NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.658 |
2.745 |
0.087 |
3.3% |
2.760 |
| High |
2.765 |
2.785 |
0.020 |
0.7% |
2.767 |
| Low |
2.631 |
2.690 |
0.059 |
2.2% |
2.591 |
| Close |
2.743 |
2.712 |
-0.031 |
-1.1% |
2.743 |
| Range |
0.134 |
0.095 |
-0.039 |
-29.1% |
0.176 |
| ATR |
0.097 |
0.097 |
0.000 |
-0.1% |
0.000 |
| Volume |
109,108 |
108,516 |
-592 |
-0.5% |
408,582 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.014 |
2.958 |
2.764 |
|
| R3 |
2.919 |
2.863 |
2.738 |
|
| R2 |
2.824 |
2.824 |
2.729 |
|
| R1 |
2.768 |
2.768 |
2.721 |
2.749 |
| PP |
2.729 |
2.729 |
2.729 |
2.719 |
| S1 |
2.673 |
2.673 |
2.703 |
2.654 |
| S2 |
2.634 |
2.634 |
2.695 |
|
| S3 |
2.539 |
2.578 |
2.686 |
|
| S4 |
2.444 |
2.483 |
2.660 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.228 |
3.162 |
2.840 |
|
| R3 |
3.052 |
2.986 |
2.791 |
|
| R2 |
2.876 |
2.876 |
2.775 |
|
| R1 |
2.810 |
2.810 |
2.759 |
2.755 |
| PP |
2.700 |
2.700 |
2.700 |
2.673 |
| S1 |
2.634 |
2.634 |
2.727 |
2.579 |
| S2 |
2.524 |
2.524 |
2.711 |
|
| S3 |
2.348 |
2.458 |
2.695 |
|
| S4 |
2.172 |
2.282 |
2.646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.785 |
2.591 |
0.194 |
7.2% |
0.094 |
3.5% |
62% |
True |
False |
92,501 |
| 10 |
2.785 |
2.591 |
0.194 |
7.2% |
0.088 |
3.3% |
62% |
True |
False |
86,406 |
| 20 |
2.990 |
2.591 |
0.399 |
14.7% |
0.105 |
3.9% |
30% |
False |
False |
73,414 |
| 40 |
2.990 |
2.280 |
0.710 |
26.2% |
0.092 |
3.4% |
61% |
False |
False |
58,722 |
| 60 |
2.990 |
2.195 |
0.795 |
29.3% |
0.082 |
3.0% |
65% |
False |
False |
47,806 |
| 80 |
2.990 |
2.183 |
0.807 |
29.8% |
0.079 |
2.9% |
66% |
False |
False |
40,690 |
| 100 |
2.990 |
2.009 |
0.981 |
36.2% |
0.077 |
2.8% |
72% |
False |
False |
35,256 |
| 120 |
2.990 |
2.009 |
0.981 |
36.2% |
0.074 |
2.7% |
72% |
False |
False |
30,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.189 |
|
2.618 |
3.034 |
|
1.618 |
2.939 |
|
1.000 |
2.880 |
|
0.618 |
2.844 |
|
HIGH |
2.785 |
|
0.618 |
2.749 |
|
0.500 |
2.738 |
|
0.382 |
2.726 |
|
LOW |
2.690 |
|
0.618 |
2.631 |
|
1.000 |
2.595 |
|
1.618 |
2.536 |
|
2.618 |
2.441 |
|
4.250 |
2.286 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.738 |
2.704 |
| PP |
2.729 |
2.696 |
| S1 |
2.721 |
2.688 |
|