NYMEX Natural Gas Future December 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 |
3.152 |
3.205 |
0.053 |
1.7% |
3.157 |
| High |
3.213 |
3.301 |
0.088 |
2.7% |
3.245 |
| Low |
3.152 |
3.205 |
0.053 |
1.7% |
3.126 |
| Close |
3.194 |
3.296 |
0.102 |
3.2% |
3.175 |
| Range |
0.061 |
0.096 |
0.035 |
57.4% |
0.119 |
| ATR |
0.063 |
0.066 |
0.003 |
5.0% |
0.000 |
| Volume |
9,384 |
19,557 |
10,173 |
108.4% |
62,496 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.555 |
3.522 |
3.349 |
|
| R3 |
3.459 |
3.426 |
3.322 |
|
| R2 |
3.363 |
3.363 |
3.314 |
|
| R1 |
3.330 |
3.330 |
3.305 |
3.347 |
| PP |
3.267 |
3.267 |
3.267 |
3.276 |
| S1 |
3.234 |
3.234 |
3.287 |
3.251 |
| S2 |
3.171 |
3.171 |
3.278 |
|
| S3 |
3.075 |
3.138 |
3.270 |
|
| S4 |
2.979 |
3.042 |
3.243 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.539 |
3.476 |
3.240 |
|
| R3 |
3.420 |
3.357 |
3.208 |
|
| R2 |
3.301 |
3.301 |
3.197 |
|
| R1 |
3.238 |
3.238 |
3.186 |
3.270 |
| PP |
3.182 |
3.182 |
3.182 |
3.198 |
| S1 |
3.119 |
3.119 |
3.164 |
3.151 |
| S2 |
3.063 |
3.063 |
3.153 |
|
| S3 |
2.944 |
3.000 |
3.142 |
|
| S4 |
2.825 |
2.881 |
3.110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.301 |
3.126 |
0.175 |
5.3% |
0.082 |
2.5% |
97% |
True |
False |
13,545 |
| 10 |
3.301 |
3.081 |
0.220 |
6.7% |
0.068 |
2.1% |
98% |
True |
False |
12,127 |
| 20 |
3.301 |
2.973 |
0.328 |
10.0% |
0.062 |
1.9% |
98% |
True |
False |
11,955 |
| 40 |
3.301 |
2.760 |
0.541 |
16.4% |
0.056 |
1.7% |
99% |
True |
False |
9,140 |
| 60 |
3.301 |
2.700 |
0.601 |
18.2% |
0.055 |
1.7% |
99% |
True |
False |
8,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.709 |
|
2.618 |
3.552 |
|
1.618 |
3.456 |
|
1.000 |
3.397 |
|
0.618 |
3.360 |
|
HIGH |
3.301 |
|
0.618 |
3.264 |
|
0.500 |
3.253 |
|
0.382 |
3.242 |
|
LOW |
3.205 |
|
0.618 |
3.146 |
|
1.000 |
3.109 |
|
1.618 |
3.050 |
|
2.618 |
2.954 |
|
4.250 |
2.797 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.282 |
3.269 |
| PP |
3.267 |
3.242 |
| S1 |
3.253 |
3.215 |
|