NYMEX Natural Gas Future December 2016
Trading Metrics calculated at close of trading on 06-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
3.296 |
3.225 |
-0.071 |
-2.2% |
3.152 |
High |
3.343 |
3.259 |
-0.084 |
-2.5% |
3.368 |
Low |
3.193 |
3.158 |
-0.035 |
-1.1% |
3.152 |
Close |
3.206 |
3.221 |
0.015 |
0.5% |
3.365 |
Range |
0.150 |
0.101 |
-0.049 |
-32.7% |
0.216 |
ATR |
0.077 |
0.078 |
0.002 |
2.3% |
0.000 |
Volume |
16,247 |
13,538 |
-2,709 |
-16.7% |
77,237 |
|
Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.516 |
3.469 |
3.277 |
|
R3 |
3.415 |
3.368 |
3.249 |
|
R2 |
3.314 |
3.314 |
3.240 |
|
R1 |
3.267 |
3.267 |
3.230 |
3.240 |
PP |
3.213 |
3.213 |
3.213 |
3.199 |
S1 |
3.166 |
3.166 |
3.212 |
3.139 |
S2 |
3.112 |
3.112 |
3.202 |
|
S3 |
3.011 |
3.065 |
3.193 |
|
S4 |
2.910 |
2.964 |
3.165 |
|
|
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 |
3.158 |
0.210 |
6.5% |
0.099 |
3.1% |
30% |
False |
True |
15,616 |
10 |
3.368 |
3.126 |
0.242 |
7.5% |
0.091 |
2.8% |
39% |
False |
False |
14,580 |
20 |
3.368 |
3.081 |
0.287 |
8.9% |
0.074 |
2.3% |
49% |
False |
False |
13,359 |
40 |
3.368 |
2.760 |
0.608 |
18.9% |
0.063 |
1.9% |
76% |
False |
False |
10,461 |
60 |
3.368 |
2.747 |
0.621 |
19.3% |
0.059 |
1.8% |
76% |
False |
False |
9,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.688 |
2.618 |
3.523 |
1.618 |
3.422 |
1.000 |
3.360 |
0.618 |
3.321 |
HIGH |
3.259 |
0.618 |
3.220 |
0.500 |
3.209 |
0.382 |
3.197 |
LOW |
3.158 |
0.618 |
3.096 |
1.000 |
3.057 |
1.618 |
2.995 |
2.618 |
2.894 |
4.250 |
2.729 |
|
|
Fisher Pivots for day following 06-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
3.217 |
3.263 |
PP |
3.213 |
3.249 |
S1 |
3.209 |
3.235 |
|