NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
3.225 |
3.152 |
-0.073 |
-2.3% |
3.205 |
| High |
3.245 |
3.210 |
-0.035 |
-1.1% |
3.229 |
| Low |
3.150 |
3.126 |
-0.024 |
-0.8% |
3.081 |
| Close |
3.177 |
3.202 |
0.025 |
0.8% |
3.133 |
| Range |
0.095 |
0.084 |
-0.011 |
-11.6% |
0.148 |
| ATR |
0.061 |
0.062 |
0.002 |
2.8% |
0.000 |
| Volume |
14,632 |
14,550 |
-82 |
-0.6% |
54,276 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.431 |
3.401 |
3.248 |
|
| R3 |
3.347 |
3.317 |
3.225 |
|
| R2 |
3.263 |
3.263 |
3.217 |
|
| R1 |
3.233 |
3.233 |
3.210 |
3.248 |
| PP |
3.179 |
3.179 |
3.179 |
3.187 |
| S1 |
3.149 |
3.149 |
3.194 |
3.164 |
| S2 |
3.095 |
3.095 |
3.187 |
|
| S3 |
3.011 |
3.065 |
3.179 |
|
| S4 |
2.927 |
2.981 |
3.156 |
|
|
| 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 |
3.084 |
0.161 |
5.0% |
0.072 |
2.2% |
73% |
False |
False |
12,599 |
| 10 |
3.245 |
3.081 |
0.164 |
5.1% |
0.061 |
1.9% |
74% |
False |
False |
11,718 |
| 20 |
3.245 |
2.927 |
0.318 |
9.9% |
0.058 |
1.8% |
86% |
False |
False |
11,457 |
| 40 |
3.245 |
2.760 |
0.485 |
15.1% |
0.053 |
1.7% |
91% |
False |
False |
8,743 |
| 60 |
3.245 |
2.700 |
0.545 |
17.0% |
0.054 |
1.7% |
92% |
False |
False |
8,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.567 |
|
2.618 |
3.430 |
|
1.618 |
3.346 |
|
1.000 |
3.294 |
|
0.618 |
3.262 |
|
HIGH |
3.210 |
|
0.618 |
3.178 |
|
0.500 |
3.168 |
|
0.382 |
3.158 |
|
LOW |
3.126 |
|
0.618 |
3.074 |
|
1.000 |
3.042 |
|
1.618 |
2.990 |
|
2.618 |
2.906 |
|
4.250 |
2.769 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.191 |
3.197 |
| PP |
3.179 |
3.191 |
| S1 |
3.168 |
3.186 |
|