NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.722 |
2.665 |
-0.057 |
-2.1% |
2.819 |
| High |
2.730 |
2.710 |
-0.020 |
-0.7% |
2.871 |
| Low |
2.648 |
2.625 |
-0.023 |
-0.9% |
2.669 |
| Close |
2.658 |
2.692 |
0.034 |
1.3% |
2.756 |
| Range |
0.082 |
0.085 |
0.003 |
3.7% |
0.202 |
| ATR |
0.098 |
0.097 |
-0.001 |
-0.9% |
0.000 |
| Volume |
125,798 |
120,585 |
-5,213 |
-4.1% |
674,995 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.931 |
2.896 |
2.739 |
|
| R3 |
2.846 |
2.811 |
2.715 |
|
| R2 |
2.761 |
2.761 |
2.708 |
|
| R1 |
2.726 |
2.726 |
2.700 |
2.744 |
| PP |
2.676 |
2.676 |
2.676 |
2.684 |
| S1 |
2.641 |
2.641 |
2.684 |
2.659 |
| S2 |
2.591 |
2.591 |
2.676 |
|
| S3 |
2.506 |
2.556 |
2.669 |
|
| S4 |
2.421 |
2.471 |
2.645 |
|
|
| 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 |
2.625 |
0.174 |
6.5% |
0.088 |
3.3% |
39% |
False |
True |
112,788 |
| 10 |
2.871 |
2.625 |
0.246 |
9.1% |
0.091 |
3.4% |
27% |
False |
True |
121,528 |
| 20 |
2.998 |
2.625 |
0.373 |
13.9% |
0.105 |
3.9% |
18% |
False |
True |
128,980 |
| 40 |
2.998 |
2.207 |
0.791 |
29.4% |
0.093 |
3.5% |
61% |
False |
False |
98,448 |
| 60 |
2.998 |
2.157 |
0.841 |
31.2% |
0.085 |
3.1% |
64% |
False |
False |
75,334 |
| 80 |
2.998 |
2.151 |
0.847 |
31.5% |
0.082 |
3.0% |
64% |
False |
False |
61,520 |
| 100 |
2.998 |
1.994 |
1.004 |
37.3% |
0.079 |
3.0% |
70% |
False |
False |
51,724 |
| 120 |
2.998 |
1.990 |
1.008 |
37.4% |
0.076 |
2.8% |
70% |
False |
False |
44,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.071 |
|
2.618 |
2.933 |
|
1.618 |
2.848 |
|
1.000 |
2.795 |
|
0.618 |
2.763 |
|
HIGH |
2.710 |
|
0.618 |
2.678 |
|
0.500 |
2.668 |
|
0.382 |
2.657 |
|
LOW |
2.625 |
|
0.618 |
2.572 |
|
1.000 |
2.540 |
|
1.618 |
2.487 |
|
2.618 |
2.402 |
|
4.250 |
2.264 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.684 |
2.706 |
| PP |
2.676 |
2.701 |
| S1 |
2.668 |
2.697 |
|