |
3.022 |
0.061 |
2.1% |
3.022 |
| Low |
2.875 |
2.916 |
0.041 |
1.4% |
2.720 |
| Close |
2.948 |
3.013 |
0.065 |
2.2% |
3.013 |
| Range |
0.086 |
0.106 |
0.020 |
23.3% |
0.302 |
| ATR |
0.084 |
0.085 |
0.002 |
1.9% |
0.000 |
| Volume |
52,199 |
38,829 |
-13,370 |
-25.6% |
221,541 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.302 |
3.263 |
3.071 |
|
| R3 |
3.196 |
3.157 |
3.042 |
|
| R2 |
3.090 |
3.090 |
3.032 |
|
| R1 |
3.051 |
3.051 |
3.023 |
3.071 |
| PP |
2.984 |
2.984 |
2.984 |
2.993 |
| S1 |
2.945 |
2.945 |
3.003 |
2.965 |
| S2 |
2.878 |
2.878 |
2.994 |
|
| S3 |
2.772 |
2.839 |
2.984 |
|
| S4 |
2.666 |
2.733 |
2.955 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.824 |
3.721 |
3.179 |
|
| R3 |
3.522 |
3.419 |
3.096 |
|
| R2 |
3.220 |
3.220 |
3.068 |
|
| R1 |
3.117 |
3.117 |
3.041 |
3.169 |
| PP |
2.918 |
2.918 |
2.918 |
2.944 |
| S1 |
2.815 |
2.815 |
2.985 |
2.867 |
| S2 |
2.616 |
2.616 |
2.958 |
|
| S3 |
2.314 |
2.513 |
2.930 |
|
| S4 |
2.012 |
2.211 |
2.847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.022 |
2.720 |
0.302 |
10.0% |
0.108 |
3.6% |
97% |
True |
False |
44,308 |
| 10 |
3.022 |
2.716 |
0.306 |
10.2% |
0.097 |
3.2% |
97% |
True |
False |
39,080 |
| 20 |
3.022 |
2.591 |
0.431 |
14.3% |
0.084 |
2.8% |
98% |
True |
False |
40,252 |
| 40 |
3.022 |
2.277 |
0.745 |
24.7% |
0.073 |
2.4% |
99% |
True |
False |
34,135 |
| 60 |
3.022 |
2.249 |
0.773 |
25.7% |
0.071 |
2.4% |
99% |
True |
False |
31,273 |
| 80 |
3.022 |
2.144 |
0.878 |
29.1% |
0.072 |
2.4% |
99% |
True |
False |
28,405 |
| 100 |
3.022 |
2.049 |
0.973 |
32.3% |
0.069 |
2.3% |
99% |
True |
False |
26,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.473 |
|
2.618 |
3.300 |
|
1.618 |
3.194 |
|
1.000 |
3.128 |
|
0.618 |
3.088 |
|
HIGH |
3.022 |
|
0.618 |
2.982 |
|
0.500 |
2.969 |
|
0.382 |
2.956 |
|
LOW |
2.916 |
|
0.618 |
2.850 |
|
1.000 |
2.810 |
|
1.618 |
2.744 |
|
2.618 |
2.638 |
|
4.250 |
2.466 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.998 |
2.992 |
| PP |
2.984 |
2.970 |
| S1 |
2.969 |
2.949 |
|