NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.934 |
2.982 |
0.048 |
1.6% |
3.008 |
| High |
2.974 |
2.986 |
0.012 |
0.4% |
3.045 |
| Low |
2.885 |
2.917 |
0.032 |
1.1% |
2.885 |
| Close |
2.953 |
2.924 |
-0.029 |
-1.0% |
2.953 |
| Range |
0.089 |
0.069 |
-0.020 |
-22.5% |
0.160 |
| ATR |
0.084 |
0.083 |
-0.001 |
-1.3% |
0.000 |
| Volume |
18,514 |
11,695 |
-6,819 |
-36.8% |
125,677 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.149 |
3.106 |
2.962 |
|
| R3 |
3.080 |
3.037 |
2.943 |
|
| R2 |
3.011 |
3.011 |
2.937 |
|
| R1 |
2.968 |
2.968 |
2.930 |
2.955 |
| PP |
2.942 |
2.942 |
2.942 |
2.936 |
| S1 |
2.899 |
2.899 |
2.918 |
2.886 |
| S2 |
2.873 |
2.873 |
2.911 |
|
| S3 |
2.804 |
2.830 |
2.905 |
|
| S4 |
2.735 |
2.761 |
2.886 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.441 |
3.357 |
3.041 |
|
| R3 |
3.281 |
3.197 |
2.997 |
|
| R2 |
3.121 |
3.121 |
2.982 |
|
| R1 |
3.037 |
3.037 |
2.968 |
2.999 |
| PP |
2.961 |
2.961 |
2.961 |
2.942 |
| S1 |
2.877 |
2.877 |
2.938 |
2.839 |
| S2 |
2.801 |
2.801 |
2.924 |
|
| S3 |
2.641 |
2.717 |
2.909 |
|
| S4 |
2.481 |
2.557 |
2.865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.986 |
2.885 |
0.101 |
3.5% |
0.072 |
2.5% |
39% |
True |
False |
22,809 |
| 10 |
3.115 |
2.885 |
0.230 |
7.9% |
0.092 |
3.1% |
17% |
False |
False |
22,670 |
| 20 |
3.148 |
2.868 |
0.280 |
9.6% |
0.090 |
3.1% |
20% |
False |
False |
21,467 |
| 40 |
3.148 |
2.572 |
0.576 |
19.7% |
0.074 |
2.5% |
61% |
False |
False |
17,612 |
| 60 |
3.148 |
2.460 |
0.688 |
23.5% |
0.069 |
2.4% |
67% |
False |
False |
14,839 |
| 80 |
3.148 |
2.399 |
0.749 |
25.6% |
0.066 |
2.3% |
70% |
False |
False |
12,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.279 |
|
2.618 |
3.167 |
|
1.618 |
3.098 |
|
1.000 |
3.055 |
|
0.618 |
3.029 |
|
HIGH |
2.986 |
|
0.618 |
2.960 |
|
0.500 |
2.952 |
|
0.382 |
2.943 |
|
LOW |
2.917 |
|
0.618 |
2.874 |
|
1.000 |
2.848 |
|
1.618 |
2.805 |
|
2.618 |
2.736 |
|
4.250 |
2.624 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.952 |
2.936 |
| PP |
2.942 |
2.932 |
| S1 |
2.933 |
2.928 |
|