NYMEX Natural Gas Future December 2016
Trading Metrics calculated at close of trading on 05-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
3.305 |
3.296 |
-0.009 |
-0.3% |
3.152 |
High |
3.368 |
3.343 |
-0.025 |
-0.7% |
3.368 |
Low |
3.287 |
3.193 |
-0.094 |
-2.9% |
3.152 |
Close |
3.365 |
3.206 |
-0.159 |
-4.7% |
3.365 |
Range |
0.081 |
0.150 |
0.069 |
85.2% |
0.216 |
ATR |
0.069 |
0.077 |
0.007 |
10.6% |
0.000 |
Volume |
12,393 |
16,247 |
3,854 |
31.1% |
77,237 |
|
Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.697 |
3.602 |
3.289 |
|
R3 |
3.547 |
3.452 |
3.247 |
|
R2 |
3.397 |
3.397 |
3.234 |
|
R1 |
3.302 |
3.302 |
3.220 |
3.275 |
PP |
3.247 |
3.247 |
3.247 |
3.234 |
S1 |
3.152 |
3.152 |
3.192 |
3.125 |
S2 |
3.097 |
3.097 |
3.179 |
|
S3 |
2.947 |
3.002 |
3.165 |
|
S4 |
2.797 |
2.852 |
3.124 |
|
|
Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.943 |
3.870 |
3.484 |
|
R3 |
3.727 |
3.654 |
3.424 |
|
R2 |
3.511 |
3.511 |
3.405 |
|
R1 |
3.438 |
3.438 |
3.385 |
3.475 |
PP |
3.295 |
3.295 |
3.295 |
3.313 |
S1 |
3.222 |
3.222 |
3.345 |
3.259 |
S2 |
3.079 |
3.079 |
3.325 |
|
S3 |
2.863 |
3.006 |
3.306 |
|
S4 |
2.647 |
2.790 |
3.246 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.368 |
3.193 |
0.175 |
5.5% |
0.098 |
3.1% |
7% |
False |
True |
16,820 |
10 |
3.368 |
3.126 |
0.242 |
7.5% |
0.086 |
2.7% |
33% |
False |
False |
14,183 |
20 |
3.368 |
3.031 |
0.337 |
10.5% |
0.073 |
2.3% |
52% |
False |
False |
13,284 |
40 |
3.368 |
2.760 |
0.608 |
19.0% |
0.061 |
1.9% |
73% |
False |
False |
10,251 |
60 |
3.368 |
2.726 |
0.642 |
20.0% |
0.058 |
1.8% |
75% |
False |
False |
9,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.981 |
2.618 |
3.736 |
1.618 |
3.586 |
1.000 |
3.493 |
0.618 |
3.436 |
HIGH |
3.343 |
0.618 |
3.286 |
0.500 |
3.268 |
0.382 |
3.250 |
LOW |
3.193 |
0.618 |
3.100 |
1.000 |
3.043 |
1.618 |
2.950 |
2.618 |
2.800 |
4.250 |
2.556 |
|
|
Fisher Pivots for day following 05-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
3.268 |
3.281 |
PP |
3.247 |
3.256 |
S1 |
3.227 |
3.231 |
|