NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
3.206 |
3.225 |
0.019 |
0.6% |
3.205 |
| High |
3.229 |
3.245 |
0.016 |
0.5% |
3.229 |
| Low |
3.176 |
3.150 |
-0.026 |
-0.8% |
3.081 |
| Close |
3.225 |
3.177 |
-0.048 |
-1.5% |
3.133 |
| Range |
0.053 |
0.095 |
0.042 |
79.2% |
0.148 |
| ATR |
0.058 |
0.061 |
0.003 |
4.6% |
0.000 |
| Volume |
9,565 |
14,632 |
5,067 |
53.0% |
54,276 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.476 |
3.421 |
3.229 |
|
| R3 |
3.381 |
3.326 |
3.203 |
|
| R2 |
3.286 |
3.286 |
3.194 |
|
| R1 |
3.231 |
3.231 |
3.186 |
3.211 |
| PP |
3.191 |
3.191 |
3.191 |
3.181 |
| S1 |
3.136 |
3.136 |
3.168 |
3.116 |
| S2 |
3.096 |
3.096 |
3.160 |
|
| S3 |
3.001 |
3.041 |
3.151 |
|
| S4 |
2.906 |
2.946 |
3.125 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.592 |
3.510 |
3.214 |
|
| R3 |
3.444 |
3.362 |
3.174 |
|
| R2 |
3.296 |
3.296 |
3.160 |
|
| R1 |
3.214 |
3.214 |
3.147 |
3.181 |
| PP |
3.148 |
3.148 |
3.148 |
3.131 |
| S1 |
3.066 |
3.066 |
3.119 |
3.033 |
| S2 |
3.000 |
3.000 |
3.106 |
|
| S3 |
2.852 |
2.918 |
3.092 |
|
| S4 |
2.704 |
2.770 |
3.052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.245 |
3.081 |
0.164 |
5.2% |
0.064 |
2.0% |
59% |
True |
False |
11,874 |
| 10 |
3.245 |
3.081 |
0.164 |
5.2% |
0.065 |
2.0% |
59% |
True |
False |
12,575 |
| 20 |
3.245 |
2.878 |
0.367 |
11.6% |
0.058 |
1.8% |
81% |
True |
False |
11,088 |
| 40 |
3.245 |
2.760 |
0.485 |
15.3% |
0.053 |
1.7% |
86% |
True |
False |
8,647 |
| 60 |
3.245 |
2.700 |
0.545 |
17.2% |
0.054 |
1.7% |
88% |
True |
False |
7,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.649 |
|
2.618 |
3.494 |
|
1.618 |
3.399 |
|
1.000 |
3.340 |
|
0.618 |
3.304 |
|
HIGH |
3.245 |
|
0.618 |
3.209 |
|
0.500 |
3.198 |
|
0.382 |
3.186 |
|
LOW |
3.150 |
|
0.618 |
3.091 |
|
1.000 |
3.055 |
|
1.618 |
2.996 |
|
2.618 |
2.901 |
|
4.250 |
2.746 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.198 |
3.195 |
| PP |
3.191 |
3.189 |
| S1 |
3.184 |
3.183 |
|