NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.708 |
2.760 |
0.052 |
1.9% |
2.803 |
| High |
2.755 |
2.767 |
0.012 |
0.4% |
2.855 |
| Low |
2.650 |
2.681 |
0.031 |
1.2% |
2.650 |
| Close |
2.728 |
2.692 |
-0.036 |
-1.3% |
2.728 |
| Range |
0.105 |
0.086 |
-0.019 |
-18.1% |
0.205 |
| ATR |
0.098 |
0.098 |
-0.001 |
-0.9% |
0.000 |
| Volume |
68,066 |
54,593 |
-13,473 |
-19.8% |
434,820 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.971 |
2.918 |
2.739 |
|
| R3 |
2.885 |
2.832 |
2.716 |
|
| R2 |
2.799 |
2.799 |
2.708 |
|
| R1 |
2.746 |
2.746 |
2.700 |
2.730 |
| PP |
2.713 |
2.713 |
2.713 |
2.705 |
| S1 |
2.660 |
2.660 |
2.684 |
2.644 |
| S2 |
2.627 |
2.627 |
2.676 |
|
| S3 |
2.541 |
2.574 |
2.668 |
|
| S4 |
2.455 |
2.488 |
2.645 |
|
|
| 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 |
2.767 |
2.650 |
0.117 |
4.3% |
0.083 |
3.1% |
36% |
True |
False |
80,312 |
| 10 |
2.944 |
2.650 |
0.294 |
10.9% |
0.107 |
4.0% |
14% |
False |
False |
74,081 |
| 20 |
2.990 |
2.650 |
0.340 |
12.6% |
0.104 |
3.9% |
12% |
False |
False |
59,010 |
| 40 |
2.990 |
2.271 |
0.719 |
26.7% |
0.088 |
3.3% |
59% |
False |
False |
50,639 |
| 60 |
2.990 |
2.195 |
0.795 |
29.5% |
0.081 |
3.0% |
63% |
False |
False |
41,879 |
| 80 |
2.990 |
2.150 |
0.840 |
31.2% |
0.078 |
2.9% |
65% |
False |
False |
35,865 |
| 100 |
2.990 |
2.009 |
0.981 |
36.4% |
0.076 |
2.8% |
70% |
False |
False |
31,358 |
| 120 |
2.990 |
2.009 |
0.981 |
36.4% |
0.073 |
2.7% |
70% |
False |
False |
27,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.133 |
|
2.618 |
2.992 |
|
1.618 |
2.906 |
|
1.000 |
2.853 |
|
0.618 |
2.820 |
|
HIGH |
2.767 |
|
0.618 |
2.734 |
|
0.500 |
2.724 |
|
0.382 |
2.714 |
|
LOW |
2.681 |
|
0.618 |
2.628 |
|
1.000 |
2.595 |
|
1.618 |
2.542 |
|
2.618 |
2.456 |
|
4.250 |
2.316 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.724 |
2.709 |
| PP |
2.713 |
2.703 |
| S1 |
2.703 |
2.698 |
|