NYMEX Natural Gas Future September 2016
Trading Metrics calculated at close of trading on 19-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
2.760 |
2.699 |
-0.061 |
-2.2% |
2.803 |
High |
2.767 |
2.751 |
-0.016 |
-0.6% |
2.855 |
Low |
2.681 |
2.682 |
0.001 |
0.0% |
2.650 |
Close |
2.692 |
2.689 |
-0.003 |
-0.1% |
2.728 |
Range |
0.086 |
0.069 |
-0.017 |
-19.8% |
0.205 |
ATR |
0.098 |
0.096 |
-0.002 |
-2.1% |
0.000 |
Volume |
54,593 |
67,766 |
13,173 |
24.1% |
434,820 |
|
Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.914 |
2.871 |
2.727 |
|
R3 |
2.845 |
2.802 |
2.708 |
|
R2 |
2.776 |
2.776 |
2.702 |
|
R1 |
2.733 |
2.733 |
2.695 |
2.720 |
PP |
2.707 |
2.707 |
2.707 |
2.701 |
S1 |
2.664 |
2.664 |
2.683 |
2.651 |
S2 |
2.638 |
2.638 |
2.676 |
|
S3 |
2.569 |
2.595 |
2.670 |
|
S4 |
2.500 |
2.526 |
2.651 |
|
|
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 |
4.4% |
0.083 |
3.1% |
33% |
False |
False |
71,306 |
10 |
2.855 |
2.650 |
0.205 |
7.6% |
0.095 |
3.5% |
19% |
False |
False |
73,179 |
20 |
2.990 |
2.650 |
0.340 |
12.6% |
0.103 |
3.8% |
11% |
False |
False |
60,752 |
40 |
2.990 |
2.271 |
0.719 |
26.7% |
0.088 |
3.3% |
58% |
False |
False |
51,699 |
60 |
2.990 |
2.195 |
0.795 |
29.6% |
0.081 |
3.0% |
62% |
False |
False |
42,561 |
80 |
2.990 |
2.150 |
0.840 |
31.2% |
0.078 |
2.9% |
64% |
False |
False |
36,549 |
100 |
2.990 |
2.009 |
0.981 |
36.5% |
0.076 |
2.8% |
69% |
False |
False |
31,906 |
120 |
2.990 |
2.009 |
0.981 |
36.5% |
0.073 |
2.7% |
69% |
False |
False |
27,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.044 |
2.618 |
2.932 |
1.618 |
2.863 |
1.000 |
2.820 |
0.618 |
2.794 |
HIGH |
2.751 |
0.618 |
2.725 |
0.500 |
2.717 |
0.382 |
2.708 |
LOW |
2.682 |
0.618 |
2.639 |
1.000 |
2.613 |
1.618 |
2.570 |
2.618 |
2.501 |
4.250 |
2.389 |
|
|
Fisher Pivots for day following 19-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
2.717 |
2.709 |
PP |
2.707 |
2.702 |
S1 |
2.698 |
2.696 |
|