NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.733 |
2.722 |
-0.011 |
-0.4% |
2.819 |
| High |
2.787 |
2.730 |
-0.057 |
-2.0% |
2.871 |
| Low |
2.714 |
2.648 |
-0.066 |
-2.4% |
2.669 |
| Close |
2.728 |
2.658 |
-0.070 |
-2.6% |
2.756 |
| Range |
0.073 |
0.082 |
0.009 |
12.3% |
0.202 |
| ATR |
0.099 |
0.098 |
-0.001 |
-1.2% |
0.000 |
| Volume |
105,285 |
125,798 |
20,513 |
19.5% |
674,995 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.925 |
2.873 |
2.703 |
|
| R3 |
2.843 |
2.791 |
2.681 |
|
| R2 |
2.761 |
2.761 |
2.673 |
|
| R1 |
2.709 |
2.709 |
2.666 |
2.694 |
| PP |
2.679 |
2.679 |
2.679 |
2.671 |
| S1 |
2.627 |
2.627 |
2.650 |
2.612 |
| S2 |
2.597 |
2.597 |
2.643 |
|
| S3 |
2.515 |
2.545 |
2.635 |
|
| S4 |
2.433 |
2.463 |
2.613 |
|
|
| 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 |
2.648 |
0.151 |
5.7% |
0.083 |
3.1% |
7% |
False |
True |
114,070 |
| 10 |
2.871 |
2.648 |
0.223 |
8.4% |
0.094 |
3.6% |
4% |
False |
True |
123,286 |
| 20 |
2.998 |
2.648 |
0.350 |
13.2% |
0.106 |
4.0% |
3% |
False |
True |
127,509 |
| 40 |
2.998 |
2.207 |
0.791 |
29.8% |
0.093 |
3.5% |
57% |
False |
False |
96,565 |
| 60 |
2.998 |
2.157 |
0.841 |
31.6% |
0.084 |
3.2% |
60% |
False |
False |
73,630 |
| 80 |
2.998 |
2.151 |
0.847 |
31.9% |
0.082 |
3.1% |
60% |
False |
False |
60,207 |
| 100 |
2.998 |
1.990 |
1.008 |
37.9% |
0.079 |
3.0% |
66% |
False |
False |
50,685 |
| 120 |
2.998 |
1.990 |
1.008 |
37.9% |
0.076 |
2.9% |
66% |
False |
False |
43,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.079 |
|
2.618 |
2.945 |
|
1.618 |
2.863 |
|
1.000 |
2.812 |
|
0.618 |
2.781 |
|
HIGH |
2.730 |
|
0.618 |
2.699 |
|
0.500 |
2.689 |
|
0.382 |
2.679 |
|
LOW |
2.648 |
|
0.618 |
2.597 |
|
1.000 |
2.566 |
|
1.618 |
2.515 |
|
2.618 |
2.433 |
|
4.250 |
2.300 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.689 |
2.724 |
| PP |
2.679 |
2.702 |
| S1 |
2.668 |
2.680 |
|