NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.698 |
2.779 |
0.081 |
3.0% |
2.792 |
| High |
2.801 |
2.817 |
0.016 |
0.6% |
2.809 |
| Low |
2.672 |
2.739 |
0.067 |
2.5% |
2.632 |
| Close |
2.782 |
2.756 |
-0.026 |
-0.9% |
2.782 |
| Range |
0.129 |
0.078 |
-0.051 |
-39.5% |
0.177 |
| ATR |
0.093 |
0.092 |
-0.001 |
-1.2% |
0.000 |
| Volume |
38,050 |
47,449 |
9,399 |
24.7% |
176,216 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.005 |
2.958 |
2.799 |
|
| R3 |
2.927 |
2.880 |
2.777 |
|
| R2 |
2.849 |
2.849 |
2.770 |
|
| R1 |
2.802 |
2.802 |
2.763 |
2.787 |
| PP |
2.771 |
2.771 |
2.771 |
2.763 |
| S1 |
2.724 |
2.724 |
2.749 |
2.709 |
| S2 |
2.693 |
2.693 |
2.742 |
|
| S3 |
2.615 |
2.646 |
2.735 |
|
| S4 |
2.537 |
2.568 |
2.713 |
|
|
| 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 |
2.817 |
2.632 |
0.185 |
6.7% |
0.087 |
3.2% |
67% |
True |
False |
39,869 |
| 10 |
2.817 |
2.632 |
0.185 |
6.7% |
0.084 |
3.1% |
67% |
True |
False |
40,639 |
| 20 |
3.022 |
2.632 |
0.390 |
14.2% |
0.101 |
3.7% |
32% |
False |
False |
41,760 |
| 40 |
3.022 |
2.392 |
0.630 |
22.9% |
0.088 |
3.2% |
58% |
False |
False |
39,801 |
| 60 |
3.022 |
2.277 |
0.745 |
27.0% |
0.079 |
2.9% |
64% |
False |
False |
35,387 |
| 80 |
3.022 |
2.236 |
0.786 |
28.5% |
0.076 |
2.8% |
66% |
False |
False |
32,386 |
| 100 |
3.022 |
2.052 |
0.970 |
35.2% |
0.075 |
2.7% |
73% |
False |
False |
30,048 |
| 120 |
3.022 |
2.049 |
0.973 |
35.3% |
0.072 |
2.6% |
73% |
False |
False |
28,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.149 |
|
2.618 |
3.021 |
|
1.618 |
2.943 |
|
1.000 |
2.895 |
|
0.618 |
2.865 |
|
HIGH |
2.817 |
|
0.618 |
2.787 |
|
0.500 |
2.778 |
|
0.382 |
2.769 |
|
LOW |
2.739 |
|
0.618 |
2.691 |
|
1.000 |
2.661 |
|
1.618 |
2.613 |
|
2.618 |
2.535 |
|
4.250 |
2.408 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.778 |
2.746 |
| PP |
2.771 |
2.735 |
| S1 |
2.763 |
2.725 |
|