NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.845 |
2.749 |
-0.096 |
-3.4% |
2.960 |
| High |
2.890 |
2.785 |
-0.105 |
-3.6% |
2.981 |
| Low |
2.730 |
2.715 |
-0.015 |
-0.5% |
2.746 |
| Close |
2.735 |
2.747 |
0.012 |
0.4% |
2.827 |
| Range |
0.160 |
0.070 |
-0.090 |
-56.3% |
0.235 |
| ATR |
0.099 |
0.097 |
-0.002 |
-2.1% |
0.000 |
| Volume |
44,340 |
62,705 |
18,365 |
41.4% |
162,934 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.959 |
2.923 |
2.786 |
|
| R3 |
2.889 |
2.853 |
2.766 |
|
| R2 |
2.819 |
2.819 |
2.760 |
|
| R1 |
2.783 |
2.783 |
2.753 |
2.766 |
| PP |
2.749 |
2.749 |
2.749 |
2.741 |
| S1 |
2.713 |
2.713 |
2.741 |
2.696 |
| S2 |
2.679 |
2.679 |
2.734 |
|
| S3 |
2.609 |
2.643 |
2.728 |
|
| S4 |
2.539 |
2.573 |
2.709 |
|
|
| 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 |
2.890 |
2.715 |
0.175 |
6.4% |
0.104 |
3.8% |
18% |
False |
True |
43,354 |
| 10 |
3.022 |
2.715 |
0.307 |
11.2% |
0.115 |
4.2% |
10% |
False |
True |
46,411 |
| 20 |
3.022 |
2.682 |
0.340 |
12.4% |
0.096 |
3.5% |
19% |
False |
False |
39,263 |
| 40 |
3.022 |
2.277 |
0.745 |
27.1% |
0.083 |
3.0% |
63% |
False |
False |
37,427 |
| 60 |
3.022 |
2.254 |
0.768 |
28.0% |
0.078 |
2.8% |
64% |
False |
False |
33,952 |
| 80 |
3.022 |
2.201 |
0.821 |
29.9% |
0.075 |
2.7% |
67% |
False |
False |
30,414 |
| 100 |
3.022 |
2.049 |
0.973 |
35.4% |
0.073 |
2.6% |
72% |
False |
False |
28,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.083 |
|
2.618 |
2.968 |
|
1.618 |
2.898 |
|
1.000 |
2.855 |
|
0.618 |
2.828 |
|
HIGH |
2.785 |
|
0.618 |
2.758 |
|
0.500 |
2.750 |
|
0.382 |
2.742 |
|
LOW |
2.715 |
|
0.618 |
2.672 |
|
1.000 |
2.645 |
|
1.618 |
2.602 |
|
2.618 |
2.532 |
|
4.250 |
2.418 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.750 |
2.803 |
| PP |
2.749 |
2.784 |
| S1 |
2.748 |
2.766 |
|