NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.696 |
2.707 |
0.011 |
0.4% |
2.792 |
| High |
2.763 |
2.926 |
0.163 |
5.9% |
2.809 |
| Low |
2.692 |
2.701 |
0.009 |
0.3% |
2.632 |
| Close |
2.709 |
2.909 |
0.200 |
7.4% |
2.782 |
| Range |
0.071 |
0.225 |
0.154 |
216.9% |
0.177 |
| ATR |
0.090 |
0.100 |
0.010 |
10.7% |
0.000 |
| Volume |
45,705 |
93,725 |
48,020 |
105.1% |
176,216 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.520 |
3.440 |
3.033 |
|
| R3 |
3.295 |
3.215 |
2.971 |
|
| R2 |
3.070 |
3.070 |
2.950 |
|
| R1 |
2.990 |
2.990 |
2.930 |
3.030 |
| PP |
2.845 |
2.845 |
2.845 |
2.866 |
| S1 |
2.765 |
2.765 |
2.888 |
2.805 |
| S2 |
2.620 |
2.620 |
2.868 |
|
| S3 |
2.395 |
2.540 |
2.847 |
|
| S4 |
2.170 |
2.315 |
2.785 |
|
|
| 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 |
2.926 |
2.672 |
0.254 |
8.7% |
0.117 |
4.0% |
93% |
True |
False |
52,756 |
| 10 |
2.926 |
2.632 |
0.294 |
10.1% |
0.100 |
3.4% |
94% |
True |
False |
43,726 |
| 20 |
3.022 |
2.632 |
0.390 |
13.4% |
0.102 |
3.5% |
71% |
False |
False |
44,148 |
| 40 |
3.022 |
2.560 |
0.462 |
15.9% |
0.091 |
3.1% |
76% |
False |
False |
41,408 |
| 60 |
3.022 |
2.277 |
0.745 |
25.6% |
0.082 |
2.8% |
85% |
False |
False |
36,708 |
| 80 |
3.022 |
2.236 |
0.786 |
27.0% |
0.078 |
2.7% |
86% |
False |
False |
33,886 |
| 100 |
3.022 |
2.070 |
0.952 |
32.7% |
0.077 |
2.6% |
88% |
False |
False |
31,066 |
| 120 |
3.022 |
2.049 |
0.973 |
33.4% |
0.074 |
2.5% |
88% |
False |
False |
29,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.882 |
|
2.618 |
3.515 |
|
1.618 |
3.290 |
|
1.000 |
3.151 |
|
0.618 |
3.065 |
|
HIGH |
2.926 |
|
0.618 |
2.840 |
|
0.500 |
2.814 |
|
0.382 |
2.787 |
|
LOW |
2.701 |
|
0.618 |
2.562 |
|
1.000 |
2.476 |
|
1.618 |
2.337 |
|
2.618 |
2.112 |
|
4.250 |
1.745 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.877 |
2.876 |
| PP |
2.845 |
2.842 |
| S1 |
2.814 |
2.809 |
|