NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.673 |
2.857 |
0.184 |
6.9% |
2.745 |
| High |
2.893 |
2.911 |
0.018 |
0.6% |
2.911 |
| Low |
2.651 |
2.837 |
0.186 |
7.0% |
2.645 |
| Close |
2.873 |
2.876 |
0.003 |
0.1% |
2.876 |
| Range |
0.242 |
0.074 |
-0.168 |
-69.4% |
0.266 |
| ATR |
0.105 |
0.103 |
-0.002 |
-2.1% |
0.000 |
| Volume |
249,336 |
116,827 |
-132,509 |
-53.1% |
723,990 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.097 |
3.060 |
2.917 |
|
| R3 |
3.023 |
2.986 |
2.896 |
|
| R2 |
2.949 |
2.949 |
2.890 |
|
| R1 |
2.912 |
2.912 |
2.883 |
2.931 |
| PP |
2.875 |
2.875 |
2.875 |
2.884 |
| S1 |
2.838 |
2.838 |
2.869 |
2.857 |
| S2 |
2.801 |
2.801 |
2.862 |
|
| S3 |
2.727 |
2.764 |
2.856 |
|
| S4 |
2.653 |
2.690 |
2.835 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.609 |
3.508 |
3.022 |
|
| R3 |
3.343 |
3.242 |
2.949 |
|
| R2 |
3.077 |
3.077 |
2.925 |
|
| R1 |
2.976 |
2.976 |
2.900 |
3.027 |
| PP |
2.811 |
2.811 |
2.811 |
2.836 |
| S1 |
2.710 |
2.710 |
2.852 |
2.761 |
| S2 |
2.545 |
2.545 |
2.827 |
|
| S3 |
2.279 |
2.444 |
2.803 |
|
| S4 |
2.013 |
2.178 |
2.730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.911 |
2.645 |
0.266 |
9.2% |
0.116 |
4.0% |
87% |
True |
False |
144,798 |
| 10 |
2.911 |
2.591 |
0.320 |
11.1% |
0.104 |
3.6% |
89% |
True |
False |
113,257 |
| 20 |
2.990 |
2.591 |
0.399 |
13.9% |
0.107 |
3.7% |
71% |
False |
False |
93,255 |
| 40 |
2.990 |
2.505 |
0.485 |
16.9% |
0.096 |
3.3% |
76% |
False |
False |
70,550 |
| 60 |
2.990 |
2.195 |
0.795 |
27.6% |
0.085 |
3.0% |
86% |
False |
False |
56,294 |
| 80 |
2.990 |
2.183 |
0.807 |
28.1% |
0.082 |
2.9% |
86% |
False |
False |
47,735 |
| 100 |
2.990 |
2.063 |
0.927 |
32.2% |
0.080 |
2.8% |
88% |
False |
False |
40,798 |
| 120 |
2.990 |
2.009 |
0.981 |
34.1% |
0.076 |
2.6% |
88% |
False |
False |
35,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.226 |
|
2.618 |
3.105 |
|
1.618 |
3.031 |
|
1.000 |
2.985 |
|
0.618 |
2.957 |
|
HIGH |
2.911 |
|
0.618 |
2.883 |
|
0.500 |
2.874 |
|
0.382 |
2.865 |
|
LOW |
2.837 |
|
0.618 |
2.791 |
|
1.000 |
2.763 |
|
1.618 |
2.717 |
|
2.618 |
2.643 |
|
4.250 |
2.523 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.875 |
2.843 |
| PP |
2.875 |
2.811 |
| S1 |
2.874 |
2.778 |
|