NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.754 |
2.765 |
0.011 |
0.4% |
2.960 |
| High |
2.807 |
2.782 |
-0.025 |
-0.9% |
2.981 |
| Low |
2.711 |
2.726 |
0.015 |
0.6% |
2.746 |
| Close |
2.751 |
2.749 |
-0.002 |
-0.1% |
2.827 |
| Range |
0.096 |
0.056 |
-0.040 |
-41.7% |
0.235 |
| ATR |
0.097 |
0.094 |
-0.003 |
-3.0% |
0.000 |
| Volume |
44,647 |
40,064 |
-4,583 |
-10.3% |
162,934 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.920 |
2.891 |
2.780 |
|
| R3 |
2.864 |
2.835 |
2.764 |
|
| R2 |
2.808 |
2.808 |
2.759 |
|
| R1 |
2.779 |
2.779 |
2.754 |
2.766 |
| PP |
2.752 |
2.752 |
2.752 |
2.746 |
| S1 |
2.723 |
2.723 |
2.744 |
2.710 |
| S2 |
2.696 |
2.696 |
2.739 |
|
| S3 |
2.640 |
2.667 |
2.734 |
|
| S4 |
2.584 |
2.611 |
2.718 |
|
|
| 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% |
0.091 |
3.3% |
21% |
False |
False |
44,864 |
| 10 |
3.022 |
2.711 |
0.311 |
11.3% |
0.105 |
3.8% |
12% |
False |
False |
44,571 |
| 20 |
3.022 |
2.682 |
0.340 |
12.4% |
0.098 |
3.6% |
20% |
False |
False |
40,116 |
| 40 |
3.022 |
2.277 |
0.745 |
27.1% |
0.084 |
3.1% |
63% |
False |
False |
38,268 |
| 60 |
3.022 |
2.277 |
0.745 |
27.1% |
0.077 |
2.8% |
63% |
False |
False |
34,508 |
| 80 |
3.022 |
2.201 |
0.821 |
29.9% |
0.075 |
2.7% |
67% |
False |
False |
31,084 |
| 100 |
3.022 |
2.049 |
0.973 |
35.4% |
0.073 |
2.7% |
72% |
False |
False |
29,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.020 |
|
2.618 |
2.929 |
|
1.618 |
2.873 |
|
1.000 |
2.838 |
|
0.618 |
2.817 |
|
HIGH |
2.782 |
|
0.618 |
2.761 |
|
0.500 |
2.754 |
|
0.382 |
2.747 |
|
LOW |
2.726 |
|
0.618 |
2.691 |
|
1.000 |
2.670 |
|
1.618 |
2.635 |
|
2.618 |
2.579 |
|
4.250 |
2.488 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.754 |
2.759 |
| PP |
2.752 |
2.756 |
| S1 |
2.751 |
2.752 |
|