NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.707 |
2.891 |
0.184 |
6.8% |
2.779 |
| High |
2.926 |
2.947 |
0.021 |
0.7% |
2.947 |
| Low |
2.701 |
2.875 |
0.174 |
6.4% |
2.692 |
| Close |
2.909 |
2.917 |
0.008 |
0.3% |
2.917 |
| Range |
0.225 |
0.072 |
-0.153 |
-68.0% |
0.255 |
| ATR |
0.100 |
0.098 |
-0.002 |
-2.0% |
0.000 |
| Volume |
93,725 |
49,159 |
-44,566 |
-47.5% |
274,890 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.129 |
3.095 |
2.957 |
|
| R3 |
3.057 |
3.023 |
2.937 |
|
| R2 |
2.985 |
2.985 |
2.930 |
|
| R1 |
2.951 |
2.951 |
2.924 |
2.968 |
| PP |
2.913 |
2.913 |
2.913 |
2.922 |
| S1 |
2.879 |
2.879 |
2.910 |
2.896 |
| S2 |
2.841 |
2.841 |
2.904 |
|
| S3 |
2.769 |
2.807 |
2.897 |
|
| S4 |
2.697 |
2.735 |
2.877 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.617 |
3.522 |
3.057 |
|
| R3 |
3.362 |
3.267 |
2.987 |
|
| R2 |
3.107 |
3.107 |
2.964 |
|
| R1 |
3.012 |
3.012 |
2.940 |
3.060 |
| PP |
2.852 |
2.852 |
2.852 |
2.876 |
| S1 |
2.757 |
2.757 |
2.894 |
2.805 |
| S2 |
2.597 |
2.597 |
2.870 |
|
| S3 |
2.342 |
2.502 |
2.847 |
|
| S4 |
2.087 |
2.247 |
2.777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.947 |
2.692 |
0.255 |
8.7% |
0.106 |
3.6% |
88% |
True |
False |
54,978 |
| 10 |
2.947 |
2.632 |
0.315 |
10.8% |
0.097 |
3.3% |
90% |
True |
False |
45,110 |
| 20 |
3.022 |
2.632 |
0.390 |
13.4% |
0.102 |
3.5% |
73% |
False |
False |
43,996 |
| 40 |
3.022 |
2.580 |
0.442 |
15.2% |
0.091 |
3.1% |
76% |
False |
False |
41,773 |
| 60 |
3.022 |
2.277 |
0.745 |
25.5% |
0.082 |
2.8% |
86% |
False |
False |
37,174 |
| 80 |
3.022 |
2.236 |
0.786 |
26.9% |
0.079 |
2.7% |
87% |
False |
False |
34,263 |
| 100 |
3.022 |
2.105 |
0.917 |
31.4% |
0.077 |
2.6% |
89% |
False |
False |
31,335 |
| 120 |
3.022 |
2.049 |
0.973 |
33.4% |
0.074 |
2.5% |
89% |
False |
False |
29,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.253 |
|
2.618 |
3.135 |
|
1.618 |
3.063 |
|
1.000 |
3.019 |
|
0.618 |
2.991 |
|
HIGH |
2.947 |
|
0.618 |
2.919 |
|
0.500 |
2.911 |
|
0.382 |
2.903 |
|
LOW |
2.875 |
|
0.618 |
2.831 |
|
1.000 |
2.803 |
|
1.618 |
2.759 |
|
2.618 |
2.687 |
|
4.250 |
2.569 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.915 |
2.885 |
| PP |
2.913 |
2.852 |
| S1 |
2.911 |
2.820 |
|