NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.738 |
2.751 |
0.013 |
0.5% |
2.915 |
| High |
2.799 |
2.769 |
-0.030 |
-1.1% |
2.945 |
| Low |
2.702 |
2.709 |
0.007 |
0.3% |
2.697 |
| Close |
2.737 |
2.727 |
-0.010 |
-0.4% |
2.801 |
| Range |
0.097 |
0.060 |
-0.037 |
-38.1% |
0.248 |
| ATR |
0.104 |
0.101 |
-0.003 |
-3.0% |
0.000 |
| Volume |
131,498 |
126,994 |
-4,504 |
-3.4% |
549,390 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.915 |
2.881 |
2.760 |
|
| R3 |
2.855 |
2.821 |
2.744 |
|
| R2 |
2.795 |
2.795 |
2.738 |
|
| R1 |
2.761 |
2.761 |
2.733 |
2.748 |
| PP |
2.735 |
2.735 |
2.735 |
2.729 |
| S1 |
2.701 |
2.701 |
2.722 |
2.688 |
| S2 |
2.675 |
2.675 |
2.716 |
|
| S3 |
2.615 |
2.641 |
2.711 |
|
| S4 |
2.555 |
2.581 |
2.694 |
|
|
| 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% |
0.095 |
3.5% |
22% |
False |
False |
130,267 |
| 10 |
2.998 |
2.687 |
0.311 |
11.4% |
0.109 |
4.0% |
13% |
False |
False |
137,728 |
| 20 |
2.998 |
2.605 |
0.393 |
14.4% |
0.105 |
3.8% |
31% |
False |
False |
119,273 |
| 40 |
2.998 |
2.157 |
0.841 |
30.8% |
0.092 |
3.4% |
68% |
False |
False |
88,623 |
| 60 |
2.998 |
2.157 |
0.841 |
30.8% |
0.085 |
3.1% |
68% |
False |
False |
68,047 |
| 80 |
2.998 |
2.122 |
0.876 |
32.1% |
0.082 |
3.0% |
69% |
False |
False |
55,261 |
| 100 |
2.998 |
1.990 |
1.008 |
37.0% |
0.078 |
2.9% |
73% |
False |
False |
46,625 |
| 120 |
2.998 |
1.990 |
1.008 |
37.0% |
0.075 |
2.7% |
73% |
False |
False |
40,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.024 |
|
2.618 |
2.926 |
|
1.618 |
2.866 |
|
1.000 |
2.829 |
|
0.618 |
2.806 |
|
HIGH |
2.769 |
|
0.618 |
2.746 |
|
0.500 |
2.739 |
|
0.382 |
2.732 |
|
LOW |
2.709 |
|
0.618 |
2.672 |
|
1.000 |
2.649 |
|
1.618 |
2.612 |
|
2.618 |
2.552 |
|
4.250 |
2.454 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.739 |
2.743 |
| PP |
2.735 |
2.738 |
| S1 |
2.731 |
2.732 |
|