NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
3.205 |
3.266 |
0.061 |
1.9% |
3.157 |
| High |
3.301 |
3.350 |
0.049 |
1.5% |
3.245 |
| Low |
3.205 |
3.257 |
0.052 |
1.6% |
3.126 |
| Close |
3.296 |
3.278 |
-0.018 |
-0.5% |
3.175 |
| Range |
0.096 |
0.093 |
-0.003 |
-3.1% |
0.119 |
| ATR |
0.066 |
0.068 |
0.002 |
2.9% |
0.000 |
| Volume |
19,557 |
17,552 |
-2,005 |
-10.3% |
62,496 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.574 |
3.519 |
3.329 |
|
| R3 |
3.481 |
3.426 |
3.304 |
|
| R2 |
3.388 |
3.388 |
3.295 |
|
| R1 |
3.333 |
3.333 |
3.287 |
3.361 |
| PP |
3.295 |
3.295 |
3.295 |
3.309 |
| S1 |
3.240 |
3.240 |
3.269 |
3.268 |
| S2 |
3.202 |
3.202 |
3.261 |
|
| S3 |
3.109 |
3.147 |
3.252 |
|
| S4 |
3.016 |
3.054 |
3.227 |
|
|
| 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 |
3.350 |
3.126 |
0.224 |
6.8% |
0.082 |
2.5% |
68% |
True |
False |
14,129 |
| 10 |
3.350 |
3.081 |
0.269 |
8.2% |
0.073 |
2.2% |
73% |
True |
False |
13,001 |
| 20 |
3.350 |
2.998 |
0.352 |
10.7% |
0.064 |
2.0% |
80% |
True |
False |
12,193 |
| 40 |
3.350 |
2.760 |
0.590 |
18.0% |
0.057 |
1.7% |
88% |
True |
False |
9,470 |
| 60 |
3.350 |
2.700 |
0.650 |
19.8% |
0.055 |
1.7% |
89% |
True |
False |
8,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.745 |
|
2.618 |
3.593 |
|
1.618 |
3.500 |
|
1.000 |
3.443 |
|
0.618 |
3.407 |
|
HIGH |
3.350 |
|
0.618 |
3.314 |
|
0.500 |
3.304 |
|
0.382 |
3.293 |
|
LOW |
3.257 |
|
0.618 |
3.200 |
|
1.000 |
3.164 |
|
1.618 |
3.107 |
|
2.618 |
3.014 |
|
4.250 |
2.862 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.304 |
3.269 |
| PP |
3.295 |
3.260 |
| S1 |
3.287 |
3.251 |
|