NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.733 |
2.691 |
-0.042 |
-1.5% |
2.775 |
| High |
2.772 |
2.750 |
-0.022 |
-0.8% |
2.799 |
| Low |
2.682 |
2.654 |
-0.028 |
-1.0% |
2.625 |
| Close |
2.712 |
2.672 |
-0.040 |
-1.5% |
2.777 |
| Range |
0.090 |
0.096 |
0.006 |
6.7% |
0.174 |
| ATR |
0.098 |
0.098 |
0.000 |
-0.2% |
0.000 |
| Volume |
54,031 |
11,562 |
-42,469 |
-78.6% |
537,096 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.980 |
2.922 |
2.725 |
|
| R3 |
2.884 |
2.826 |
2.698 |
|
| R2 |
2.788 |
2.788 |
2.690 |
|
| R1 |
2.730 |
2.730 |
2.681 |
2.711 |
| PP |
2.692 |
2.692 |
2.692 |
2.683 |
| S1 |
2.634 |
2.634 |
2.663 |
2.615 |
| S2 |
2.596 |
2.596 |
2.654 |
|
| S3 |
2.500 |
2.538 |
2.646 |
|
| S4 |
2.404 |
2.442 |
2.619 |
|
|
| 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 |
7.2% |
0.099 |
3.7% |
24% |
False |
False |
65,626 |
| 10 |
2.818 |
2.625 |
0.193 |
7.2% |
0.091 |
3.4% |
24% |
False |
False |
89,848 |
| 20 |
2.998 |
2.625 |
0.373 |
14.0% |
0.103 |
3.9% |
13% |
False |
False |
114,800 |
| 40 |
2.998 |
2.375 |
0.623 |
23.3% |
0.095 |
3.5% |
48% |
False |
False |
98,784 |
| 60 |
2.998 |
2.157 |
0.841 |
31.5% |
0.086 |
3.2% |
61% |
False |
False |
76,136 |
| 80 |
2.998 |
2.151 |
0.847 |
31.7% |
0.084 |
3.1% |
62% |
False |
False |
63,281 |
| 100 |
2.998 |
1.994 |
1.004 |
37.6% |
0.081 |
3.0% |
68% |
False |
False |
53,276 |
| 120 |
2.998 |
1.990 |
1.008 |
37.7% |
0.078 |
2.9% |
68% |
False |
False |
46,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.158 |
|
2.618 |
3.001 |
|
1.618 |
2.905 |
|
1.000 |
2.846 |
|
0.618 |
2.809 |
|
HIGH |
2.750 |
|
0.618 |
2.713 |
|
0.500 |
2.702 |
|
0.382 |
2.691 |
|
LOW |
2.654 |
|
0.618 |
2.595 |
|
1.000 |
2.558 |
|
1.618 |
2.499 |
|
2.618 |
2.403 |
|
4.250 |
2.246 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.702 |
2.736 |
| PP |
2.692 |
2.715 |
| S1 |
2.682 |
2.693 |
|