NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.768 |
2.803 |
0.035 |
1.3% |
2.677 |
| High |
2.802 |
2.841 |
0.039 |
1.4% |
2.998 |
| Low |
2.697 |
2.725 |
0.028 |
1.0% |
2.667 |
| Close |
2.786 |
2.777 |
-0.009 |
-0.3% |
2.987 |
| Range |
0.105 |
0.116 |
0.011 |
10.5% |
0.331 |
| ATR |
0.104 |
0.105 |
0.001 |
0.8% |
0.000 |
| Volume |
135,881 |
138,168 |
2,287 |
1.7% |
708,867 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.129 |
3.069 |
2.841 |
|
| R3 |
3.013 |
2.953 |
2.809 |
|
| R2 |
2.897 |
2.897 |
2.798 |
|
| R1 |
2.837 |
2.837 |
2.788 |
2.809 |
| PP |
2.781 |
2.781 |
2.781 |
2.767 |
| S1 |
2.721 |
2.721 |
2.766 |
2.693 |
| S2 |
2.665 |
2.665 |
2.756 |
|
| S3 |
2.549 |
2.605 |
2.745 |
|
| S4 |
2.433 |
2.489 |
2.713 |
|
|
| 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% |
0.123 |
4.4% |
27% |
False |
False |
145,189 |
| 10 |
2.998 |
2.653 |
0.345 |
12.4% |
0.118 |
4.2% |
36% |
False |
False |
136,432 |
| 20 |
2.998 |
2.526 |
0.472 |
17.0% |
0.103 |
3.7% |
53% |
False |
False |
108,608 |
| 40 |
2.998 |
2.157 |
0.841 |
30.3% |
0.086 |
3.1% |
74% |
False |
False |
75,005 |
| 60 |
2.998 |
2.156 |
0.842 |
30.3% |
0.083 |
3.0% |
74% |
False |
False |
58,908 |
| 80 |
2.998 |
2.122 |
0.876 |
31.5% |
0.080 |
2.9% |
75% |
False |
False |
47,761 |
| 100 |
2.998 |
1.990 |
1.008 |
36.3% |
0.076 |
2.7% |
78% |
False |
False |
40,601 |
| 120 |
2.998 |
1.990 |
1.008 |
36.3% |
0.074 |
2.6% |
78% |
False |
False |
34,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.334 |
|
2.618 |
3.145 |
|
1.618 |
3.029 |
|
1.000 |
2.957 |
|
0.618 |
2.913 |
|
HIGH |
2.841 |
|
0.618 |
2.797 |
|
0.500 |
2.783 |
|
0.382 |
2.769 |
|
LOW |
2.725 |
|
0.618 |
2.653 |
|
1.000 |
2.609 |
|
1.618 |
2.537 |
|
2.618 |
2.421 |
|
4.250 |
2.232 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.783 |
2.821 |
| PP |
2.781 |
2.806 |
| S1 |
2.779 |
2.792 |
|