NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.765 |
2.750 |
-0.015 |
-0.5% |
2.845 |
| High |
2.782 |
2.798 |
0.016 |
0.6% |
2.890 |
| Low |
2.726 |
2.695 |
-0.031 |
-1.1% |
2.695 |
| Close |
2.749 |
2.773 |
0.024 |
0.9% |
2.773 |
| Range |
0.056 |
0.103 |
0.047 |
83.9% |
0.195 |
| ATR |
0.094 |
0.095 |
0.001 |
0.7% |
0.000 |
| Volume |
40,064 |
35,314 |
-4,750 |
-11.9% |
227,070 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.064 |
3.022 |
2.830 |
|
| R3 |
2.961 |
2.919 |
2.801 |
|
| R2 |
2.858 |
2.858 |
2.792 |
|
| R1 |
2.816 |
2.816 |
2.782 |
2.837 |
| PP |
2.755 |
2.755 |
2.755 |
2.766 |
| S1 |
2.713 |
2.713 |
2.764 |
2.734 |
| S2 |
2.652 |
2.652 |
2.754 |
|
| S3 |
2.549 |
2.610 |
2.745 |
|
| S4 |
2.446 |
2.507 |
2.716 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.371 |
3.267 |
2.880 |
|
| R3 |
3.176 |
3.072 |
2.827 |
|
| R2 |
2.981 |
2.981 |
2.809 |
|
| R1 |
2.877 |
2.877 |
2.791 |
2.832 |
| PP |
2.786 |
2.786 |
2.786 |
2.763 |
| S1 |
2.682 |
2.682 |
2.755 |
2.637 |
| S2 |
2.591 |
2.591 |
2.737 |
|
| S3 |
2.396 |
2.487 |
2.719 |
|
| S4 |
2.201 |
2.292 |
2.666 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.890 |
2.695 |
0.195 |
7.0% |
0.097 |
3.5% |
40% |
False |
True |
45,414 |
| 10 |
3.022 |
2.695 |
0.327 |
11.8% |
0.106 |
3.8% |
24% |
False |
True |
42,883 |
| 20 |
3.022 |
2.691 |
0.331 |
11.9% |
0.100 |
3.6% |
25% |
False |
False |
40,244 |
| 40 |
3.022 |
2.277 |
0.745 |
26.9% |
0.085 |
3.1% |
67% |
False |
False |
38,527 |
| 60 |
3.022 |
2.277 |
0.745 |
26.9% |
0.078 |
2.8% |
67% |
False |
False |
34,548 |
| 80 |
3.022 |
2.202 |
0.820 |
29.6% |
0.076 |
2.7% |
70% |
False |
False |
31,347 |
| 100 |
3.022 |
2.049 |
0.973 |
35.1% |
0.074 |
2.7% |
74% |
False |
False |
29,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.236 |
|
2.618 |
3.068 |
|
1.618 |
2.965 |
|
1.000 |
2.901 |
|
0.618 |
2.862 |
|
HIGH |
2.798 |
|
0.618 |
2.759 |
|
0.500 |
2.747 |
|
0.382 |
2.734 |
|
LOW |
2.695 |
|
0.618 |
2.631 |
|
1.000 |
2.592 |
|
1.618 |
2.528 |
|
2.618 |
2.425 |
|
4.250 |
2.257 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.764 |
2.766 |
| PP |
2.755 |
2.758 |
| S1 |
2.747 |
2.751 |
|