NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.803 |
2.758 |
-0.045 |
-1.6% |
2.915 |
| High |
2.841 |
2.825 |
-0.016 |
-0.6% |
2.945 |
| Low |
2.725 |
2.748 |
0.023 |
0.8% |
2.697 |
| Close |
2.777 |
2.801 |
0.024 |
0.9% |
2.801 |
| Range |
0.116 |
0.077 |
-0.039 |
-33.6% |
0.248 |
| ATR |
0.105 |
0.103 |
-0.002 |
-1.9% |
0.000 |
| Volume |
138,168 |
98,786 |
-39,382 |
-28.5% |
549,390 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.022 |
2.989 |
2.843 |
|
| R3 |
2.945 |
2.912 |
2.822 |
|
| R2 |
2.868 |
2.868 |
2.815 |
|
| R1 |
2.835 |
2.835 |
2.808 |
2.852 |
| PP |
2.791 |
2.791 |
2.791 |
2.800 |
| S1 |
2.758 |
2.758 |
2.794 |
2.775 |
| S2 |
2.714 |
2.714 |
2.787 |
|
| S3 |
2.637 |
2.681 |
2.780 |
|
| S4 |
2.560 |
2.604 |
2.759 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.558 |
3.428 |
2.937 |
|
| R3 |
3.310 |
3.180 |
2.869 |
|
| R2 |
3.062 |
3.062 |
2.846 |
|
| R1 |
2.932 |
2.932 |
2.824 |
2.873 |
| PP |
2.814 |
2.814 |
2.814 |
2.785 |
| S1 |
2.684 |
2.684 |
2.778 |
2.625 |
| S2 |
2.566 |
2.566 |
2.756 |
|
| S3 |
2.318 |
2.436 |
2.733 |
|
| S4 |
2.070 |
2.188 |
2.665 |
|
|
| 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 |
10.7% |
0.120 |
4.3% |
35% |
False |
False |
132,806 |
| 10 |
2.998 |
2.655 |
0.343 |
12.2% |
0.115 |
4.1% |
43% |
False |
False |
133,538 |
| 20 |
2.998 |
2.605 |
0.393 |
14.0% |
0.098 |
3.5% |
50% |
False |
False |
107,502 |
| 40 |
2.998 |
2.157 |
0.841 |
30.0% |
0.087 |
3.1% |
77% |
False |
False |
76,883 |
| 60 |
2.998 |
2.156 |
0.842 |
30.1% |
0.084 |
3.0% |
77% |
False |
False |
60,052 |
| 80 |
2.998 |
2.122 |
0.876 |
31.3% |
0.080 |
2.9% |
78% |
False |
False |
48,861 |
| 100 |
2.998 |
1.990 |
1.008 |
36.0% |
0.076 |
2.7% |
80% |
False |
False |
41,487 |
| 120 |
2.998 |
1.990 |
1.008 |
36.0% |
0.074 |
2.6% |
80% |
False |
False |
35,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.152 |
|
2.618 |
3.027 |
|
1.618 |
2.950 |
|
1.000 |
2.902 |
|
0.618 |
2.873 |
|
HIGH |
2.825 |
|
0.618 |
2.796 |
|
0.500 |
2.787 |
|
0.382 |
2.777 |
|
LOW |
2.748 |
|
0.618 |
2.700 |
|
1.000 |
2.671 |
|
1.618 |
2.623 |
|
2.618 |
2.546 |
|
4.250 |
2.421 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.796 |
2.790 |
| PP |
2.791 |
2.780 |
| S1 |
2.787 |
2.769 |
|