NYMEX Natural Gas Future November 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 |
3.031 |
3.035 |
0.004 |
0.1% |
2.922 |
| High |
3.118 |
3.100 |
-0.018 |
-0.6% |
3.005 |
| Low |
3.013 |
3.021 |
0.008 |
0.3% |
2.868 |
| Close |
3.036 |
3.085 |
0.049 |
1.6% |
2.910 |
| Range |
0.105 |
0.079 |
-0.026 |
-24.8% |
0.137 |
| ATR |
0.074 |
0.075 |
0.000 |
0.4% |
0.000 |
| Volume |
26,429 |
22,317 |
-4,112 |
-15.6% |
92,384 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.306 |
3.274 |
3.128 |
|
| R3 |
3.227 |
3.195 |
3.107 |
|
| R2 |
3.148 |
3.148 |
3.099 |
|
| R1 |
3.116 |
3.116 |
3.092 |
3.132 |
| PP |
3.069 |
3.069 |
3.069 |
3.077 |
| S1 |
3.037 |
3.037 |
3.078 |
3.053 |
| S2 |
2.990 |
2.990 |
3.071 |
|
| S3 |
2.911 |
2.958 |
3.063 |
|
| S4 |
2.832 |
2.879 |
3.042 |
|
|
| 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 |
3.118 |
2.880 |
0.238 |
7.7% |
0.089 |
2.9% |
86% |
False |
False |
21,123 |
| 10 |
3.118 |
2.841 |
0.277 |
9.0% |
0.084 |
2.7% |
88% |
False |
False |
19,334 |
| 20 |
3.118 |
2.762 |
0.356 |
11.5% |
0.072 |
2.3% |
91% |
False |
False |
18,224 |
| 40 |
3.118 |
2.460 |
0.658 |
21.3% |
0.064 |
2.1% |
95% |
False |
False |
14,033 |
| 60 |
3.118 |
2.434 |
0.684 |
22.2% |
0.062 |
2.0% |
95% |
False |
False |
12,117 |
| 80 |
3.118 |
2.267 |
0.851 |
27.6% |
0.062 |
2.0% |
96% |
False |
False |
10,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.436 |
|
2.618 |
3.307 |
|
1.618 |
3.228 |
|
1.000 |
3.179 |
|
0.618 |
3.149 |
|
HIGH |
3.100 |
|
0.618 |
3.070 |
|
0.500 |
3.061 |
|
0.382 |
3.051 |
|
LOW |
3.021 |
|
0.618 |
2.972 |
|
1.000 |
2.942 |
|
1.618 |
2.893 |
|
2.618 |
2.814 |
|
4.250 |
2.685 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.077 |
3.068 |
| PP |
3.069 |
3.050 |
| S1 |
3.061 |
3.033 |
|