NYMEX Natural Gas Future November 2016
Trading Metrics calculated at close of trading on 29-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
2.898 |
3.039 |
0.141 |
4.9% |
2.960 |
High |
3.075 |
3.091 |
0.016 |
0.5% |
3.091 |
Low |
2.888 |
3.027 |
0.139 |
4.8% |
2.877 |
Close |
3.059 |
3.076 |
0.017 |
0.6% |
3.076 |
Range |
0.187 |
0.064 |
-0.123 |
-65.8% |
0.214 |
ATR |
0.088 |
0.086 |
-0.002 |
-1.9% |
0.000 |
Volume |
57,605 |
37,251 |
-20,354 |
-35.3% |
182,526 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.257 |
3.230 |
3.111 |
|
R3 |
3.193 |
3.166 |
3.094 |
|
R2 |
3.129 |
3.129 |
3.088 |
|
R1 |
3.102 |
3.102 |
3.082 |
3.116 |
PP |
3.065 |
3.065 |
3.065 |
3.071 |
S1 |
3.038 |
3.038 |
3.070 |
3.052 |
S2 |
3.001 |
3.001 |
3.064 |
|
S3 |
2.937 |
2.974 |
3.058 |
|
S4 |
2.873 |
2.910 |
3.041 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.657 |
3.580 |
3.194 |
|
R3 |
3.443 |
3.366 |
3.135 |
|
R2 |
3.229 |
3.229 |
3.115 |
|
R1 |
3.152 |
3.152 |
3.096 |
3.191 |
PP |
3.015 |
3.015 |
3.015 |
3.034 |
S1 |
2.938 |
2.938 |
3.056 |
2.977 |
S2 |
2.801 |
2.801 |
3.037 |
|
S3 |
2.587 |
2.724 |
3.017 |
|
S4 |
2.373 |
2.510 |
2.958 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.091 |
2.877 |
0.214 |
7.0% |
0.091 |
3.0% |
93% |
True |
False |
36,505 |
10 |
3.091 |
2.817 |
0.274 |
8.9% |
0.085 |
2.8% |
95% |
True |
False |
27,524 |
20 |
3.148 |
2.817 |
0.331 |
10.8% |
0.090 |
2.9% |
78% |
False |
False |
25,526 |
40 |
3.148 |
2.762 |
0.386 |
12.5% |
0.081 |
2.6% |
81% |
False |
False |
21,875 |
60 |
3.148 |
2.460 |
0.688 |
22.4% |
0.072 |
2.4% |
90% |
False |
False |
17,864 |
80 |
3.148 |
2.434 |
0.714 |
23.2% |
0.069 |
2.2% |
90% |
False |
False |
15,469 |
100 |
3.148 |
2.267 |
0.881 |
28.6% |
0.068 |
2.2% |
92% |
False |
False |
13,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.363 |
2.618 |
3.259 |
1.618 |
3.195 |
1.000 |
3.155 |
0.618 |
3.131 |
HIGH |
3.091 |
0.618 |
3.067 |
0.500 |
3.059 |
0.382 |
3.051 |
LOW |
3.027 |
0.618 |
2.987 |
1.000 |
2.963 |
1.618 |
2.923 |
2.618 |
2.859 |
4.250 |
2.755 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
3.070 |
3.046 |
PP |
3.065 |
3.016 |
S1 |
3.059 |
2.986 |
|