NYMEX Natural Gas Future November 2016
Trading Metrics calculated at close of trading on 12-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
3.008 |
2.930 |
-0.078 |
-2.6% |
3.065 |
High |
3.045 |
2.964 |
-0.081 |
-2.7% |
3.115 |
Low |
2.910 |
2.904 |
-0.006 |
-0.2% |
2.905 |
Close |
2.919 |
2.929 |
0.010 |
0.3% |
2.990 |
Range |
0.135 |
0.060 |
-0.075 |
-55.6% |
0.210 |
ATR |
0.088 |
0.086 |
-0.002 |
-2.3% |
0.000 |
Volume |
23,323 |
31,151 |
7,828 |
33.6% |
89,337 |
|
Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.112 |
3.081 |
2.962 |
|
R3 |
3.052 |
3.021 |
2.946 |
|
R2 |
2.992 |
2.992 |
2.940 |
|
R1 |
2.961 |
2.961 |
2.935 |
2.947 |
PP |
2.932 |
2.932 |
2.932 |
2.925 |
S1 |
2.901 |
2.901 |
2.924 |
2.887 |
S2 |
2.872 |
2.872 |
2.918 |
|
S3 |
2.812 |
2.841 |
2.913 |
|
S4 |
2.752 |
2.781 |
2.896 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.633 |
3.522 |
3.106 |
|
R3 |
3.423 |
3.312 |
3.048 |
|
R2 |
3.213 |
3.213 |
3.029 |
|
R1 |
3.102 |
3.102 |
3.009 |
3.053 |
PP |
3.003 |
3.003 |
3.003 |
2.979 |
S1 |
2.892 |
2.892 |
2.971 |
2.843 |
S2 |
2.793 |
2.793 |
2.952 |
|
S3 |
2.583 |
2.682 |
2.932 |
|
S4 |
2.373 |
2.472 |
2.875 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.045 |
2.904 |
0.141 |
4.8% |
0.090 |
3.1% |
18% |
False |
True |
24,447 |
10 |
3.148 |
2.904 |
0.244 |
8.3% |
0.102 |
3.5% |
10% |
False |
True |
23,899 |
20 |
3.148 |
2.838 |
0.310 |
10.6% |
0.085 |
2.9% |
29% |
False |
False |
20,133 |
40 |
3.148 |
2.460 |
0.688 |
23.5% |
0.074 |
2.5% |
68% |
False |
False |
16,493 |
60 |
3.148 |
2.460 |
0.688 |
23.5% |
0.068 |
2.3% |
68% |
False |
False |
14,104 |
80 |
3.148 |
2.398 |
0.750 |
25.6% |
0.066 |
2.2% |
71% |
False |
False |
11,970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.219 |
2.618 |
3.121 |
1.618 |
3.061 |
1.000 |
3.024 |
0.618 |
3.001 |
HIGH |
2.964 |
0.618 |
2.941 |
0.500 |
2.934 |
0.382 |
2.927 |
LOW |
2.904 |
0.618 |
2.867 |
1.000 |
2.844 |
1.618 |
2.807 |
2.618 |
2.747 |
4.250 |
2.649 |
|
|
Fisher Pivots for day following 12-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
2.934 |
2.975 |
PP |
2.932 |
2.959 |
S1 |
2.931 |
2.944 |
|