NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.724 |
2.708 |
-0.016 |
-0.6% |
2.803 |
| High |
2.742 |
2.755 |
0.013 |
0.5% |
2.855 |
| Low |
2.682 |
2.650 |
-0.032 |
-1.2% |
2.650 |
| Close |
2.707 |
2.728 |
0.021 |
0.8% |
2.728 |
| Range |
0.060 |
0.105 |
0.045 |
75.0% |
0.205 |
| ATR |
0.098 |
0.098 |
0.001 |
0.5% |
0.000 |
| Volume |
80,376 |
68,066 |
-12,310 |
-15.3% |
434,820 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.026 |
2.982 |
2.786 |
|
| R3 |
2.921 |
2.877 |
2.757 |
|
| R2 |
2.816 |
2.816 |
2.747 |
|
| R1 |
2.772 |
2.772 |
2.738 |
2.794 |
| PP |
2.711 |
2.711 |
2.711 |
2.722 |
| S1 |
2.667 |
2.667 |
2.718 |
2.689 |
| S2 |
2.606 |
2.606 |
2.709 |
|
| S3 |
2.501 |
2.562 |
2.699 |
|
| S4 |
2.396 |
2.457 |
2.670 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.359 |
3.249 |
2.841 |
|
| R3 |
3.154 |
3.044 |
2.784 |
|
| R2 |
2.949 |
2.949 |
2.766 |
|
| R1 |
2.839 |
2.839 |
2.747 |
2.792 |
| PP |
2.744 |
2.744 |
2.744 |
2.721 |
| S1 |
2.634 |
2.634 |
2.709 |
2.587 |
| S2 |
2.539 |
2.539 |
2.690 |
|
| S3 |
2.334 |
2.429 |
2.672 |
|
| S4 |
2.129 |
2.224 |
2.615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.855 |
2.650 |
0.205 |
7.5% |
0.100 |
3.7% |
38% |
False |
True |
86,964 |
| 10 |
2.990 |
2.650 |
0.340 |
12.5% |
0.109 |
4.0% |
23% |
False |
True |
73,253 |
| 20 |
2.990 |
2.638 |
0.352 |
12.9% |
0.103 |
3.8% |
26% |
False |
False |
57,911 |
| 40 |
2.990 |
2.195 |
0.795 |
29.1% |
0.089 |
3.3% |
67% |
False |
False |
50,103 |
| 60 |
2.990 |
2.195 |
0.795 |
29.1% |
0.081 |
3.0% |
67% |
False |
False |
41,323 |
| 80 |
2.990 |
2.150 |
0.840 |
30.8% |
0.078 |
2.9% |
69% |
False |
False |
35,339 |
| 100 |
2.990 |
2.009 |
0.981 |
36.0% |
0.075 |
2.8% |
73% |
False |
False |
30,879 |
| 120 |
2.990 |
2.009 |
0.981 |
36.0% |
0.072 |
2.7% |
73% |
False |
False |
26,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.201 |
|
2.618 |
3.030 |
|
1.618 |
2.925 |
|
1.000 |
2.860 |
|
0.618 |
2.820 |
|
HIGH |
2.755 |
|
0.618 |
2.715 |
|
0.500 |
2.703 |
|
0.382 |
2.690 |
|
LOW |
2.650 |
|
0.618 |
2.585 |
|
1.000 |
2.545 |
|
1.618 |
2.480 |
|
2.618 |
2.375 |
|
4.250 |
2.204 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.720 |
2.721 |
| PP |
2.711 |
2.713 |
| S1 |
2.703 |
2.706 |
|