NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.039 |
3.048 |
0.009 |
0.3% |
2.960 |
| High |
3.091 |
3.075 |
-0.016 |
-0.5% |
3.091 |
| Low |
3.027 |
2.975 |
-0.052 |
-1.7% |
2.877 |
| Close |
3.076 |
2.980 |
-0.096 |
-3.1% |
3.076 |
| Range |
0.064 |
0.100 |
0.036 |
56.3% |
0.214 |
| ATR |
0.086 |
0.087 |
0.001 |
1.2% |
0.000 |
| Volume |
37,251 |
32,767 |
-4,484 |
-12.0% |
182,526 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.310 |
3.245 |
3.035 |
|
| R3 |
3.210 |
3.145 |
3.008 |
|
| R2 |
3.110 |
3.110 |
2.998 |
|
| R1 |
3.045 |
3.045 |
2.989 |
3.028 |
| PP |
3.010 |
3.010 |
3.010 |
3.001 |
| S1 |
2.945 |
2.945 |
2.971 |
2.928 |
| S2 |
2.910 |
2.910 |
2.962 |
|
| S3 |
2.810 |
2.845 |
2.953 |
|
| S4 |
2.710 |
2.745 |
2.925 |
|
|
| 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 |
7.2% |
0.099 |
3.3% |
48% |
False |
False |
37,558 |
| 10 |
3.091 |
2.817 |
0.274 |
9.2% |
0.089 |
3.0% |
59% |
False |
False |
29,631 |
| 20 |
3.115 |
2.817 |
0.298 |
10.0% |
0.090 |
3.0% |
55% |
False |
False |
26,151 |
| 40 |
3.148 |
2.763 |
0.385 |
12.9% |
0.082 |
2.8% |
56% |
False |
False |
22,472 |
| 60 |
3.148 |
2.460 |
0.688 |
23.1% |
0.073 |
2.5% |
76% |
False |
False |
18,308 |
| 80 |
3.148 |
2.448 |
0.700 |
23.5% |
0.069 |
2.3% |
76% |
False |
False |
15,791 |
| 100 |
3.148 |
2.316 |
0.832 |
27.9% |
0.068 |
2.3% |
80% |
False |
False |
13,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.500 |
|
2.618 |
3.337 |
|
1.618 |
3.237 |
|
1.000 |
3.175 |
|
0.618 |
3.137 |
|
HIGH |
3.075 |
|
0.618 |
3.037 |
|
0.500 |
3.025 |
|
0.382 |
3.013 |
|
LOW |
2.975 |
|
0.618 |
2.913 |
|
1.000 |
2.875 |
|
1.618 |
2.813 |
|
2.618 |
2.713 |
|
4.250 |
2.550 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.025 |
2.990 |
| PP |
3.010 |
2.986 |
| S1 |
2.995 |
2.983 |
|