NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.775 |
2.733 |
-0.042 |
-1.5% |
2.819 |
| High |
2.799 |
2.787 |
-0.012 |
-0.4% |
2.871 |
| Low |
2.708 |
2.714 |
0.006 |
0.2% |
2.669 |
| Close |
2.722 |
2.728 |
0.006 |
0.2% |
2.756 |
| Range |
0.091 |
0.073 |
-0.018 |
-19.8% |
0.202 |
| ATR |
0.101 |
0.099 |
-0.002 |
-2.0% |
0.000 |
| Volume |
89,832 |
105,285 |
15,453 |
17.2% |
674,995 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.962 |
2.918 |
2.768 |
|
| R3 |
2.889 |
2.845 |
2.748 |
|
| R2 |
2.816 |
2.816 |
2.741 |
|
| R1 |
2.772 |
2.772 |
2.735 |
2.758 |
| PP |
2.743 |
2.743 |
2.743 |
2.736 |
| S1 |
2.699 |
2.699 |
2.721 |
2.685 |
| S2 |
2.670 |
2.670 |
2.715 |
|
| S3 |
2.597 |
2.626 |
2.708 |
|
| S4 |
2.524 |
2.553 |
2.688 |
|
|
| 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% |
0.086 |
3.2% |
45% |
False |
False |
115,210 |
| 10 |
2.871 |
2.669 |
0.202 |
7.4% |
0.097 |
3.5% |
29% |
False |
False |
124,294 |
| 20 |
2.998 |
2.653 |
0.345 |
12.6% |
0.105 |
3.9% |
22% |
False |
False |
124,972 |
| 40 |
2.998 |
2.207 |
0.791 |
29.0% |
0.093 |
3.4% |
66% |
False |
False |
93,964 |
| 60 |
2.998 |
2.157 |
0.841 |
30.8% |
0.085 |
3.1% |
68% |
False |
False |
71,816 |
| 80 |
2.998 |
2.122 |
0.876 |
32.1% |
0.082 |
3.0% |
69% |
False |
False |
58,749 |
| 100 |
2.998 |
1.990 |
1.008 |
37.0% |
0.079 |
2.9% |
73% |
False |
False |
49,540 |
| 120 |
2.998 |
1.990 |
1.008 |
37.0% |
0.076 |
2.8% |
73% |
False |
False |
42,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.097 |
|
2.618 |
2.978 |
|
1.618 |
2.905 |
|
1.000 |
2.860 |
|
0.618 |
2.832 |
|
HIGH |
2.787 |
|
0.618 |
2.759 |
|
0.500 |
2.751 |
|
0.382 |
2.742 |
|
LOW |
2.714 |
|
0.618 |
2.669 |
|
1.000 |
2.641 |
|
1.618 |
2.596 |
|
2.618 |
2.523 |
|
4.250 |
2.404 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.751 |
2.734 |
| PP |
2.743 |
2.732 |
| S1 |
2.736 |
2.730 |
|