NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.945 |
2.883 |
-0.062 |
-2.1% |
2.922 |
| High |
2.945 |
2.965 |
0.020 |
0.7% |
3.005 |
| Low |
2.880 |
2.883 |
0.003 |
0.1% |
2.868 |
| Close |
2.910 |
2.939 |
0.029 |
1.0% |
2.910 |
| Range |
0.065 |
0.082 |
0.017 |
26.2% |
0.137 |
| ATR |
0.067 |
0.068 |
0.001 |
1.6% |
0.000 |
| Volume |
15,627 |
15,081 |
-546 |
-3.5% |
92,384 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.175 |
3.139 |
2.984 |
|
| R3 |
3.093 |
3.057 |
2.962 |
|
| R2 |
3.011 |
3.011 |
2.954 |
|
| R1 |
2.975 |
2.975 |
2.947 |
2.993 |
| PP |
2.929 |
2.929 |
2.929 |
2.938 |
| S1 |
2.893 |
2.893 |
2.931 |
2.911 |
| S2 |
2.847 |
2.847 |
2.924 |
|
| S3 |
2.765 |
2.811 |
2.916 |
|
| S4 |
2.683 |
2.729 |
2.894 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.339 |
3.261 |
2.985 |
|
| R3 |
3.202 |
3.124 |
2.948 |
|
| R2 |
3.065 |
3.065 |
2.935 |
|
| R1 |
2.987 |
2.987 |
2.923 |
2.958 |
| PP |
2.928 |
2.928 |
2.928 |
2.913 |
| S1 |
2.850 |
2.850 |
2.897 |
2.821 |
| S2 |
2.791 |
2.791 |
2.885 |
|
| S3 |
2.654 |
2.713 |
2.872 |
|
| S4 |
2.517 |
2.576 |
2.835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.005 |
2.868 |
0.137 |
4.7% |
0.078 |
2.7% |
52% |
False |
False |
16,912 |
| 10 |
3.005 |
2.838 |
0.167 |
5.7% |
0.068 |
2.3% |
60% |
False |
False |
16,368 |
| 20 |
3.005 |
2.651 |
0.354 |
12.0% |
0.066 |
2.2% |
81% |
False |
False |
16,682 |
| 40 |
3.005 |
2.460 |
0.545 |
18.5% |
0.060 |
2.0% |
88% |
False |
False |
12,666 |
| 60 |
3.005 |
2.424 |
0.581 |
19.8% |
0.060 |
2.0% |
89% |
False |
False |
11,115 |
| 80 |
3.005 |
2.229 |
0.776 |
26.4% |
0.060 |
2.1% |
91% |
False |
False |
9,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.314 |
|
2.618 |
3.180 |
|
1.618 |
3.098 |
|
1.000 |
3.047 |
|
0.618 |
3.016 |
|
HIGH |
2.965 |
|
0.618 |
2.934 |
|
0.500 |
2.924 |
|
0.382 |
2.914 |
|
LOW |
2.883 |
|
0.618 |
2.832 |
|
1.000 |
2.801 |
|
1.618 |
2.750 |
|
2.618 |
2.668 |
|
4.250 |
2.535 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.934 |
2.932 |
| PP |
2.929 |
2.924 |
| S1 |
2.924 |
2.917 |
|