NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.915 |
2.765 |
-0.150 |
-5.1% |
2.680 |
| High |
2.944 |
2.797 |
-0.147 |
-5.0% |
2.990 |
| Low |
2.752 |
2.696 |
-0.056 |
-2.0% |
2.675 |
| Close |
2.758 |
2.777 |
0.019 |
0.7% |
2.981 |
| Range |
0.192 |
0.101 |
-0.091 |
-47.4% |
0.315 |
| ATR |
0.099 |
0.099 |
0.000 |
0.1% |
0.000 |
| Volume |
76,784 |
59,282 |
-17,502 |
-22.8% |
264,966 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.060 |
3.019 |
2.833 |
|
| R3 |
2.959 |
2.918 |
2.805 |
|
| R2 |
2.858 |
2.858 |
2.796 |
|
| R1 |
2.817 |
2.817 |
2.786 |
2.838 |
| PP |
2.757 |
2.757 |
2.757 |
2.767 |
| S1 |
2.716 |
2.716 |
2.768 |
2.737 |
| S2 |
2.656 |
2.656 |
2.758 |
|
| S3 |
2.555 |
2.615 |
2.749 |
|
| S4 |
2.454 |
2.514 |
2.721 |
|
|
| 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 |
2.696 |
0.294 |
10.6% |
0.123 |
4.4% |
28% |
False |
True |
60,758 |
| 10 |
2.990 |
2.662 |
0.328 |
11.8% |
0.114 |
4.1% |
35% |
False |
False |
51,011 |
| 20 |
2.990 |
2.573 |
0.417 |
15.0% |
0.094 |
3.4% |
49% |
False |
False |
50,729 |
| 40 |
2.990 |
2.195 |
0.795 |
28.6% |
0.080 |
2.9% |
73% |
False |
False |
40,771 |
| 60 |
2.990 |
2.191 |
0.799 |
28.8% |
0.078 |
2.8% |
73% |
False |
False |
34,555 |
| 80 |
2.990 |
2.143 |
0.847 |
30.5% |
0.076 |
2.7% |
75% |
False |
False |
29,436 |
| 100 |
2.990 |
2.009 |
0.981 |
35.3% |
0.072 |
2.6% |
78% |
False |
False |
25,966 |
| 120 |
2.990 |
2.009 |
0.981 |
35.3% |
0.070 |
2.5% |
78% |
False |
False |
22,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.226 |
|
2.618 |
3.061 |
|
1.618 |
2.960 |
|
1.000 |
2.898 |
|
0.618 |
2.859 |
|
HIGH |
2.797 |
|
0.618 |
2.758 |
|
0.500 |
2.747 |
|
0.382 |
2.735 |
|
LOW |
2.696 |
|
0.618 |
2.634 |
|
1.000 |
2.595 |
|
1.618 |
2.533 |
|
2.618 |
2.432 |
|
4.250 |
2.267 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.767 |
2.843 |
| PP |
2.757 |
2.821 |
| S1 |
2.747 |
2.799 |
|