NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.745 |
2.700 |
-0.045 |
-1.6% |
2.760 |
| High |
2.785 |
2.740 |
-0.045 |
-1.6% |
2.767 |
| Low |
2.690 |
2.648 |
-0.042 |
-1.6% |
2.591 |
| Close |
2.712 |
2.677 |
-0.035 |
-1.3% |
2.743 |
| Range |
0.095 |
0.092 |
-0.003 |
-3.2% |
0.176 |
| ATR |
0.097 |
0.096 |
0.000 |
-0.4% |
0.000 |
| Volume |
108,516 |
123,510 |
14,994 |
13.8% |
408,582 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.964 |
2.913 |
2.728 |
|
| R3 |
2.872 |
2.821 |
2.702 |
|
| R2 |
2.780 |
2.780 |
2.694 |
|
| R1 |
2.729 |
2.729 |
2.685 |
2.709 |
| PP |
2.688 |
2.688 |
2.688 |
2.678 |
| S1 |
2.637 |
2.637 |
2.669 |
2.617 |
| S2 |
2.596 |
2.596 |
2.660 |
|
| S3 |
2.504 |
2.545 |
2.652 |
|
| S4 |
2.412 |
2.453 |
2.626 |
|
|
| 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% |
0.098 |
3.7% |
44% |
False |
False |
103,649 |
| 10 |
2.785 |
2.591 |
0.194 |
7.2% |
0.091 |
3.4% |
44% |
False |
False |
87,477 |
| 20 |
2.990 |
2.591 |
0.399 |
14.9% |
0.105 |
3.9% |
22% |
False |
False |
78,032 |
| 40 |
2.990 |
2.326 |
0.664 |
24.8% |
0.092 |
3.4% |
53% |
False |
False |
61,132 |
| 60 |
2.990 |
2.195 |
0.795 |
29.7% |
0.082 |
3.1% |
61% |
False |
False |
49,142 |
| 80 |
2.990 |
2.183 |
0.807 |
30.1% |
0.080 |
3.0% |
61% |
False |
False |
42,096 |
| 100 |
2.990 |
2.009 |
0.981 |
36.6% |
0.078 |
2.9% |
68% |
False |
False |
36,333 |
| 120 |
2.990 |
2.009 |
0.981 |
36.6% |
0.074 |
2.8% |
68% |
False |
False |
31,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.131 |
|
2.618 |
2.981 |
|
1.618 |
2.889 |
|
1.000 |
2.832 |
|
0.618 |
2.797 |
|
HIGH |
2.740 |
|
0.618 |
2.705 |
|
0.500 |
2.694 |
|
0.382 |
2.683 |
|
LOW |
2.648 |
|
0.618 |
2.591 |
|
1.000 |
2.556 |
|
1.618 |
2.499 |
|
2.618 |
2.407 |
|
4.250 |
2.257 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.694 |
2.708 |
| PP |
2.688 |
2.698 |
| S1 |
2.683 |
2.687 |
|