NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.975 |
2.981 |
0.006 |
0.2% |
2.883 |
| High |
3.001 |
3.017 |
0.016 |
0.5% |
3.148 |
| Low |
2.905 |
2.912 |
0.007 |
0.2% |
2.883 |
| Close |
2.971 |
2.957 |
-0.014 |
-0.5% |
3.142 |
| Range |
0.096 |
0.105 |
0.009 |
9.4% |
0.265 |
| ATR |
0.086 |
0.087 |
0.001 |
1.6% |
0.000 |
| Volume |
23,678 |
20,516 |
-3,162 |
-13.4% |
110,261 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.277 |
3.222 |
3.015 |
|
| R3 |
3.172 |
3.117 |
2.986 |
|
| R2 |
3.067 |
3.067 |
2.976 |
|
| R1 |
3.012 |
3.012 |
2.967 |
2.987 |
| PP |
2.962 |
2.962 |
2.962 |
2.950 |
| S1 |
2.907 |
2.907 |
2.947 |
2.882 |
| S2 |
2.857 |
2.857 |
2.938 |
|
| S3 |
2.752 |
2.802 |
2.928 |
|
| S4 |
2.647 |
2.697 |
2.899 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.853 |
3.762 |
3.288 |
|
| R3 |
3.588 |
3.497 |
3.215 |
|
| R2 |
3.323 |
3.323 |
3.191 |
|
| R1 |
3.232 |
3.232 |
3.166 |
3.278 |
| PP |
3.058 |
3.058 |
3.058 |
3.080 |
| S1 |
2.967 |
2.967 |
3.118 |
3.013 |
| S2 |
2.793 |
2.793 |
3.093 |
|
| S3 |
2.528 |
2.702 |
3.069 |
|
| S4 |
2.263 |
2.437 |
2.996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.148 |
2.905 |
0.243 |
8.2% |
0.109 |
3.7% |
21% |
False |
False |
21,671 |
| 10 |
3.148 |
2.868 |
0.280 |
9.5% |
0.100 |
3.4% |
32% |
False |
False |
21,214 |
| 20 |
3.148 |
2.838 |
0.310 |
10.5% |
0.085 |
2.9% |
38% |
False |
False |
19,515 |
| 40 |
3.148 |
2.460 |
0.688 |
23.3% |
0.070 |
2.4% |
72% |
False |
False |
15,253 |
| 60 |
3.148 |
2.460 |
0.688 |
23.3% |
0.066 |
2.2% |
72% |
False |
False |
13,156 |
| 80 |
3.148 |
2.398 |
0.750 |
25.4% |
0.065 |
2.2% |
75% |
False |
False |
11,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.463 |
|
2.618 |
3.292 |
|
1.618 |
3.187 |
|
1.000 |
3.122 |
|
0.618 |
3.082 |
|
HIGH |
3.017 |
|
0.618 |
2.977 |
|
0.500 |
2.965 |
|
0.382 |
2.952 |
|
LOW |
2.912 |
|
0.618 |
2.847 |
|
1.000 |
2.807 |
|
1.618 |
2.742 |
|
2.618 |
2.637 |
|
4.250 |
2.466 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.965 |
3.010 |
| PP |
2.962 |
2.992 |
| S1 |
2.960 |
2.975 |
|