NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.982 |
2.932 |
-0.050 |
-1.7% |
3.008 |
| High |
2.986 |
2.972 |
-0.014 |
-0.5% |
3.045 |
| Low |
2.917 |
2.900 |
-0.017 |
-0.6% |
2.885 |
| Close |
2.924 |
2.909 |
-0.015 |
-0.5% |
2.953 |
| Range |
0.069 |
0.072 |
0.003 |
4.3% |
0.160 |
| ATR |
0.083 |
0.083 |
-0.001 |
-1.0% |
0.000 |
| Volume |
11,695 |
18,192 |
6,497 |
55.6% |
125,677 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.143 |
3.098 |
2.949 |
|
| R3 |
3.071 |
3.026 |
2.929 |
|
| R2 |
2.999 |
2.999 |
2.922 |
|
| R1 |
2.954 |
2.954 |
2.916 |
2.941 |
| PP |
2.927 |
2.927 |
2.927 |
2.920 |
| S1 |
2.882 |
2.882 |
2.902 |
2.869 |
| S2 |
2.855 |
2.855 |
2.896 |
|
| S3 |
2.783 |
2.810 |
2.889 |
|
| S4 |
2.711 |
2.738 |
2.869 |
|
|
| 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% |
0.074 |
2.6% |
24% |
False |
False |
20,218 |
| 10 |
3.045 |
2.885 |
0.160 |
5.5% |
0.082 |
2.8% |
15% |
False |
False |
22,332 |
| 20 |
3.148 |
2.868 |
0.280 |
9.6% |
0.089 |
3.1% |
15% |
False |
False |
21,232 |
| 40 |
3.148 |
2.572 |
0.576 |
19.8% |
0.075 |
2.6% |
59% |
False |
False |
17,915 |
| 60 |
3.148 |
2.460 |
0.688 |
23.7% |
0.069 |
2.4% |
65% |
False |
False |
15,057 |
| 80 |
3.148 |
2.403 |
0.745 |
25.6% |
0.066 |
2.3% |
68% |
False |
False |
12,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.278 |
|
2.618 |
3.160 |
|
1.618 |
3.088 |
|
1.000 |
3.044 |
|
0.618 |
3.016 |
|
HIGH |
2.972 |
|
0.618 |
2.944 |
|
0.500 |
2.936 |
|
0.382 |
2.928 |
|
LOW |
2.900 |
|
0.618 |
2.856 |
|
1.000 |
2.828 |
|
1.618 |
2.784 |
|
2.618 |
2.712 |
|
4.250 |
2.594 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.936 |
2.936 |
| PP |
2.927 |
2.927 |
| S1 |
2.918 |
2.918 |
|