NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.803 |
2.700 |
-0.103 |
-3.7% |
2.915 |
| High |
2.855 |
2.734 |
-0.121 |
-4.2% |
2.944 |
| Low |
2.681 |
2.667 |
-0.014 |
-0.5% |
2.696 |
| Close |
2.684 |
2.700 |
0.016 |
0.6% |
2.788 |
| Range |
0.174 |
0.067 |
-0.107 |
-61.5% |
0.248 |
| ATR |
0.104 |
0.101 |
-0.003 |
-2.5% |
0.000 |
| Volume |
87,852 |
112,797 |
24,945 |
28.4% |
251,400 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.901 |
2.868 |
2.737 |
|
| R3 |
2.834 |
2.801 |
2.718 |
|
| R2 |
2.767 |
2.767 |
2.712 |
|
| R1 |
2.734 |
2.734 |
2.706 |
2.734 |
| PP |
2.700 |
2.700 |
2.700 |
2.700 |
| S1 |
2.667 |
2.667 |
2.694 |
2.667 |
| S2 |
2.633 |
2.633 |
2.688 |
|
| S3 |
2.566 |
2.600 |
2.682 |
|
| S4 |
2.499 |
2.533 |
2.663 |
|
|
| 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 |
2.855 |
2.667 |
0.188 |
7.0% |
0.107 |
4.0% |
18% |
False |
True |
75,053 |
| 10 |
2.990 |
2.667 |
0.323 |
12.0% |
0.119 |
4.4% |
10% |
False |
True |
68,587 |
| 20 |
2.990 |
2.632 |
0.358 |
13.3% |
0.099 |
3.7% |
19% |
False |
False |
51,092 |
| 40 |
2.990 |
2.195 |
0.795 |
29.4% |
0.086 |
3.2% |
64% |
False |
False |
45,956 |
| 60 |
2.990 |
2.191 |
0.799 |
29.6% |
0.081 |
3.0% |
64% |
False |
False |
38,574 |
| 80 |
2.990 |
2.150 |
0.840 |
31.1% |
0.077 |
2.9% |
65% |
False |
False |
32,828 |
| 100 |
2.990 |
2.009 |
0.981 |
36.3% |
0.074 |
2.8% |
70% |
False |
False |
28,777 |
| 120 |
2.990 |
2.009 |
0.981 |
36.3% |
0.072 |
2.7% |
70% |
False |
False |
25,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.019 |
|
2.618 |
2.909 |
|
1.618 |
2.842 |
|
1.000 |
2.801 |
|
0.618 |
2.775 |
|
HIGH |
2.734 |
|
0.618 |
2.708 |
|
0.500 |
2.701 |
|
0.382 |
2.693 |
|
LOW |
2.667 |
|
0.618 |
2.626 |
|
1.000 |
2.600 |
|
1.618 |
2.559 |
|
2.618 |
2.492 |
|
4.250 |
2.382 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.701 |
2.761 |
| PP |
2.700 |
2.741 |
| S1 |
2.700 |
2.720 |
|