NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.735 |
2.663 |
-0.072 |
-2.6% |
2.845 |
| High |
2.738 |
2.707 |
-0.031 |
-1.1% |
2.890 |
| Low |
2.652 |
2.632 |
-0.020 |
-0.8% |
2.695 |
| Close |
2.663 |
2.698 |
0.035 |
1.3% |
2.773 |
| Range |
0.086 |
0.075 |
-0.011 |
-12.8% |
0.195 |
| ATR |
0.092 |
0.091 |
-0.001 |
-1.3% |
0.000 |
| Volume |
36,590 |
40,852 |
4,262 |
11.6% |
227,070 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.904 |
2.876 |
2.739 |
|
| R3 |
2.829 |
2.801 |
2.719 |
|
| R2 |
2.754 |
2.754 |
2.712 |
|
| R1 |
2.726 |
2.726 |
2.705 |
2.740 |
| PP |
2.679 |
2.679 |
2.679 |
2.686 |
| S1 |
2.651 |
2.651 |
2.691 |
2.665 |
| S2 |
2.604 |
2.604 |
2.684 |
|
| S3 |
2.529 |
2.576 |
2.677 |
|
| S4 |
2.454 |
2.501 |
2.657 |
|
|
| 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 |
2.632 |
0.177 |
6.6% |
0.083 |
3.1% |
37% |
False |
True |
34,696 |
| 10 |
2.890 |
2.632 |
0.258 |
9.6% |
0.087 |
3.2% |
26% |
False |
True |
39,780 |
| 20 |
3.022 |
2.632 |
0.390 |
14.5% |
0.099 |
3.7% |
17% |
False |
True |
40,599 |
| 40 |
3.022 |
2.358 |
0.664 |
24.6% |
0.086 |
3.2% |
51% |
False |
False |
39,594 |
| 60 |
3.022 |
2.277 |
0.745 |
27.6% |
0.077 |
2.9% |
57% |
False |
False |
35,213 |
| 80 |
3.022 |
2.236 |
0.786 |
29.1% |
0.076 |
2.8% |
59% |
False |
False |
32,029 |
| 100 |
3.022 |
2.052 |
0.970 |
36.0% |
0.074 |
2.7% |
67% |
False |
False |
29,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.026 |
|
2.618 |
2.903 |
|
1.618 |
2.828 |
|
1.000 |
2.782 |
|
0.618 |
2.753 |
|
HIGH |
2.707 |
|
0.618 |
2.678 |
|
0.500 |
2.670 |
|
0.382 |
2.661 |
|
LOW |
2.632 |
|
0.618 |
2.586 |
|
1.000 |
2.557 |
|
1.618 |
2.511 |
|
2.618 |
2.436 |
|
4.250 |
2.313 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.689 |
2.713 |
| PP |
2.679 |
2.708 |
| S1 |
2.670 |
2.703 |
|