NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.779 |
2.749 |
-0.030 |
-1.1% |
2.792 |
| High |
2.817 |
2.778 |
-0.039 |
-1.4% |
2.809 |
| Low |
2.739 |
2.696 |
-0.043 |
-1.6% |
2.632 |
| Close |
2.756 |
2.722 |
-0.034 |
-1.2% |
2.782 |
| Range |
0.078 |
0.082 |
0.004 |
5.1% |
0.177 |
| ATR |
0.092 |
0.091 |
-0.001 |
-0.8% |
0.000 |
| Volume |
47,449 |
38,852 |
-8,597 |
-18.1% |
176,216 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.978 |
2.932 |
2.767 |
|
| R3 |
2.896 |
2.850 |
2.745 |
|
| R2 |
2.814 |
2.814 |
2.737 |
|
| R1 |
2.768 |
2.768 |
2.730 |
2.750 |
| PP |
2.732 |
2.732 |
2.732 |
2.723 |
| S1 |
2.686 |
2.686 |
2.714 |
2.668 |
| S2 |
2.650 |
2.650 |
2.707 |
|
| S3 |
2.568 |
2.604 |
2.699 |
|
| S4 |
2.486 |
2.522 |
2.677 |
|
|
| 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 |
6.8% |
0.090 |
3.3% |
49% |
False |
False |
40,358 |
| 10 |
2.817 |
2.632 |
0.185 |
6.8% |
0.086 |
3.1% |
49% |
False |
False |
38,254 |
| 20 |
3.022 |
2.632 |
0.390 |
14.3% |
0.100 |
3.7% |
23% |
False |
False |
42,333 |
| 40 |
3.022 |
2.430 |
0.592 |
21.7% |
0.088 |
3.2% |
49% |
False |
False |
40,025 |
| 60 |
3.022 |
2.277 |
0.745 |
27.4% |
0.079 |
2.9% |
60% |
False |
False |
35,198 |
| 80 |
3.022 |
2.236 |
0.786 |
28.9% |
0.077 |
2.8% |
62% |
False |
False |
32,660 |
| 100 |
3.022 |
2.052 |
0.970 |
35.6% |
0.075 |
2.8% |
69% |
False |
False |
30,125 |
| 120 |
3.022 |
2.049 |
0.973 |
35.7% |
0.072 |
2.7% |
69% |
False |
False |
28,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.127 |
|
2.618 |
2.993 |
|
1.618 |
2.911 |
|
1.000 |
2.860 |
|
0.618 |
2.829 |
|
HIGH |
2.778 |
|
0.618 |
2.747 |
|
0.500 |
2.737 |
|
0.382 |
2.727 |
|
LOW |
2.696 |
|
0.618 |
2.645 |
|
1.000 |
2.614 |
|
1.618 |
2.563 |
|
2.618 |
2.481 |
|
4.250 |
2.348 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.737 |
2.745 |
| PP |
2.732 |
2.737 |
| S1 |
2.727 |
2.730 |
|