NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.792 |
2.747 |
-0.045 |
-1.6% |
2.845 |
| High |
2.809 |
2.794 |
-0.015 |
-0.5% |
2.890 |
| Low |
2.728 |
2.725 |
-0.003 |
-0.1% |
2.695 |
| Close |
2.738 |
2.730 |
-0.008 |
-0.3% |
2.773 |
| Range |
0.081 |
0.069 |
-0.012 |
-14.8% |
0.195 |
| ATR |
0.094 |
0.092 |
-0.002 |
-1.9% |
0.000 |
| Volume |
24,318 |
36,406 |
12,088 |
49.7% |
227,070 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.957 |
2.912 |
2.768 |
|
| R3 |
2.888 |
2.843 |
2.749 |
|
| R2 |
2.819 |
2.819 |
2.743 |
|
| R1 |
2.774 |
2.774 |
2.736 |
2.762 |
| PP |
2.750 |
2.750 |
2.750 |
2.744 |
| S1 |
2.705 |
2.705 |
2.724 |
2.693 |
| S2 |
2.681 |
2.681 |
2.717 |
|
| S3 |
2.612 |
2.636 |
2.711 |
|
| S4 |
2.543 |
2.567 |
2.692 |
|
|
| 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% |
31% |
False |
False |
36,149 |
| 10 |
2.890 |
2.695 |
0.195 |
7.1% |
0.092 |
3.4% |
18% |
False |
False |
39,751 |
| 20 |
3.022 |
2.695 |
0.327 |
12.0% |
0.099 |
3.6% |
11% |
False |
False |
40,151 |
| 40 |
3.022 |
2.358 |
0.664 |
24.3% |
0.085 |
3.1% |
56% |
False |
False |
38,734 |
| 60 |
3.022 |
2.277 |
0.745 |
27.3% |
0.078 |
2.9% |
61% |
False |
False |
34,551 |
| 80 |
3.022 |
2.206 |
0.816 |
29.9% |
0.076 |
2.8% |
64% |
False |
False |
31,584 |
| 100 |
3.022 |
2.049 |
0.973 |
35.6% |
0.074 |
2.7% |
70% |
False |
False |
29,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.087 |
|
2.618 |
2.975 |
|
1.618 |
2.906 |
|
1.000 |
2.863 |
|
0.618 |
2.837 |
|
HIGH |
2.794 |
|
0.618 |
2.768 |
|
0.500 |
2.760 |
|
0.382 |
2.751 |
|
LOW |
2.725 |
|
0.618 |
2.682 |
|
1.000 |
2.656 |
|
1.618 |
2.613 |
|
2.618 |
2.544 |
|
4.250 |
2.432 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.760 |
2.752 |
| PP |
2.750 |
2.745 |
| S1 |
2.740 |
2.737 |
|