NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.704 |
2.724 |
0.020 |
0.7% |
2.915 |
| High |
2.762 |
2.742 |
-0.020 |
-0.7% |
2.944 |
| Low |
2.666 |
2.682 |
0.016 |
0.6% |
2.696 |
| Close |
2.707 |
2.707 |
0.000 |
0.0% |
2.788 |
| Range |
0.096 |
0.060 |
-0.036 |
-37.5% |
0.248 |
| ATR |
0.101 |
0.098 |
-0.003 |
-2.9% |
0.000 |
| Volume |
85,729 |
80,376 |
-5,353 |
-6.2% |
251,400 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.890 |
2.859 |
2.740 |
|
| R3 |
2.830 |
2.799 |
2.724 |
|
| R2 |
2.770 |
2.770 |
2.718 |
|
| R1 |
2.739 |
2.739 |
2.713 |
2.725 |
| PP |
2.710 |
2.710 |
2.710 |
2.703 |
| S1 |
2.679 |
2.679 |
2.702 |
2.665 |
| S2 |
2.650 |
2.650 |
2.696 |
|
| S3 |
2.590 |
2.619 |
2.691 |
|
| S4 |
2.530 |
2.559 |
2.674 |
|
|
| 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 |
2.666 |
0.189 |
7.0% |
0.094 |
3.5% |
22% |
False |
False |
84,805 |
| 10 |
2.990 |
2.666 |
0.324 |
12.0% |
0.108 |
4.0% |
13% |
False |
False |
72,563 |
| 20 |
2.990 |
2.632 |
0.358 |
13.2% |
0.101 |
3.7% |
21% |
False |
False |
55,874 |
| 40 |
2.990 |
2.195 |
0.795 |
29.4% |
0.087 |
3.2% |
64% |
False |
False |
48,967 |
| 60 |
2.990 |
2.195 |
0.795 |
29.4% |
0.080 |
3.0% |
64% |
False |
False |
40,673 |
| 80 |
2.990 |
2.150 |
0.840 |
31.0% |
0.078 |
2.9% |
66% |
False |
False |
34,615 |
| 100 |
2.990 |
2.009 |
0.981 |
36.2% |
0.075 |
2.8% |
71% |
False |
False |
30,252 |
| 120 |
2.990 |
2.009 |
0.981 |
36.2% |
0.072 |
2.7% |
71% |
False |
False |
26,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.997 |
|
2.618 |
2.899 |
|
1.618 |
2.839 |
|
1.000 |
2.802 |
|
0.618 |
2.779 |
|
HIGH |
2.742 |
|
0.618 |
2.719 |
|
0.500 |
2.712 |
|
0.382 |
2.705 |
|
LOW |
2.682 |
|
0.618 |
2.645 |
|
1.000 |
2.622 |
|
1.618 |
2.585 |
|
2.618 |
2.525 |
|
4.250 |
2.427 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.712 |
2.714 |
| PP |
2.710 |
2.712 |
| S1 |
2.709 |
2.709 |
|