NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.788 |
2.750 |
-0.038 |
-1.4% |
2.915 |
| High |
2.831 |
2.812 |
-0.019 |
-0.7% |
2.944 |
| Low |
2.711 |
2.740 |
0.029 |
1.1% |
2.696 |
| Close |
2.764 |
2.788 |
0.024 |
0.9% |
2.788 |
| Range |
0.120 |
0.072 |
-0.048 |
-40.0% |
0.248 |
| ATR |
0.101 |
0.099 |
-0.002 |
-2.0% |
0.000 |
| Volume |
58,063 |
57,271 |
-792 |
-1.4% |
251,400 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.996 |
2.964 |
2.828 |
|
| R3 |
2.924 |
2.892 |
2.808 |
|
| R2 |
2.852 |
2.852 |
2.801 |
|
| R1 |
2.820 |
2.820 |
2.795 |
2.836 |
| PP |
2.780 |
2.780 |
2.780 |
2.788 |
| S1 |
2.748 |
2.748 |
2.781 |
2.764 |
| S2 |
2.708 |
2.708 |
2.775 |
|
| S3 |
2.636 |
2.676 |
2.768 |
|
| S4 |
2.564 |
2.604 |
2.748 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.553 |
3.419 |
2.924 |
|
| R3 |
3.305 |
3.171 |
2.856 |
|
| R2 |
3.057 |
3.057 |
2.833 |
|
| R1 |
2.923 |
2.923 |
2.811 |
2.866 |
| PP |
2.809 |
2.809 |
2.809 |
2.781 |
| S1 |
2.675 |
2.675 |
2.765 |
2.618 |
| S2 |
2.561 |
2.561 |
2.743 |
|
| S3 |
2.313 |
2.427 |
2.720 |
|
| S4 |
2.065 |
2.179 |
2.652 |
|
|
| 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 |
10.5% |
0.118 |
4.2% |
31% |
False |
False |
59,542 |
| 10 |
2.990 |
2.662 |
0.328 |
11.8% |
0.112 |
4.0% |
38% |
False |
False |
54,605 |
| 20 |
2.990 |
2.632 |
0.358 |
12.8% |
0.093 |
3.3% |
44% |
False |
False |
47,515 |
| 40 |
2.990 |
2.195 |
0.795 |
28.5% |
0.082 |
2.9% |
75% |
False |
False |
42,161 |
| 60 |
2.990 |
2.191 |
0.799 |
28.7% |
0.079 |
2.8% |
75% |
False |
False |
35,793 |
| 80 |
2.990 |
2.150 |
0.840 |
30.1% |
0.076 |
2.7% |
76% |
False |
False |
30,623 |
| 100 |
2.990 |
2.009 |
0.981 |
35.2% |
0.073 |
2.6% |
79% |
False |
False |
26,946 |
| 120 |
2.990 |
2.009 |
0.981 |
35.2% |
0.071 |
2.5% |
79% |
False |
False |
23,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.118 |
|
2.618 |
3.000 |
|
1.618 |
2.928 |
|
1.000 |
2.884 |
|
0.618 |
2.856 |
|
HIGH |
2.812 |
|
0.618 |
2.784 |
|
0.500 |
2.776 |
|
0.382 |
2.768 |
|
LOW |
2.740 |
|
0.618 |
2.696 |
|
1.000 |
2.668 |
|
1.618 |
2.624 |
|
2.618 |
2.552 |
|
4.250 |
2.434 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.784 |
2.780 |
| PP |
2.780 |
2.772 |
| S1 |
2.776 |
2.764 |
|