NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.935 |
2.889 |
-0.046 |
-1.6% |
2.982 |
| High |
2.959 |
2.941 |
-0.018 |
-0.6% |
2.986 |
| Low |
2.877 |
2.880 |
0.003 |
0.1% |
2.817 |
| Close |
2.909 |
2.897 |
-0.012 |
-0.4% |
2.952 |
| Range |
0.082 |
0.061 |
-0.021 |
-25.6% |
0.169 |
| ATR |
0.082 |
0.080 |
-0.001 |
-1.8% |
0.000 |
| Volume |
23,653 |
36,517 |
12,864 |
54.4% |
92,716 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.089 |
3.054 |
2.931 |
|
| R3 |
3.028 |
2.993 |
2.914 |
|
| R2 |
2.967 |
2.967 |
2.908 |
|
| R1 |
2.932 |
2.932 |
2.903 |
2.950 |
| PP |
2.906 |
2.906 |
2.906 |
2.915 |
| S1 |
2.871 |
2.871 |
2.891 |
2.889 |
| S2 |
2.845 |
2.845 |
2.886 |
|
| S3 |
2.784 |
2.810 |
2.880 |
|
| S4 |
2.723 |
2.749 |
2.863 |
|
|
| 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% |
0.076 |
2.6% |
50% |
False |
False |
26,220 |
| 10 |
2.986 |
2.817 |
0.169 |
5.8% |
0.075 |
2.6% |
47% |
False |
False |
22,554 |
| 20 |
3.148 |
2.817 |
0.331 |
11.4% |
0.087 |
3.0% |
24% |
False |
False |
23,220 |
| 40 |
3.148 |
2.712 |
0.436 |
15.1% |
0.077 |
2.7% |
42% |
False |
False |
20,256 |
| 60 |
3.148 |
2.460 |
0.688 |
23.7% |
0.070 |
2.4% |
64% |
False |
False |
16,515 |
| 80 |
3.148 |
2.424 |
0.724 |
25.0% |
0.067 |
2.3% |
65% |
False |
False |
14,389 |
| 100 |
3.148 |
2.231 |
0.917 |
31.7% |
0.066 |
2.3% |
73% |
False |
False |
12,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.200 |
|
2.618 |
3.101 |
|
1.618 |
3.040 |
|
1.000 |
3.002 |
|
0.618 |
2.979 |
|
HIGH |
2.941 |
|
0.618 |
2.918 |
|
0.500 |
2.911 |
|
0.382 |
2.903 |
|
LOW |
2.880 |
|
0.618 |
2.842 |
|
1.000 |
2.819 |
|
1.618 |
2.781 |
|
2.618 |
2.720 |
|
4.250 |
2.621 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.911 |
2.927 |
| PP |
2.906 |
2.917 |
| S1 |
2.902 |
2.907 |
|