NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.749 |
2.754 |
0.005 |
0.2% |
2.960 |
| High |
2.785 |
2.807 |
0.022 |
0.8% |
2.981 |
| Low |
2.715 |
2.711 |
-0.004 |
-0.1% |
2.746 |
| Close |
2.747 |
2.751 |
0.004 |
0.1% |
2.827 |
| Range |
0.070 |
0.096 |
0.026 |
37.1% |
0.235 |
| ATR |
0.097 |
0.097 |
0.000 |
-0.1% |
0.000 |
| Volume |
62,705 |
44,647 |
-18,058 |
-28.8% |
162,934 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.044 |
2.994 |
2.804 |
|
| R3 |
2.948 |
2.898 |
2.777 |
|
| R2 |
2.852 |
2.852 |
2.769 |
|
| R1 |
2.802 |
2.802 |
2.760 |
2.779 |
| PP |
2.756 |
2.756 |
2.756 |
2.745 |
| S1 |
2.706 |
2.706 |
2.742 |
2.683 |
| S2 |
2.660 |
2.660 |
2.733 |
|
| S3 |
2.564 |
2.610 |
2.725 |
|
| S4 |
2.468 |
2.514 |
2.698 |
|
|
| 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 |
2.711 |
0.179 |
6.5% |
0.103 |
3.7% |
22% |
False |
True |
44,848 |
| 10 |
3.022 |
2.711 |
0.311 |
11.3% |
0.110 |
4.0% |
13% |
False |
True |
45,564 |
| 20 |
3.022 |
2.682 |
0.340 |
12.4% |
0.098 |
3.5% |
20% |
False |
False |
39,551 |
| 40 |
3.022 |
2.277 |
0.745 |
27.1% |
0.084 |
3.0% |
64% |
False |
False |
37,862 |
| 60 |
3.022 |
2.277 |
0.745 |
27.1% |
0.079 |
2.9% |
64% |
False |
False |
34,440 |
| 80 |
3.022 |
2.201 |
0.821 |
29.8% |
0.076 |
2.7% |
67% |
False |
False |
30,757 |
| 100 |
3.022 |
2.049 |
0.973 |
35.4% |
0.073 |
2.6% |
72% |
False |
False |
28,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.215 |
|
2.618 |
3.058 |
|
1.618 |
2.962 |
|
1.000 |
2.903 |
|
0.618 |
2.866 |
|
HIGH |
2.807 |
|
0.618 |
2.770 |
|
0.500 |
2.759 |
|
0.382 |
2.748 |
|
LOW |
2.711 |
|
0.618 |
2.652 |
|
1.000 |
2.615 |
|
1.618 |
2.556 |
|
2.618 |
2.460 |
|
4.250 |
2.303 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.759 |
2.801 |
| PP |
2.756 |
2.784 |
| S1 |
2.754 |
2.768 |
|