NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.747 |
2.735 |
-0.012 |
-0.4% |
2.845 |
| High |
2.794 |
2.738 |
-0.056 |
-2.0% |
2.890 |
| Low |
2.725 |
2.652 |
-0.073 |
-2.7% |
2.695 |
| Close |
2.730 |
2.663 |
-0.067 |
-2.5% |
2.773 |
| Range |
0.069 |
0.086 |
0.017 |
24.6% |
0.195 |
| ATR |
0.092 |
0.092 |
0.000 |
-0.5% |
0.000 |
| Volume |
36,406 |
36,590 |
184 |
0.5% |
227,070 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.942 |
2.889 |
2.710 |
|
| R3 |
2.856 |
2.803 |
2.687 |
|
| R2 |
2.770 |
2.770 |
2.679 |
|
| R1 |
2.717 |
2.717 |
2.671 |
2.701 |
| PP |
2.684 |
2.684 |
2.684 |
2.676 |
| S1 |
2.631 |
2.631 |
2.655 |
2.615 |
| S2 |
2.598 |
2.598 |
2.647 |
|
| S3 |
2.512 |
2.545 |
2.639 |
|
| S4 |
2.426 |
2.459 |
2.616 |
|
|
| 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 |
2.652 |
0.157 |
5.9% |
0.079 |
3.0% |
7% |
False |
True |
34,538 |
| 10 |
2.890 |
2.652 |
0.238 |
8.9% |
0.091 |
3.4% |
5% |
False |
True |
39,693 |
| 20 |
3.022 |
2.652 |
0.370 |
13.9% |
0.101 |
3.8% |
3% |
False |
True |
40,356 |
| 40 |
3.022 |
2.358 |
0.664 |
24.9% |
0.085 |
3.2% |
46% |
False |
False |
39,131 |
| 60 |
3.022 |
2.277 |
0.745 |
28.0% |
0.077 |
2.9% |
52% |
False |
False |
34,829 |
| 80 |
3.022 |
2.236 |
0.786 |
29.5% |
0.076 |
2.8% |
54% |
False |
False |
31,839 |
| 100 |
3.022 |
2.049 |
0.973 |
36.5% |
0.074 |
2.8% |
63% |
False |
False |
29,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.104 |
|
2.618 |
2.963 |
|
1.618 |
2.877 |
|
1.000 |
2.824 |
|
0.618 |
2.791 |
|
HIGH |
2.738 |
|
0.618 |
2.705 |
|
0.500 |
2.695 |
|
0.382 |
2.685 |
|
LOW |
2.652 |
|
0.618 |
2.599 |
|
1.000 |
2.566 |
|
1.618 |
2.513 |
|
2.618 |
2.427 |
|
4.250 |
2.287 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.695 |
2.731 |
| PP |
2.684 |
2.708 |
| S1 |
2.674 |
2.686 |
|