NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.922 |
2.915 |
-0.007 |
-0.2% |
2.680 |
| High |
2.990 |
2.944 |
-0.046 |
-1.5% |
2.990 |
| Low |
2.883 |
2.752 |
-0.131 |
-4.5% |
2.675 |
| Close |
2.981 |
2.758 |
-0.223 |
-7.5% |
2.981 |
| Range |
0.107 |
0.192 |
0.085 |
79.4% |
0.315 |
| ATR |
0.089 |
0.099 |
0.010 |
11.2% |
0.000 |
| Volume |
46,312 |
76,784 |
30,472 |
65.8% |
264,966 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.394 |
3.268 |
2.864 |
|
| R3 |
3.202 |
3.076 |
2.811 |
|
| R2 |
3.010 |
3.010 |
2.793 |
|
| R1 |
2.884 |
2.884 |
2.776 |
2.851 |
| PP |
2.818 |
2.818 |
2.818 |
2.802 |
| S1 |
2.692 |
2.692 |
2.740 |
2.659 |
| S2 |
2.626 |
2.626 |
2.723 |
|
| S3 |
2.434 |
2.500 |
2.705 |
|
| S4 |
2.242 |
2.308 |
2.652 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.827 |
3.719 |
3.154 |
|
| R3 |
3.512 |
3.404 |
3.068 |
|
| R2 |
3.197 |
3.197 |
3.039 |
|
| R1 |
3.089 |
3.089 |
3.010 |
3.143 |
| PP |
2.882 |
2.882 |
2.882 |
2.909 |
| S1 |
2.774 |
2.774 |
2.952 |
2.828 |
| S2 |
2.567 |
2.567 |
2.923 |
|
| S3 |
2.252 |
2.459 |
2.894 |
|
| S4 |
1.937 |
2.144 |
2.808 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.990 |
2.748 |
0.242 |
8.8% |
0.132 |
4.8% |
4% |
False |
False |
62,122 |
| 10 |
2.990 |
2.662 |
0.328 |
11.9% |
0.110 |
4.0% |
29% |
False |
False |
48,325 |
| 20 |
2.990 |
2.532 |
0.458 |
16.6% |
0.093 |
3.4% |
49% |
False |
False |
51,125 |
| 40 |
2.990 |
2.195 |
0.795 |
28.8% |
0.079 |
2.9% |
71% |
False |
False |
39,804 |
| 60 |
2.990 |
2.191 |
0.799 |
29.0% |
0.077 |
2.8% |
71% |
False |
False |
33,928 |
| 80 |
2.990 |
2.143 |
0.847 |
30.7% |
0.075 |
2.7% |
73% |
False |
False |
28,839 |
| 100 |
2.990 |
2.009 |
0.981 |
35.6% |
0.072 |
2.6% |
76% |
False |
False |
25,475 |
| 120 |
2.990 |
2.009 |
0.981 |
35.6% |
0.070 |
2.5% |
76% |
False |
False |
22,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.760 |
|
2.618 |
3.447 |
|
1.618 |
3.255 |
|
1.000 |
3.136 |
|
0.618 |
3.063 |
|
HIGH |
2.944 |
|
0.618 |
2.871 |
|
0.500 |
2.848 |
|
0.382 |
2.825 |
|
LOW |
2.752 |
|
0.618 |
2.633 |
|
1.000 |
2.560 |
|
1.618 |
2.441 |
|
2.618 |
2.249 |
|
4.250 |
1.936 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.848 |
2.871 |
| PP |
2.818 |
2.833 |
| S1 |
2.788 |
2.796 |
|