NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.665 |
2.688 |
0.023 |
0.9% |
2.775 |
| High |
2.710 |
2.795 |
0.085 |
3.1% |
2.799 |
| Low |
2.625 |
2.660 |
0.035 |
1.3% |
2.625 |
| Close |
2.692 |
2.777 |
0.085 |
3.2% |
2.777 |
| Range |
0.085 |
0.135 |
0.050 |
58.8% |
0.174 |
| ATR |
0.097 |
0.099 |
0.003 |
2.8% |
0.000 |
| Volume |
120,585 |
95,596 |
-24,989 |
-20.7% |
537,096 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.149 |
3.098 |
2.851 |
|
| R3 |
3.014 |
2.963 |
2.814 |
|
| R2 |
2.879 |
2.879 |
2.802 |
|
| R1 |
2.828 |
2.828 |
2.789 |
2.854 |
| PP |
2.744 |
2.744 |
2.744 |
2.757 |
| S1 |
2.693 |
2.693 |
2.765 |
2.719 |
| S2 |
2.609 |
2.609 |
2.752 |
|
| S3 |
2.474 |
2.558 |
2.740 |
|
| S4 |
2.339 |
2.423 |
2.703 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.256 |
3.190 |
2.873 |
|
| R3 |
3.082 |
3.016 |
2.825 |
|
| R2 |
2.908 |
2.908 |
2.809 |
|
| R1 |
2.842 |
2.842 |
2.793 |
2.875 |
| PP |
2.734 |
2.734 |
2.734 |
2.750 |
| S1 |
2.668 |
2.668 |
2.761 |
2.701 |
| S2 |
2.560 |
2.560 |
2.745 |
|
| S3 |
2.386 |
2.494 |
2.729 |
|
| S4 |
2.212 |
2.320 |
2.681 |
|
|
| 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 |
6.3% |
0.093 |
3.4% |
87% |
False |
False |
107,419 |
| 10 |
2.871 |
2.625 |
0.246 |
8.9% |
0.097 |
3.5% |
62% |
False |
False |
121,209 |
| 20 |
2.998 |
2.625 |
0.373 |
13.4% |
0.106 |
3.8% |
41% |
False |
False |
127,373 |
| 40 |
2.998 |
2.213 |
0.785 |
28.3% |
0.094 |
3.4% |
72% |
False |
False |
99,650 |
| 60 |
2.998 |
2.157 |
0.841 |
30.3% |
0.086 |
3.1% |
74% |
False |
False |
76,361 |
| 80 |
2.998 |
2.151 |
0.847 |
30.5% |
0.083 |
3.0% |
74% |
False |
False |
62,540 |
| 100 |
2.998 |
1.994 |
1.004 |
36.2% |
0.080 |
2.9% |
78% |
False |
False |
52,547 |
| 120 |
2.998 |
1.990 |
1.008 |
36.3% |
0.077 |
2.8% |
78% |
False |
False |
45,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.369 |
|
2.618 |
3.148 |
|
1.618 |
3.013 |
|
1.000 |
2.930 |
|
0.618 |
2.878 |
|
HIGH |
2.795 |
|
0.618 |
2.743 |
|
0.500 |
2.728 |
|
0.382 |
2.712 |
|
LOW |
2.660 |
|
0.618 |
2.577 |
|
1.000 |
2.525 |
|
1.618 |
2.442 |
|
2.618 |
2.307 |
|
4.250 |
2.086 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.761 |
2.755 |
| PP |
2.744 |
2.732 |
| S1 |
2.728 |
2.710 |
|