NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.907 |
2.828 |
-0.079 |
-2.7% |
3.008 |
| High |
2.915 |
2.881 |
-0.034 |
-1.2% |
3.045 |
| Low |
2.833 |
2.817 |
-0.016 |
-0.6% |
2.885 |
| Close |
2.845 |
2.872 |
0.027 |
0.9% |
2.953 |
| Range |
0.082 |
0.064 |
-0.018 |
-22.0% |
0.160 |
| ATR |
0.083 |
0.081 |
-0.001 |
-1.6% |
0.000 |
| Volume |
19,398 |
21,073 |
1,675 |
8.6% |
125,677 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.049 |
3.024 |
2.907 |
|
| R3 |
2.985 |
2.960 |
2.890 |
|
| R2 |
2.921 |
2.921 |
2.884 |
|
| R1 |
2.896 |
2.896 |
2.878 |
2.909 |
| PP |
2.857 |
2.857 |
2.857 |
2.863 |
| S1 |
2.832 |
2.832 |
2.866 |
2.845 |
| S2 |
2.793 |
2.793 |
2.860 |
|
| S3 |
2.729 |
2.768 |
2.854 |
|
| S4 |
2.665 |
2.704 |
2.837 |
|
|
| 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 |
2.817 |
0.169 |
5.9% |
0.075 |
2.6% |
33% |
False |
True |
17,774 |
| 10 |
3.045 |
2.817 |
0.228 |
7.9% |
0.077 |
2.7% |
24% |
False |
True |
21,960 |
| 20 |
3.148 |
2.817 |
0.331 |
11.5% |
0.089 |
3.1% |
17% |
False |
True |
21,587 |
| 40 |
3.148 |
2.575 |
0.573 |
20.0% |
0.076 |
2.6% |
52% |
False |
False |
18,587 |
| 60 |
3.148 |
2.460 |
0.688 |
24.0% |
0.069 |
2.4% |
60% |
False |
False |
15,443 |
| 80 |
3.148 |
2.424 |
0.724 |
25.2% |
0.066 |
2.3% |
62% |
False |
False |
13,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.153 |
|
2.618 |
3.049 |
|
1.618 |
2.985 |
|
1.000 |
2.945 |
|
0.618 |
2.921 |
|
HIGH |
2.881 |
|
0.618 |
2.857 |
|
0.500 |
2.849 |
|
0.382 |
2.841 |
|
LOW |
2.817 |
|
0.618 |
2.777 |
|
1.000 |
2.753 |
|
1.618 |
2.713 |
|
2.618 |
2.649 |
|
4.250 |
2.545 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.864 |
2.895 |
| PP |
2.857 |
2.887 |
| S1 |
2.849 |
2.880 |
|