NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.930 |
2.930 |
0.000 |
0.0% |
3.065 |
| High |
2.964 |
2.976 |
0.012 |
0.4% |
3.115 |
| Low |
2.904 |
2.888 |
-0.016 |
-0.6% |
2.905 |
| Close |
2.929 |
2.931 |
0.002 |
0.1% |
2.990 |
| Range |
0.060 |
0.088 |
0.028 |
46.7% |
0.210 |
| ATR |
0.086 |
0.086 |
0.000 |
0.1% |
0.000 |
| Volume |
31,151 |
26,043 |
-5,108 |
-16.4% |
89,337 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.196 |
3.151 |
2.979 |
|
| R3 |
3.108 |
3.063 |
2.955 |
|
| R2 |
3.020 |
3.020 |
2.947 |
|
| R1 |
2.975 |
2.975 |
2.939 |
2.998 |
| PP |
2.932 |
2.932 |
2.932 |
2.943 |
| S1 |
2.887 |
2.887 |
2.923 |
2.910 |
| S2 |
2.844 |
2.844 |
2.915 |
|
| S3 |
2.756 |
2.799 |
2.907 |
|
| S4 |
2.668 |
2.711 |
2.883 |
|
|
| 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 |
2.888 |
0.157 |
5.4% |
0.089 |
3.0% |
27% |
False |
True |
24,920 |
| 10 |
3.148 |
2.888 |
0.260 |
8.9% |
0.099 |
3.4% |
17% |
False |
True |
23,887 |
| 20 |
3.148 |
2.838 |
0.310 |
10.6% |
0.087 |
3.0% |
30% |
False |
False |
20,571 |
| 40 |
3.148 |
2.460 |
0.688 |
23.5% |
0.075 |
2.5% |
68% |
False |
False |
16,854 |
| 60 |
3.148 |
2.460 |
0.688 |
23.5% |
0.069 |
2.4% |
68% |
False |
False |
14,440 |
| 80 |
3.148 |
2.398 |
0.750 |
25.6% |
0.066 |
2.3% |
71% |
False |
False |
12,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.350 |
|
2.618 |
3.206 |
|
1.618 |
3.118 |
|
1.000 |
3.064 |
|
0.618 |
3.030 |
|
HIGH |
2.976 |
|
0.618 |
2.942 |
|
0.500 |
2.932 |
|
0.382 |
2.922 |
|
LOW |
2.888 |
|
0.618 |
2.834 |
|
1.000 |
2.800 |
|
1.618 |
2.746 |
|
2.618 |
2.658 |
|
4.250 |
2.514 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.932 |
2.967 |
| PP |
2.932 |
2.955 |
| S1 |
2.931 |
2.943 |
|