NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.915 |
2.768 |
-0.147 |
-5.0% |
2.677 |
| High |
2.945 |
2.802 |
-0.143 |
-4.9% |
2.998 |
| Low |
2.752 |
2.697 |
-0.055 |
-2.0% |
2.667 |
| Close |
2.764 |
2.786 |
0.022 |
0.8% |
2.987 |
| Range |
0.193 |
0.105 |
-0.088 |
-45.6% |
0.331 |
| ATR |
0.104 |
0.104 |
0.000 |
0.1% |
0.000 |
| Volume |
176,555 |
135,881 |
-40,674 |
-23.0% |
708,867 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.077 |
3.036 |
2.844 |
|
| R3 |
2.972 |
2.931 |
2.815 |
|
| R2 |
2.867 |
2.867 |
2.805 |
|
| R1 |
2.826 |
2.826 |
2.796 |
2.847 |
| PP |
2.762 |
2.762 |
2.762 |
2.772 |
| S1 |
2.721 |
2.721 |
2.776 |
2.742 |
| S2 |
2.657 |
2.657 |
2.767 |
|
| S3 |
2.552 |
2.616 |
2.757 |
|
| S4 |
2.447 |
2.511 |
2.728 |
|
|
| 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 |
2.697 |
0.301 |
10.8% |
0.126 |
4.5% |
30% |
False |
True |
147,004 |
| 10 |
2.998 |
2.653 |
0.345 |
12.4% |
0.118 |
4.2% |
39% |
False |
False |
131,731 |
| 20 |
2.998 |
2.526 |
0.472 |
16.9% |
0.099 |
3.6% |
55% |
False |
False |
105,282 |
| 40 |
2.998 |
2.157 |
0.841 |
30.2% |
0.085 |
3.1% |
75% |
False |
False |
72,180 |
| 60 |
2.998 |
2.156 |
0.842 |
30.2% |
0.082 |
3.0% |
75% |
False |
False |
56,934 |
| 80 |
2.998 |
2.122 |
0.876 |
31.4% |
0.080 |
2.9% |
76% |
False |
False |
46,184 |
| 100 |
2.998 |
1.990 |
1.008 |
36.2% |
0.076 |
2.7% |
79% |
False |
False |
39,307 |
| 120 |
2.998 |
1.990 |
1.008 |
36.2% |
0.073 |
2.6% |
79% |
False |
False |
33,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.248 |
|
2.618 |
3.077 |
|
1.618 |
2.972 |
|
1.000 |
2.907 |
|
0.618 |
2.867 |
|
HIGH |
2.802 |
|
0.618 |
2.762 |
|
0.500 |
2.750 |
|
0.382 |
2.737 |
|
LOW |
2.697 |
|
0.618 |
2.632 |
|
1.000 |
2.592 |
|
1.618 |
2.527 |
|
2.618 |
2.422 |
|
4.250 |
2.251 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.774 |
2.848 |
| PP |
2.762 |
2.827 |
| S1 |
2.750 |
2.807 |
|