NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.758 |
2.819 |
0.061 |
2.2% |
2.915 |
| High |
2.825 |
2.871 |
0.046 |
1.6% |
2.945 |
| Low |
2.748 |
2.696 |
-0.052 |
-1.9% |
2.697 |
| Close |
2.801 |
2.702 |
-0.099 |
-3.5% |
2.801 |
| Range |
0.077 |
0.175 |
0.098 |
127.3% |
0.248 |
| ATR |
0.103 |
0.108 |
0.005 |
5.0% |
0.000 |
| Volume |
98,786 |
151,030 |
52,244 |
52.9% |
549,390 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.281 |
3.167 |
2.798 |
|
| R3 |
3.106 |
2.992 |
2.750 |
|
| R2 |
2.931 |
2.931 |
2.734 |
|
| R1 |
2.817 |
2.817 |
2.718 |
2.787 |
| PP |
2.756 |
2.756 |
2.756 |
2.741 |
| S1 |
2.642 |
2.642 |
2.686 |
2.612 |
| S2 |
2.581 |
2.581 |
2.670 |
|
| S3 |
2.406 |
2.467 |
2.654 |
|
| S4 |
2.231 |
2.292 |
2.606 |
|
|
| 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 |
2.945 |
2.696 |
0.249 |
9.2% |
0.133 |
4.9% |
2% |
False |
True |
140,084 |
| 10 |
2.998 |
2.667 |
0.331 |
12.3% |
0.125 |
4.6% |
11% |
False |
False |
140,928 |
| 20 |
2.998 |
2.605 |
0.393 |
14.5% |
0.103 |
3.8% |
25% |
False |
False |
110,281 |
| 40 |
2.998 |
2.157 |
0.841 |
31.1% |
0.090 |
3.3% |
65% |
False |
False |
80,157 |
| 60 |
2.998 |
2.156 |
0.842 |
31.2% |
0.086 |
3.2% |
65% |
False |
False |
62,243 |
| 80 |
2.998 |
2.122 |
0.876 |
32.4% |
0.081 |
3.0% |
66% |
False |
False |
50,665 |
| 100 |
2.998 |
1.990 |
1.008 |
37.3% |
0.078 |
2.9% |
71% |
False |
False |
42,902 |
| 120 |
2.998 |
1.990 |
1.008 |
37.3% |
0.074 |
2.8% |
71% |
False |
False |
36,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.615 |
|
2.618 |
3.329 |
|
1.618 |
3.154 |
|
1.000 |
3.046 |
|
0.618 |
2.979 |
|
HIGH |
2.871 |
|
0.618 |
2.804 |
|
0.500 |
2.784 |
|
0.382 |
2.763 |
|
LOW |
2.696 |
|
0.618 |
2.588 |
|
1.000 |
2.521 |
|
1.618 |
2.413 |
|
2.618 |
2.238 |
|
4.250 |
1.952 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.784 |
2.784 |
| PP |
2.756 |
2.756 |
| S1 |
2.729 |
2.729 |
|