NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.872 |
2.960 |
0.088 |
3.1% |
2.982 |
| High |
2.966 |
2.977 |
0.011 |
0.4% |
2.986 |
| Low |
2.855 |
2.915 |
0.060 |
2.1% |
2.817 |
| Close |
2.952 |
2.935 |
-0.017 |
-0.6% |
2.952 |
| Range |
0.111 |
0.062 |
-0.049 |
-44.1% |
0.169 |
| ATR |
0.083 |
0.082 |
-0.002 |
-1.8% |
0.000 |
| Volume |
22,358 |
27,500 |
5,142 |
23.0% |
92,716 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.128 |
3.094 |
2.969 |
|
| R3 |
3.066 |
3.032 |
2.952 |
|
| R2 |
3.004 |
3.004 |
2.946 |
|
| R1 |
2.970 |
2.970 |
2.941 |
2.956 |
| PP |
2.942 |
2.942 |
2.942 |
2.936 |
| S1 |
2.908 |
2.908 |
2.929 |
2.894 |
| S2 |
2.880 |
2.880 |
2.924 |
|
| S3 |
2.818 |
2.846 |
2.918 |
|
| S4 |
2.756 |
2.784 |
2.901 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.425 |
3.358 |
3.045 |
|
| R3 |
3.256 |
3.189 |
2.998 |
|
| R2 |
3.087 |
3.087 |
2.983 |
|
| R1 |
3.020 |
3.020 |
2.967 |
2.969 |
| PP |
2.918 |
2.918 |
2.918 |
2.893 |
| S1 |
2.851 |
2.851 |
2.937 |
2.800 |
| S2 |
2.749 |
2.749 |
2.921 |
|
| S3 |
2.580 |
2.682 |
2.906 |
|
| S4 |
2.411 |
2.513 |
2.859 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.977 |
2.817 |
0.160 |
5.5% |
0.078 |
2.7% |
74% |
True |
False |
21,704 |
| 10 |
2.986 |
2.817 |
0.169 |
5.8% |
0.075 |
2.6% |
70% |
False |
False |
22,257 |
| 20 |
3.148 |
2.817 |
0.331 |
11.3% |
0.089 |
3.0% |
36% |
False |
False |
22,274 |
| 40 |
3.148 |
2.622 |
0.526 |
17.9% |
0.077 |
2.6% |
60% |
False |
False |
19,322 |
| 60 |
3.148 |
2.460 |
0.688 |
23.4% |
0.069 |
2.4% |
69% |
False |
False |
15,816 |
| 80 |
3.148 |
2.424 |
0.724 |
24.7% |
0.067 |
2.3% |
71% |
False |
False |
13,826 |
| 100 |
3.148 |
2.225 |
0.923 |
31.4% |
0.066 |
2.2% |
77% |
False |
False |
12,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.241 |
|
2.618 |
3.139 |
|
1.618 |
3.077 |
|
1.000 |
3.039 |
|
0.618 |
3.015 |
|
HIGH |
2.977 |
|
0.618 |
2.953 |
|
0.500 |
2.946 |
|
0.382 |
2.939 |
|
LOW |
2.915 |
|
0.618 |
2.877 |
|
1.000 |
2.853 |
|
1.618 |
2.815 |
|
2.618 |
2.753 |
|
4.250 |
2.652 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.946 |
2.922 |
| PP |
2.942 |
2.910 |
| S1 |
2.939 |
2.897 |
|