NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.699 |
2.687 |
-0.012 |
-0.4% |
2.803 |
| High |
2.751 |
2.698 |
-0.053 |
-1.9% |
2.855 |
| Low |
2.682 |
2.609 |
-0.073 |
-2.7% |
2.650 |
| Close |
2.689 |
2.621 |
-0.068 |
-2.5% |
2.728 |
| Range |
0.069 |
0.089 |
0.020 |
29.0% |
0.205 |
| ATR |
0.096 |
0.095 |
0.000 |
-0.5% |
0.000 |
| Volume |
67,766 |
85,461 |
17,695 |
26.1% |
434,820 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.910 |
2.854 |
2.670 |
|
| R3 |
2.821 |
2.765 |
2.645 |
|
| R2 |
2.732 |
2.732 |
2.637 |
|
| R1 |
2.676 |
2.676 |
2.629 |
2.660 |
| PP |
2.643 |
2.643 |
2.643 |
2.634 |
| S1 |
2.587 |
2.587 |
2.613 |
2.571 |
| S2 |
2.554 |
2.554 |
2.605 |
|
| S3 |
2.465 |
2.498 |
2.597 |
|
| S4 |
2.376 |
2.409 |
2.572 |
|
|
| 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 |
2.609 |
0.158 |
6.0% |
0.082 |
3.1% |
8% |
False |
True |
71,252 |
| 10 |
2.855 |
2.609 |
0.246 |
9.4% |
0.094 |
3.6% |
5% |
False |
True |
75,797 |
| 20 |
2.990 |
2.609 |
0.381 |
14.5% |
0.104 |
4.0% |
3% |
False |
True |
63,404 |
| 40 |
2.990 |
2.271 |
0.719 |
27.4% |
0.088 |
3.4% |
49% |
False |
False |
53,413 |
| 60 |
2.990 |
2.195 |
0.795 |
30.3% |
0.080 |
3.0% |
54% |
False |
False |
43,760 |
| 80 |
2.990 |
2.183 |
0.807 |
30.8% |
0.078 |
3.0% |
54% |
False |
False |
37,477 |
| 100 |
2.990 |
2.009 |
0.981 |
37.4% |
0.076 |
2.9% |
62% |
False |
False |
32,623 |
| 120 |
2.990 |
2.009 |
0.981 |
37.4% |
0.073 |
2.8% |
62% |
False |
False |
28,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.076 |
|
2.618 |
2.931 |
|
1.618 |
2.842 |
|
1.000 |
2.787 |
|
0.618 |
2.753 |
|
HIGH |
2.698 |
|
0.618 |
2.664 |
|
0.500 |
2.654 |
|
0.382 |
2.643 |
|
LOW |
2.609 |
|
0.618 |
2.554 |
|
1.000 |
2.520 |
|
1.618 |
2.465 |
|
2.618 |
2.376 |
|
4.250 |
2.231 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.654 |
2.688 |
| PP |
2.643 |
2.666 |
| S1 |
2.632 |
2.643 |
|