NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.730 |
2.775 |
0.045 |
1.6% |
2.819 |
| High |
2.778 |
2.799 |
0.021 |
0.8% |
2.871 |
| Low |
2.669 |
2.708 |
0.039 |
1.5% |
2.669 |
| Close |
2.756 |
2.722 |
-0.034 |
-1.2% |
2.756 |
| Range |
0.109 |
0.091 |
-0.018 |
-16.5% |
0.202 |
| ATR |
0.102 |
0.101 |
-0.001 |
-0.7% |
0.000 |
| Volume |
122,444 |
89,832 |
-32,612 |
-26.6% |
674,995 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.016 |
2.960 |
2.772 |
|
| R3 |
2.925 |
2.869 |
2.747 |
|
| R2 |
2.834 |
2.834 |
2.739 |
|
| R1 |
2.778 |
2.778 |
2.730 |
2.761 |
| PP |
2.743 |
2.743 |
2.743 |
2.734 |
| S1 |
2.687 |
2.687 |
2.714 |
2.670 |
| S2 |
2.652 |
2.652 |
2.705 |
|
| S3 |
2.561 |
2.596 |
2.697 |
|
| S4 |
2.470 |
2.505 |
2.672 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.371 |
3.266 |
2.867 |
|
| R3 |
3.169 |
3.064 |
2.812 |
|
| R2 |
2.967 |
2.967 |
2.793 |
|
| R1 |
2.862 |
2.862 |
2.775 |
2.814 |
| PP |
2.765 |
2.765 |
2.765 |
2.741 |
| S1 |
2.660 |
2.660 |
2.737 |
2.612 |
| S2 |
2.563 |
2.563 |
2.719 |
|
| S3 |
2.361 |
2.458 |
2.700 |
|
| S4 |
2.159 |
2.256 |
2.645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.799 |
2.669 |
0.130 |
4.8% |
0.084 |
3.1% |
41% |
True |
False |
122,759 |
| 10 |
2.945 |
2.669 |
0.276 |
10.1% |
0.109 |
4.0% |
19% |
False |
False |
131,421 |
| 20 |
2.998 |
2.653 |
0.345 |
12.7% |
0.107 |
3.9% |
20% |
False |
False |
123,764 |
| 40 |
2.998 |
2.207 |
0.791 |
29.1% |
0.092 |
3.4% |
65% |
False |
False |
92,205 |
| 60 |
2.998 |
2.157 |
0.841 |
30.9% |
0.086 |
3.1% |
67% |
False |
False |
70,590 |
| 80 |
2.998 |
2.122 |
0.876 |
32.2% |
0.082 |
3.0% |
68% |
False |
False |
57,590 |
| 100 |
2.998 |
1.990 |
1.008 |
37.0% |
0.079 |
2.9% |
73% |
False |
False |
48,610 |
| 120 |
2.998 |
1.990 |
1.008 |
37.0% |
0.076 |
2.8% |
73% |
False |
False |
41,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.186 |
|
2.618 |
3.037 |
|
1.618 |
2.946 |
|
1.000 |
2.890 |
|
0.618 |
2.855 |
|
HIGH |
2.799 |
|
0.618 |
2.764 |
|
0.500 |
2.754 |
|
0.382 |
2.743 |
|
LOW |
2.708 |
|
0.618 |
2.652 |
|
1.000 |
2.617 |
|
1.618 |
2.561 |
|
2.618 |
2.470 |
|
4.250 |
2.321 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.754 |
2.734 |
| PP |
2.743 |
2.730 |
| S1 |
2.733 |
2.726 |
|