NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.048 |
2.978 |
-0.070 |
-2.3% |
2.960 |
| High |
3.075 |
3.001 |
-0.074 |
-2.4% |
3.091 |
| Low |
2.975 |
2.938 |
-0.037 |
-1.2% |
2.877 |
| Close |
2.980 |
2.943 |
-0.037 |
-1.2% |
3.076 |
| Range |
0.100 |
0.063 |
-0.037 |
-37.0% |
0.214 |
| ATR |
0.087 |
0.086 |
-0.002 |
-2.0% |
0.000 |
| Volume |
32,767 |
33,445 |
678 |
2.1% |
182,526 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.150 |
3.109 |
2.978 |
|
| R3 |
3.087 |
3.046 |
2.960 |
|
| R2 |
3.024 |
3.024 |
2.955 |
|
| R1 |
2.983 |
2.983 |
2.949 |
2.972 |
| PP |
2.961 |
2.961 |
2.961 |
2.955 |
| S1 |
2.920 |
2.920 |
2.937 |
2.909 |
| S2 |
2.898 |
2.898 |
2.931 |
|
| S3 |
2.835 |
2.857 |
2.926 |
|
| S4 |
2.772 |
2.794 |
2.908 |
|
|
| 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 |
2.880 |
0.211 |
7.2% |
0.095 |
3.2% |
30% |
False |
False |
39,517 |
| 10 |
3.091 |
2.817 |
0.274 |
9.3% |
0.088 |
3.0% |
46% |
False |
False |
31,156 |
| 20 |
3.091 |
2.817 |
0.274 |
9.3% |
0.085 |
2.9% |
46% |
False |
False |
26,744 |
| 40 |
3.148 |
2.782 |
0.366 |
12.4% |
0.083 |
2.8% |
44% |
False |
False |
22,960 |
| 60 |
3.148 |
2.460 |
0.688 |
23.4% |
0.073 |
2.5% |
70% |
False |
False |
18,703 |
| 80 |
3.148 |
2.448 |
0.700 |
23.8% |
0.070 |
2.4% |
71% |
False |
False |
16,132 |
| 100 |
3.148 |
2.361 |
0.787 |
26.7% |
0.068 |
2.3% |
74% |
False |
False |
13,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.269 |
|
2.618 |
3.166 |
|
1.618 |
3.103 |
|
1.000 |
3.064 |
|
0.618 |
3.040 |
|
HIGH |
3.001 |
|
0.618 |
2.977 |
|
0.500 |
2.970 |
|
0.382 |
2.962 |
|
LOW |
2.938 |
|
0.618 |
2.899 |
|
1.000 |
2.875 |
|
1.618 |
2.836 |
|
2.618 |
2.773 |
|
4.250 |
2.670 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.970 |
3.015 |
| PP |
2.961 |
2.991 |
| S1 |
2.952 |
2.967 |
|