NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.750 |
2.803 |
0.053 |
1.9% |
2.915 |
| High |
2.812 |
2.855 |
0.043 |
1.5% |
2.944 |
| Low |
2.740 |
2.681 |
-0.059 |
-2.2% |
2.696 |
| Close |
2.788 |
2.684 |
-0.104 |
-3.7% |
2.788 |
| Range |
0.072 |
0.174 |
0.102 |
141.7% |
0.248 |
| ATR |
0.099 |
0.104 |
0.005 |
5.5% |
0.000 |
| Volume |
57,271 |
87,852 |
30,581 |
53.4% |
251,400 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.262 |
3.147 |
2.780 |
|
| R3 |
3.088 |
2.973 |
2.732 |
|
| R2 |
2.914 |
2.914 |
2.716 |
|
| R1 |
2.799 |
2.799 |
2.700 |
2.770 |
| PP |
2.740 |
2.740 |
2.740 |
2.725 |
| S1 |
2.625 |
2.625 |
2.668 |
2.596 |
| S2 |
2.566 |
2.566 |
2.652 |
|
| S3 |
2.392 |
2.451 |
2.636 |
|
| S4 |
2.218 |
2.277 |
2.588 |
|
|
| 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 |
2.944 |
2.681 |
0.263 |
9.8% |
0.132 |
4.9% |
1% |
False |
True |
67,850 |
| 10 |
2.990 |
2.675 |
0.315 |
11.7% |
0.122 |
4.5% |
3% |
False |
False |
60,421 |
| 20 |
2.990 |
2.632 |
0.358 |
13.3% |
0.099 |
3.7% |
15% |
False |
False |
48,724 |
| 40 |
2.990 |
2.195 |
0.795 |
29.6% |
0.085 |
3.2% |
62% |
False |
False |
43,733 |
| 60 |
2.990 |
2.191 |
0.799 |
29.8% |
0.081 |
3.0% |
62% |
False |
False |
36,971 |
| 80 |
2.990 |
2.150 |
0.840 |
31.3% |
0.078 |
2.9% |
64% |
False |
False |
31,627 |
| 100 |
2.990 |
2.009 |
0.981 |
36.5% |
0.074 |
2.8% |
69% |
False |
False |
27,737 |
| 120 |
2.990 |
2.009 |
0.981 |
36.5% |
0.072 |
2.7% |
69% |
False |
False |
24,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.595 |
|
2.618 |
3.311 |
|
1.618 |
3.137 |
|
1.000 |
3.029 |
|
0.618 |
2.963 |
|
HIGH |
2.855 |
|
0.618 |
2.789 |
|
0.500 |
2.768 |
|
0.382 |
2.747 |
|
LOW |
2.681 |
|
0.618 |
2.573 |
|
1.000 |
2.507 |
|
1.618 |
2.399 |
|
2.618 |
2.225 |
|
4.250 |
1.942 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.768 |
2.768 |
| PP |
2.740 |
2.740 |
| S1 |
2.712 |
2.712 |
|