NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.688 |
2.779 |
0.091 |
3.4% |
2.775 |
| High |
2.795 |
2.818 |
0.023 |
0.8% |
2.799 |
| Low |
2.660 |
2.728 |
0.068 |
2.6% |
2.625 |
| Close |
2.777 |
2.747 |
-0.030 |
-1.1% |
2.777 |
| Range |
0.135 |
0.090 |
-0.045 |
-33.3% |
0.174 |
| ATR |
0.099 |
0.099 |
-0.001 |
-0.7% |
0.000 |
| Volume |
95,596 |
46,357 |
-49,239 |
-51.5% |
537,096 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.034 |
2.981 |
2.797 |
|
| R3 |
2.944 |
2.891 |
2.772 |
|
| R2 |
2.854 |
2.854 |
2.764 |
|
| R1 |
2.801 |
2.801 |
2.755 |
2.783 |
| PP |
2.764 |
2.764 |
2.764 |
2.755 |
| S1 |
2.711 |
2.711 |
2.739 |
2.693 |
| S2 |
2.674 |
2.674 |
2.731 |
|
| S3 |
2.584 |
2.621 |
2.722 |
|
| S4 |
2.494 |
2.531 |
2.698 |
|
|
| 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 |
2.818 |
2.625 |
0.193 |
7.0% |
0.093 |
3.4% |
63% |
True |
False |
98,724 |
| 10 |
2.818 |
2.625 |
0.193 |
7.0% |
0.089 |
3.2% |
63% |
True |
False |
110,741 |
| 20 |
2.998 |
2.625 |
0.373 |
13.6% |
0.107 |
3.9% |
33% |
False |
False |
125,835 |
| 40 |
2.998 |
2.213 |
0.785 |
28.6% |
0.096 |
3.5% |
68% |
False |
False |
99,268 |
| 60 |
2.998 |
2.157 |
0.841 |
30.6% |
0.086 |
3.1% |
70% |
False |
False |
76,463 |
| 80 |
2.998 |
2.151 |
0.847 |
30.8% |
0.083 |
3.0% |
70% |
False |
False |
62,798 |
| 100 |
2.998 |
1.994 |
1.004 |
36.5% |
0.080 |
2.9% |
75% |
False |
False |
52,899 |
| 120 |
2.998 |
1.990 |
1.008 |
36.7% |
0.077 |
2.8% |
75% |
False |
False |
45,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.201 |
|
2.618 |
3.054 |
|
1.618 |
2.964 |
|
1.000 |
2.908 |
|
0.618 |
2.874 |
|
HIGH |
2.818 |
|
0.618 |
2.784 |
|
0.500 |
2.773 |
|
0.382 |
2.762 |
|
LOW |
2.728 |
|
0.618 |
2.672 |
|
1.000 |
2.638 |
|
1.618 |
2.582 |
|
2.618 |
2.492 |
|
4.250 |
2.346 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.773 |
2.739 |
| PP |
2.764 |
2.730 |
| S1 |
2.756 |
2.722 |
|