NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.819 |
2.717 |
-0.102 |
-3.6% |
2.915 |
| High |
2.871 |
2.751 |
-0.120 |
-4.2% |
2.945 |
| Low |
2.696 |
2.687 |
-0.009 |
-0.3% |
2.697 |
| Close |
2.702 |
2.734 |
0.032 |
1.2% |
2.801 |
| Range |
0.175 |
0.064 |
-0.111 |
-63.4% |
0.248 |
| ATR |
0.108 |
0.105 |
-0.003 |
-2.9% |
0.000 |
| Volume |
151,030 |
143,029 |
-8,001 |
-5.3% |
549,390 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.916 |
2.889 |
2.769 |
|
| R3 |
2.852 |
2.825 |
2.752 |
|
| R2 |
2.788 |
2.788 |
2.746 |
|
| R1 |
2.761 |
2.761 |
2.740 |
2.775 |
| PP |
2.724 |
2.724 |
2.724 |
2.731 |
| S1 |
2.697 |
2.697 |
2.728 |
2.711 |
| S2 |
2.660 |
2.660 |
2.722 |
|
| S3 |
2.596 |
2.633 |
2.716 |
|
| S4 |
2.532 |
2.569 |
2.699 |
|
|
| 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 |
2.871 |
2.687 |
0.184 |
6.7% |
0.107 |
3.9% |
26% |
False |
True |
133,378 |
| 10 |
2.998 |
2.687 |
0.311 |
11.4% |
0.121 |
4.4% |
15% |
False |
True |
144,271 |
| 20 |
2.998 |
2.605 |
0.393 |
14.4% |
0.103 |
3.8% |
33% |
False |
False |
113,439 |
| 40 |
2.998 |
2.157 |
0.841 |
30.8% |
0.090 |
3.3% |
69% |
False |
False |
83,200 |
| 60 |
2.998 |
2.156 |
0.842 |
30.8% |
0.086 |
3.1% |
69% |
False |
False |
64,374 |
| 80 |
2.998 |
2.122 |
0.876 |
32.0% |
0.081 |
3.0% |
70% |
False |
False |
52,299 |
| 100 |
2.998 |
1.990 |
1.008 |
36.9% |
0.078 |
2.8% |
74% |
False |
False |
44,246 |
| 120 |
2.998 |
1.990 |
1.008 |
36.9% |
0.075 |
2.7% |
74% |
False |
False |
38,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.023 |
|
2.618 |
2.919 |
|
1.618 |
2.855 |
|
1.000 |
2.815 |
|
0.618 |
2.791 |
|
HIGH |
2.751 |
|
0.618 |
2.727 |
|
0.500 |
2.719 |
|
0.382 |
2.711 |
|
LOW |
2.687 |
|
0.618 |
2.647 |
|
1.000 |
2.623 |
|
1.618 |
2.583 |
|
2.618 |
2.519 |
|
4.250 |
2.415 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.729 |
2.779 |
| PP |
2.724 |
2.764 |
| S1 |
2.719 |
2.749 |
|