NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
2.883 |
2.954 |
0.071 |
2.5% |
2.922 |
| High |
2.965 |
3.063 |
0.098 |
3.3% |
3.005 |
| Low |
2.883 |
2.948 |
0.065 |
2.3% |
2.868 |
| Close |
2.939 |
3.058 |
0.119 |
4.0% |
2.910 |
| Range |
0.082 |
0.115 |
0.033 |
40.2% |
0.137 |
| ATR |
0.068 |
0.072 |
0.004 |
5.9% |
0.000 |
| Volume |
15,081 |
26,163 |
11,082 |
73.5% |
92,384 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.368 |
3.328 |
3.121 |
|
| R3 |
3.253 |
3.213 |
3.090 |
|
| R2 |
3.138 |
3.138 |
3.079 |
|
| R1 |
3.098 |
3.098 |
3.069 |
3.118 |
| PP |
3.023 |
3.023 |
3.023 |
3.033 |
| S1 |
2.983 |
2.983 |
3.047 |
3.003 |
| S2 |
2.908 |
2.908 |
3.037 |
|
| S3 |
2.793 |
2.868 |
3.026 |
|
| S4 |
2.678 |
2.753 |
2.995 |
|
|
| 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 |
3.063 |
2.868 |
0.195 |
6.4% |
0.091 |
3.0% |
97% |
True |
False |
18,979 |
| 10 |
3.063 |
2.838 |
0.225 |
7.4% |
0.075 |
2.4% |
98% |
True |
False |
17,255 |
| 20 |
3.063 |
2.712 |
0.351 |
11.5% |
0.067 |
2.2% |
99% |
True |
False |
17,292 |
| 40 |
3.063 |
2.460 |
0.603 |
19.7% |
0.061 |
2.0% |
99% |
True |
False |
13,162 |
| 60 |
3.063 |
2.424 |
0.639 |
20.9% |
0.060 |
2.0% |
99% |
True |
False |
11,445 |
| 80 |
3.063 |
2.231 |
0.832 |
27.2% |
0.061 |
2.0% |
99% |
True |
False |
9,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.552 |
|
2.618 |
3.364 |
|
1.618 |
3.249 |
|
1.000 |
3.178 |
|
0.618 |
3.134 |
|
HIGH |
3.063 |
|
0.618 |
3.019 |
|
0.500 |
3.006 |
|
0.382 |
2.992 |
|
LOW |
2.948 |
|
0.618 |
2.877 |
|
1.000 |
2.833 |
|
1.618 |
2.762 |
|
2.618 |
2.647 |
|
4.250 |
2.459 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.041 |
3.029 |
| PP |
3.023 |
3.000 |
| S1 |
3.006 |
2.972 |
|