NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.870 |
2.819 |
-0.051 |
-1.8% |
2.779 |
| High |
2.917 |
2.843 |
-0.074 |
-2.5% |
2.947 |
| Low |
2.815 |
2.778 |
-0.037 |
-1.3% |
2.692 |
| Close |
2.818 |
2.783 |
-0.035 |
-1.2% |
2.917 |
| Range |
0.102 |
0.065 |
-0.037 |
-36.3% |
0.255 |
| ATR |
0.098 |
0.096 |
-0.002 |
-2.4% |
0.000 |
| Volume |
52,955 |
46,359 |
-6,596 |
-12.5% |
274,890 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.996 |
2.955 |
2.819 |
|
| R3 |
2.931 |
2.890 |
2.801 |
|
| R2 |
2.866 |
2.866 |
2.795 |
|
| R1 |
2.825 |
2.825 |
2.789 |
2.813 |
| PP |
2.801 |
2.801 |
2.801 |
2.796 |
| S1 |
2.760 |
2.760 |
2.777 |
2.748 |
| S2 |
2.736 |
2.736 |
2.771 |
|
| S3 |
2.671 |
2.695 |
2.765 |
|
| S4 |
2.606 |
2.630 |
2.747 |
|
|
| 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 |
9.2% |
0.107 |
3.8% |
36% |
False |
False |
57,580 |
| 10 |
2.947 |
2.632 |
0.315 |
11.3% |
0.099 |
3.5% |
48% |
False |
False |
48,969 |
| 20 |
2.947 |
2.632 |
0.315 |
11.3% |
0.095 |
3.4% |
48% |
False |
False |
44,360 |
| 40 |
3.022 |
2.609 |
0.413 |
14.8% |
0.093 |
3.3% |
42% |
False |
False |
42,946 |
| 60 |
3.022 |
2.277 |
0.745 |
26.8% |
0.083 |
3.0% |
68% |
False |
False |
38,032 |
| 80 |
3.022 |
2.249 |
0.773 |
27.8% |
0.079 |
2.8% |
69% |
False |
False |
34,987 |
| 100 |
3.022 |
2.181 |
0.841 |
30.2% |
0.077 |
2.8% |
72% |
False |
False |
31,913 |
| 120 |
3.022 |
2.049 |
0.973 |
35.0% |
0.075 |
2.7% |
75% |
False |
False |
30,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.119 |
|
2.618 |
3.013 |
|
1.618 |
2.948 |
|
1.000 |
2.908 |
|
0.618 |
2.883 |
|
HIGH |
2.843 |
|
0.618 |
2.818 |
|
0.500 |
2.811 |
|
0.382 |
2.803 |
|
LOW |
2.778 |
|
0.618 |
2.738 |
|
1.000 |
2.713 |
|
1.618 |
2.673 |
|
2.618 |
2.608 |
|
4.250 |
2.502 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.811 |
2.863 |
| PP |
2.801 |
2.836 |
| S1 |
2.792 |
2.810 |
|