NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.750 |
2.792 |
0.042 |
1.5% |
2.845 |
| High |
2.798 |
2.809 |
0.011 |
0.4% |
2.890 |
| Low |
2.695 |
2.728 |
0.033 |
1.2% |
2.695 |
| Close |
2.773 |
2.738 |
-0.035 |
-1.3% |
2.773 |
| Range |
0.103 |
0.081 |
-0.022 |
-21.4% |
0.195 |
| ATR |
0.095 |
0.094 |
-0.001 |
-1.0% |
0.000 |
| Volume |
35,314 |
24,318 |
-10,996 |
-31.1% |
227,070 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.001 |
2.951 |
2.783 |
|
| R3 |
2.920 |
2.870 |
2.760 |
|
| R2 |
2.839 |
2.839 |
2.753 |
|
| R1 |
2.789 |
2.789 |
2.745 |
2.774 |
| PP |
2.758 |
2.758 |
2.758 |
2.751 |
| S1 |
2.708 |
2.708 |
2.731 |
2.693 |
| S2 |
2.677 |
2.677 |
2.723 |
|
| S3 |
2.596 |
2.627 |
2.716 |
|
| S4 |
2.515 |
2.546 |
2.693 |
|
|
| 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 |
2.809 |
2.695 |
0.114 |
4.2% |
0.081 |
3.0% |
38% |
True |
False |
41,409 |
| 10 |
2.981 |
2.695 |
0.286 |
10.4% |
0.104 |
3.8% |
15% |
False |
False |
41,432 |
| 20 |
3.022 |
2.695 |
0.327 |
11.9% |
0.100 |
3.7% |
13% |
False |
False |
40,256 |
| 40 |
3.022 |
2.358 |
0.664 |
24.3% |
0.084 |
3.1% |
57% |
False |
False |
38,365 |
| 60 |
3.022 |
2.277 |
0.745 |
27.2% |
0.078 |
2.9% |
62% |
False |
False |
34,463 |
| 80 |
3.022 |
2.202 |
0.820 |
29.9% |
0.075 |
2.8% |
65% |
False |
False |
31,375 |
| 100 |
3.022 |
2.049 |
0.973 |
35.5% |
0.074 |
2.7% |
71% |
False |
False |
29,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.153 |
|
2.618 |
3.021 |
|
1.618 |
2.940 |
|
1.000 |
2.890 |
|
0.618 |
2.859 |
|
HIGH |
2.809 |
|
0.618 |
2.778 |
|
0.500 |
2.769 |
|
0.382 |
2.759 |
|
LOW |
2.728 |
|
0.618 |
2.678 |
|
1.000 |
2.647 |
|
1.618 |
2.597 |
|
2.618 |
2.516 |
|
4.250 |
2.384 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.769 |
2.752 |
| PP |
2.758 |
2.747 |
| S1 |
2.748 |
2.743 |
|