NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.960 |
2.823 |
-0.137 |
-4.6% |
2.734 |
| High |
2.981 |
2.846 |
-0.135 |
-4.5% |
3.022 |
| Low |
2.798 |
2.746 |
-0.052 |
-1.9% |
2.720 |
| Close |
2.802 |
2.818 |
0.016 |
0.6% |
3.013 |
| Range |
0.183 |
0.100 |
-0.083 |
-45.4% |
0.302 |
| ATR |
0.095 |
0.095 |
0.000 |
0.4% |
0.000 |
| Volume |
53,209 |
37,176 |
-16,033 |
-30.1% |
221,541 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.103 |
3.061 |
2.873 |
|
| R3 |
3.003 |
2.961 |
2.846 |
|
| R2 |
2.903 |
2.903 |
2.836 |
|
| R1 |
2.861 |
2.861 |
2.827 |
2.832 |
| PP |
2.803 |
2.803 |
2.803 |
2.789 |
| S1 |
2.761 |
2.761 |
2.809 |
2.732 |
| S2 |
2.703 |
2.703 |
2.800 |
|
| S3 |
2.603 |
2.661 |
2.791 |
|
| S4 |
2.503 |
2.561 |
2.763 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.824 |
3.721 |
3.179 |
|
| R3 |
3.522 |
3.419 |
3.096 |
|
| R2 |
3.220 |
3.220 |
3.068 |
|
| R1 |
3.117 |
3.117 |
3.041 |
3.169 |
| PP |
2.918 |
2.918 |
2.918 |
2.944 |
| S1 |
2.815 |
2.815 |
2.985 |
2.867 |
| S2 |
2.616 |
2.616 |
2.958 |
|
| S3 |
2.314 |
2.513 |
2.930 |
|
| S4 |
2.012 |
2.211 |
2.847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.022 |
2.746 |
0.276 |
9.8% |
0.118 |
4.2% |
26% |
False |
True |
46,280 |
| 10 |
3.022 |
2.716 |
0.306 |
10.9% |
0.111 |
3.9% |
33% |
False |
False |
41,020 |
| 20 |
3.022 |
2.650 |
0.372 |
13.2% |
0.091 |
3.2% |
45% |
False |
False |
41,113 |
| 40 |
3.022 |
2.277 |
0.745 |
26.4% |
0.077 |
2.7% |
73% |
False |
False |
35,351 |
| 60 |
3.022 |
2.254 |
0.768 |
27.3% |
0.075 |
2.6% |
73% |
False |
False |
32,131 |
| 80 |
3.022 |
2.181 |
0.841 |
29.8% |
0.074 |
2.6% |
76% |
False |
False |
29,094 |
| 100 |
3.022 |
2.049 |
0.973 |
34.5% |
0.071 |
2.5% |
79% |
False |
False |
27,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.271 |
|
2.618 |
3.108 |
|
1.618 |
3.008 |
|
1.000 |
2.946 |
|
0.618 |
2.908 |
|
HIGH |
2.846 |
|
0.618 |
2.808 |
|
0.500 |
2.796 |
|
0.382 |
2.784 |
|
LOW |
2.746 |
|
0.618 |
2.684 |
|
1.000 |
2.646 |
|
1.618 |
2.584 |
|
2.618 |
2.484 |
|
4.250 |
2.321 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.811 |
2.884 |
| PP |
2.803 |
2.862 |
| S1 |
2.796 |
2.840 |
|