NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.663 |
2.698 |
0.035 |
1.3% |
2.792 |
| High |
2.707 |
2.801 |
0.094 |
3.5% |
2.809 |
| Low |
2.632 |
2.672 |
0.040 |
1.5% |
2.632 |
| Close |
2.698 |
2.782 |
0.084 |
3.1% |
2.782 |
| Range |
0.075 |
0.129 |
0.054 |
72.0% |
0.177 |
| ATR |
0.091 |
0.093 |
0.003 |
3.0% |
0.000 |
| Volume |
40,852 |
38,050 |
-2,802 |
-6.9% |
176,216 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.139 |
3.089 |
2.853 |
|
| R3 |
3.010 |
2.960 |
2.817 |
|
| R2 |
2.881 |
2.881 |
2.806 |
|
| R1 |
2.831 |
2.831 |
2.794 |
2.856 |
| PP |
2.752 |
2.752 |
2.752 |
2.764 |
| S1 |
2.702 |
2.702 |
2.770 |
2.727 |
| S2 |
2.623 |
2.623 |
2.758 |
|
| S3 |
2.494 |
2.573 |
2.747 |
|
| S4 |
2.365 |
2.444 |
2.711 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.272 |
3.204 |
2.879 |
|
| R3 |
3.095 |
3.027 |
2.831 |
|
| R2 |
2.918 |
2.918 |
2.814 |
|
| R1 |
2.850 |
2.850 |
2.798 |
2.796 |
| PP |
2.741 |
2.741 |
2.741 |
2.714 |
| S1 |
2.673 |
2.673 |
2.766 |
2.619 |
| S2 |
2.564 |
2.564 |
2.750 |
|
| S3 |
2.387 |
2.496 |
2.733 |
|
| S4 |
2.210 |
2.319 |
2.685 |
|
|
| 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 |
6.4% |
0.088 |
3.2% |
85% |
False |
False |
35,243 |
| 10 |
2.890 |
2.632 |
0.258 |
9.3% |
0.093 |
3.3% |
58% |
False |
False |
40,328 |
| 20 |
3.022 |
2.632 |
0.390 |
14.0% |
0.100 |
3.6% |
38% |
False |
False |
40,834 |
| 40 |
3.022 |
2.392 |
0.630 |
22.6% |
0.087 |
3.1% |
62% |
False |
False |
39,886 |
| 60 |
3.022 |
2.277 |
0.745 |
26.8% |
0.079 |
2.8% |
68% |
False |
False |
35,260 |
| 80 |
3.022 |
2.236 |
0.786 |
28.3% |
0.077 |
2.8% |
69% |
False |
False |
32,232 |
| 100 |
3.022 |
2.052 |
0.970 |
34.9% |
0.075 |
2.7% |
75% |
False |
False |
29,840 |
| 120 |
3.022 |
2.049 |
0.973 |
35.0% |
0.072 |
2.6% |
75% |
False |
False |
28,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.349 |
|
2.618 |
3.139 |
|
1.618 |
3.010 |
|
1.000 |
2.930 |
|
0.618 |
2.881 |
|
HIGH |
2.801 |
|
0.618 |
2.752 |
|
0.500 |
2.737 |
|
0.382 |
2.721 |
|
LOW |
2.672 |
|
0.618 |
2.592 |
|
1.000 |
2.543 |
|
1.618 |
2.463 |
|
2.618 |
2.334 |
|
4.250 |
2.124 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.767 |
2.760 |
| PP |
2.752 |
2.738 |
| S1 |
2.737 |
2.717 |
|