NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.717 |
2.738 |
0.021 |
0.8% |
2.915 |
| High |
2.751 |
2.799 |
0.048 |
1.7% |
2.945 |
| Low |
2.687 |
2.702 |
0.015 |
0.6% |
2.697 |
| Close |
2.734 |
2.737 |
0.003 |
0.1% |
2.801 |
| Range |
0.064 |
0.097 |
0.033 |
51.6% |
0.248 |
| ATR |
0.105 |
0.104 |
-0.001 |
-0.5% |
0.000 |
| Volume |
143,029 |
131,498 |
-11,531 |
-8.1% |
549,390 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.037 |
2.984 |
2.790 |
|
| R3 |
2.940 |
2.887 |
2.764 |
|
| R2 |
2.843 |
2.843 |
2.755 |
|
| R1 |
2.790 |
2.790 |
2.746 |
2.768 |
| PP |
2.746 |
2.746 |
2.746 |
2.735 |
| S1 |
2.693 |
2.693 |
2.728 |
2.671 |
| S2 |
2.649 |
2.649 |
2.719 |
|
| S3 |
2.552 |
2.596 |
2.710 |
|
| S4 |
2.455 |
2.499 |
2.684 |
|
|
| 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% |
0.106 |
3.9% |
27% |
False |
False |
132,502 |
| 10 |
2.998 |
2.687 |
0.311 |
11.4% |
0.116 |
4.2% |
16% |
False |
False |
139,753 |
| 20 |
2.998 |
2.605 |
0.393 |
14.4% |
0.104 |
3.8% |
34% |
False |
False |
115,693 |
| 40 |
2.998 |
2.157 |
0.841 |
30.7% |
0.091 |
3.3% |
69% |
False |
False |
85,977 |
| 60 |
2.998 |
2.157 |
0.841 |
30.7% |
0.086 |
3.1% |
69% |
False |
False |
66,340 |
| 80 |
2.998 |
2.122 |
0.876 |
32.0% |
0.082 |
3.0% |
70% |
False |
False |
53,833 |
| 100 |
2.998 |
1.990 |
1.008 |
36.8% |
0.078 |
2.8% |
74% |
False |
False |
45,472 |
| 120 |
2.998 |
1.990 |
1.008 |
36.8% |
0.075 |
2.7% |
74% |
False |
False |
39,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.211 |
|
2.618 |
3.053 |
|
1.618 |
2.956 |
|
1.000 |
2.896 |
|
0.618 |
2.859 |
|
HIGH |
2.799 |
|
0.618 |
2.762 |
|
0.500 |
2.751 |
|
0.382 |
2.739 |
|
LOW |
2.702 |
|
0.618 |
2.642 |
|
1.000 |
2.605 |
|
1.618 |
2.545 |
|
2.618 |
2.448 |
|
4.250 |
2.290 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.751 |
2.779 |
| PP |
2.746 |
2.765 |
| S1 |
2.742 |
2.751 |
|