NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.789 |
2.845 |
0.056 |
2.0% |
2.960 |
| High |
2.849 |
2.890 |
0.041 |
1.4% |
2.981 |
| Low |
2.778 |
2.730 |
-0.048 |
-1.7% |
2.746 |
| Close |
2.827 |
2.735 |
-0.092 |
-3.3% |
2.827 |
| Range |
0.071 |
0.160 |
0.089 |
125.4% |
0.235 |
| ATR |
0.095 |
0.099 |
0.005 |
4.9% |
0.000 |
| Volume |
32,565 |
44,340 |
11,775 |
36.2% |
162,934 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.265 |
3.160 |
2.823 |
|
| R3 |
3.105 |
3.000 |
2.779 |
|
| R2 |
2.945 |
2.945 |
2.764 |
|
| R1 |
2.840 |
2.840 |
2.750 |
2.813 |
| PP |
2.785 |
2.785 |
2.785 |
2.771 |
| S1 |
2.680 |
2.680 |
2.720 |
2.653 |
| S2 |
2.625 |
2.625 |
2.706 |
|
| S3 |
2.465 |
2.520 |
2.691 |
|
| S4 |
2.305 |
2.360 |
2.647 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.556 |
3.427 |
2.956 |
|
| R3 |
3.321 |
3.192 |
2.892 |
|
| R2 |
3.086 |
3.086 |
2.870 |
|
| R1 |
2.957 |
2.957 |
2.849 |
2.904 |
| PP |
2.851 |
2.851 |
2.851 |
2.825 |
| S1 |
2.722 |
2.722 |
2.805 |
2.669 |
| S2 |
2.616 |
2.616 |
2.784 |
|
| S3 |
2.381 |
2.487 |
2.762 |
|
| S4 |
2.146 |
2.252 |
2.698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.981 |
2.730 |
0.251 |
9.2% |
0.126 |
4.6% |
2% |
False |
True |
41,454 |
| 10 |
3.022 |
2.720 |
0.302 |
11.0% |
0.117 |
4.3% |
5% |
False |
False |
42,881 |
| 20 |
3.022 |
2.682 |
0.340 |
12.4% |
0.095 |
3.5% |
16% |
False |
False |
38,196 |
| 40 |
3.022 |
2.277 |
0.745 |
27.2% |
0.082 |
3.0% |
61% |
False |
False |
36,457 |
| 60 |
3.022 |
2.254 |
0.768 |
28.1% |
0.078 |
2.8% |
63% |
False |
False |
33,215 |
| 80 |
3.022 |
2.201 |
0.821 |
30.0% |
0.075 |
2.7% |
65% |
False |
False |
29,978 |
| 100 |
3.022 |
2.049 |
0.973 |
35.6% |
0.073 |
2.7% |
71% |
False |
False |
28,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.570 |
|
2.618 |
3.309 |
|
1.618 |
3.149 |
|
1.000 |
3.050 |
|
0.618 |
2.989 |
|
HIGH |
2.890 |
|
0.618 |
2.829 |
|
0.500 |
2.810 |
|
0.382 |
2.791 |
|
LOW |
2.730 |
|
0.618 |
2.631 |
|
1.000 |
2.570 |
|
1.618 |
2.471 |
|
2.618 |
2.311 |
|
4.250 |
2.050 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.810 |
2.810 |
| PP |
2.785 |
2.785 |
| S1 |
2.760 |
2.760 |
|