NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.765 |
2.788 |
0.023 |
0.8% |
2.680 |
| High |
2.797 |
2.831 |
0.034 |
1.2% |
2.990 |
| Low |
2.696 |
2.711 |
0.015 |
0.6% |
2.675 |
| Close |
2.777 |
2.764 |
-0.013 |
-0.5% |
2.981 |
| Range |
0.101 |
0.120 |
0.019 |
18.8% |
0.315 |
| ATR |
0.099 |
0.101 |
0.001 |
1.5% |
0.000 |
| Volume |
59,282 |
58,063 |
-1,219 |
-2.1% |
264,966 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.129 |
3.066 |
2.830 |
|
| R3 |
3.009 |
2.946 |
2.797 |
|
| R2 |
2.889 |
2.889 |
2.786 |
|
| R1 |
2.826 |
2.826 |
2.775 |
2.798 |
| PP |
2.769 |
2.769 |
2.769 |
2.754 |
| S1 |
2.706 |
2.706 |
2.753 |
2.678 |
| S2 |
2.649 |
2.649 |
2.742 |
|
| S3 |
2.529 |
2.586 |
2.731 |
|
| S4 |
2.409 |
2.466 |
2.698 |
|
|
| 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% |
0.122 |
4.4% |
23% |
False |
False |
60,321 |
| 10 |
2.990 |
2.662 |
0.328 |
11.9% |
0.115 |
4.2% |
31% |
False |
False |
52,892 |
| 20 |
2.990 |
2.573 |
0.417 |
15.1% |
0.098 |
3.5% |
46% |
False |
False |
50,111 |
| 40 |
2.990 |
2.195 |
0.795 |
28.8% |
0.082 |
3.0% |
72% |
False |
False |
41,559 |
| 60 |
2.990 |
2.191 |
0.799 |
28.9% |
0.078 |
2.8% |
72% |
False |
False |
35,216 |
| 80 |
2.990 |
2.150 |
0.840 |
30.4% |
0.076 |
2.8% |
73% |
False |
False |
30,033 |
| 100 |
2.990 |
2.009 |
0.981 |
35.5% |
0.073 |
2.6% |
77% |
False |
False |
26,470 |
| 120 |
2.990 |
2.009 |
0.981 |
35.5% |
0.071 |
2.6% |
77% |
False |
False |
23,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.341 |
|
2.618 |
3.145 |
|
1.618 |
3.025 |
|
1.000 |
2.951 |
|
0.618 |
2.905 |
|
HIGH |
2.831 |
|
0.618 |
2.785 |
|
0.500 |
2.771 |
|
0.382 |
2.757 |
|
LOW |
2.711 |
|
0.618 |
2.637 |
|
1.000 |
2.591 |
|
1.618 |
2.517 |
|
2.618 |
2.397 |
|
4.250 |
2.201 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.771 |
2.820 |
| PP |
2.769 |
2.801 |
| S1 |
2.766 |
2.783 |
|