NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.700 |
2.661 |
-0.039 |
-1.4% |
2.760 |
| High |
2.740 |
2.720 |
-0.020 |
-0.7% |
2.767 |
| Low |
2.648 |
2.645 |
-0.003 |
-0.1% |
2.591 |
| Close |
2.677 |
2.660 |
-0.017 |
-0.6% |
2.743 |
| Range |
0.092 |
0.075 |
-0.017 |
-18.5% |
0.176 |
| ATR |
0.096 |
0.095 |
-0.002 |
-1.6% |
0.000 |
| Volume |
123,510 |
125,801 |
2,291 |
1.9% |
408,582 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.900 |
2.855 |
2.701 |
|
| R3 |
2.825 |
2.780 |
2.681 |
|
| R2 |
2.750 |
2.750 |
2.674 |
|
| R1 |
2.705 |
2.705 |
2.667 |
2.690 |
| PP |
2.675 |
2.675 |
2.675 |
2.668 |
| S1 |
2.630 |
2.630 |
2.653 |
2.615 |
| S2 |
2.600 |
2.600 |
2.646 |
|
| S3 |
2.525 |
2.555 |
2.639 |
|
| S4 |
2.450 |
2.480 |
2.619 |
|
|
| 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 |
7.3% |
0.095 |
3.6% |
36% |
False |
False |
111,717 |
| 10 |
2.785 |
2.591 |
0.194 |
7.3% |
0.089 |
3.3% |
36% |
False |
False |
91,485 |
| 20 |
2.990 |
2.591 |
0.399 |
15.0% |
0.102 |
3.8% |
17% |
False |
False |
81,017 |
| 40 |
2.990 |
2.432 |
0.558 |
21.0% |
0.091 |
3.4% |
41% |
False |
False |
63,383 |
| 60 |
2.990 |
2.195 |
0.795 |
29.9% |
0.082 |
3.1% |
58% |
False |
False |
50,901 |
| 80 |
2.990 |
2.183 |
0.807 |
30.3% |
0.080 |
3.0% |
59% |
False |
False |
43,494 |
| 100 |
2.990 |
2.009 |
0.981 |
36.9% |
0.078 |
2.9% |
66% |
False |
False |
37,472 |
| 120 |
2.990 |
2.009 |
0.981 |
36.9% |
0.074 |
2.8% |
66% |
False |
False |
32,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.039 |
|
2.618 |
2.916 |
|
1.618 |
2.841 |
|
1.000 |
2.795 |
|
0.618 |
2.766 |
|
HIGH |
2.720 |
|
0.618 |
2.691 |
|
0.500 |
2.683 |
|
0.382 |
2.674 |
|
LOW |
2.645 |
|
0.618 |
2.599 |
|
1.000 |
2.570 |
|
1.618 |
2.524 |
|
2.618 |
2.449 |
|
4.250 |
2.326 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.683 |
2.715 |
| PP |
2.675 |
2.697 |
| S1 |
2.668 |
2.678 |
|