NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.931 |
2.915 |
-0.016 |
-0.5% |
2.677 |
| High |
2.998 |
2.945 |
-0.053 |
-1.8% |
2.998 |
| Low |
2.891 |
2.752 |
-0.139 |
-4.8% |
2.667 |
| Close |
2.987 |
2.764 |
-0.223 |
-7.5% |
2.987 |
| Range |
0.107 |
0.193 |
0.086 |
80.4% |
0.331 |
| ATR |
0.094 |
0.104 |
0.010 |
10.8% |
0.000 |
| Volume |
114,642 |
176,555 |
61,913 |
54.0% |
708,867 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.399 |
3.275 |
2.870 |
|
| R3 |
3.206 |
3.082 |
2.817 |
|
| R2 |
3.013 |
3.013 |
2.799 |
|
| R1 |
2.889 |
2.889 |
2.782 |
2.855 |
| PP |
2.820 |
2.820 |
2.820 |
2.803 |
| S1 |
2.696 |
2.696 |
2.746 |
2.662 |
| S2 |
2.627 |
2.627 |
2.729 |
|
| S3 |
2.434 |
2.503 |
2.711 |
|
| S4 |
2.241 |
2.310 |
2.658 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.877 |
3.763 |
3.169 |
|
| R3 |
3.546 |
3.432 |
3.078 |
|
| R2 |
3.215 |
3.215 |
3.048 |
|
| R1 |
3.101 |
3.101 |
3.017 |
3.158 |
| PP |
2.884 |
2.884 |
2.884 |
2.913 |
| S1 |
2.770 |
2.770 |
2.957 |
2.827 |
| S2 |
2.553 |
2.553 |
2.926 |
|
| S3 |
2.222 |
2.439 |
2.896 |
|
| S4 |
1.891 |
2.108 |
2.805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.998 |
2.743 |
0.255 |
9.2% |
0.135 |
4.9% |
8% |
False |
False |
155,164 |
| 10 |
2.998 |
2.653 |
0.345 |
12.5% |
0.114 |
4.1% |
32% |
False |
False |
125,651 |
| 20 |
2.998 |
2.489 |
0.509 |
18.4% |
0.098 |
3.6% |
54% |
False |
False |
102,176 |
| 40 |
2.998 |
2.157 |
0.841 |
30.4% |
0.084 |
3.0% |
72% |
False |
False |
69,295 |
| 60 |
2.998 |
2.156 |
0.842 |
30.5% |
0.081 |
2.9% |
72% |
False |
False |
55,033 |
| 80 |
2.998 |
2.122 |
0.876 |
31.7% |
0.079 |
2.9% |
73% |
False |
False |
44,646 |
| 100 |
2.998 |
1.990 |
1.008 |
36.5% |
0.075 |
2.7% |
77% |
False |
False |
38,042 |
| 120 |
2.998 |
1.990 |
1.008 |
36.5% |
0.073 |
2.6% |
77% |
False |
False |
32,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.765 |
|
2.618 |
3.450 |
|
1.618 |
3.257 |
|
1.000 |
3.138 |
|
0.618 |
3.064 |
|
HIGH |
2.945 |
|
0.618 |
2.871 |
|
0.500 |
2.849 |
|
0.382 |
2.826 |
|
LOW |
2.752 |
|
0.618 |
2.633 |
|
1.000 |
2.559 |
|
1.618 |
2.440 |
|
2.618 |
2.247 |
|
4.250 |
1.932 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.849 |
2.875 |
| PP |
2.820 |
2.838 |
| S1 |
2.792 |
2.801 |
|