NYMEX Natural Gas Future December 2016
Trading Metrics calculated at close of trading on 08-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
3.235 |
3.210 |
-0.025 |
-0.8% |
3.296 |
High |
3.260 |
3.264 |
0.004 |
0.1% |
3.343 |
Low |
3.173 |
3.207 |
0.034 |
1.1% |
3.158 |
Close |
3.214 |
3.251 |
0.037 |
1.2% |
3.251 |
Range |
0.087 |
0.057 |
-0.030 |
-34.5% |
0.185 |
ATR |
0.079 |
0.077 |
-0.002 |
-2.0% |
0.000 |
Volume |
14,898 |
11,116 |
-3,782 |
-25.4% |
55,799 |
|
Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.412 |
3.388 |
3.282 |
|
R3 |
3.355 |
3.331 |
3.267 |
|
R2 |
3.298 |
3.298 |
3.261 |
|
R1 |
3.274 |
3.274 |
3.256 |
3.286 |
PP |
3.241 |
3.241 |
3.241 |
3.247 |
S1 |
3.217 |
3.217 |
3.246 |
3.229 |
S2 |
3.184 |
3.184 |
3.241 |
|
S3 |
3.127 |
3.160 |
3.235 |
|
S4 |
3.070 |
3.103 |
3.220 |
|
|
Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.806 |
3.713 |
3.353 |
|
R3 |
3.621 |
3.528 |
3.302 |
|
R2 |
3.436 |
3.436 |
3.285 |
|
R1 |
3.343 |
3.343 |
3.268 |
3.297 |
PP |
3.251 |
3.251 |
3.251 |
3.228 |
S1 |
3.158 |
3.158 |
3.234 |
3.112 |
S2 |
3.066 |
3.066 |
3.217 |
|
S3 |
2.881 |
2.973 |
3.200 |
|
S4 |
2.696 |
2.788 |
3.149 |
|
|
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% |
0.095 |
2.9% |
44% |
False |
False |
13,638 |
10 |
3.368 |
3.129 |
0.239 |
7.4% |
0.087 |
2.7% |
51% |
False |
False |
14,263 |
20 |
3.368 |
3.081 |
0.287 |
8.8% |
0.074 |
2.3% |
59% |
False |
False |
12,990 |
40 |
3.368 |
2.760 |
0.608 |
18.7% |
0.065 |
2.0% |
81% |
False |
False |
10,794 |
60 |
3.368 |
2.747 |
0.621 |
19.1% |
0.060 |
1.9% |
81% |
False |
False |
9,445 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.506 |
2.618 |
3.413 |
1.618 |
3.356 |
1.000 |
3.321 |
0.618 |
3.299 |
HIGH |
3.264 |
0.618 |
3.242 |
0.500 |
3.236 |
0.382 |
3.229 |
LOW |
3.207 |
0.618 |
3.172 |
1.000 |
3.150 |
1.618 |
3.115 |
2.618 |
3.058 |
4.250 |
2.965 |
|
|
Fisher Pivots for day following 08-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
3.246 |
3.238 |
PP |
3.241 |
3.224 |
S1 |
3.236 |
3.211 |
|