NYMEX Natural Gas Future December 2016
Trading Metrics calculated at close of trading on 11-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
3.210 |
3.272 |
0.062 |
1.9% |
3.296 |
High |
3.264 |
3.301 |
0.037 |
1.1% |
3.343 |
Low |
3.207 |
3.187 |
-0.020 |
-0.6% |
3.158 |
Close |
3.251 |
3.198 |
-0.053 |
-1.6% |
3.251 |
Range |
0.057 |
0.114 |
0.057 |
100.0% |
0.185 |
ATR |
0.077 |
0.080 |
0.003 |
3.4% |
0.000 |
Volume |
11,116 |
13,016 |
1,900 |
17.1% |
55,799 |
|
Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.571 |
3.498 |
3.261 |
|
R3 |
3.457 |
3.384 |
3.229 |
|
R2 |
3.343 |
3.343 |
3.219 |
|
R1 |
3.270 |
3.270 |
3.208 |
3.250 |
PP |
3.229 |
3.229 |
3.229 |
3.218 |
S1 |
3.156 |
3.156 |
3.188 |
3.136 |
S2 |
3.115 |
3.115 |
3.177 |
|
S3 |
3.001 |
3.042 |
3.167 |
|
S4 |
2.887 |
2.928 |
3.135 |
|
|
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 |
3.343 |
3.158 |
0.185 |
5.8% |
0.102 |
3.2% |
22% |
False |
False |
13,763 |
10 |
3.368 |
3.152 |
0.216 |
6.8% |
0.091 |
2.8% |
21% |
False |
False |
14,605 |
20 |
3.368 |
3.081 |
0.287 |
9.0% |
0.077 |
2.4% |
41% |
False |
False |
13,141 |
40 |
3.368 |
2.760 |
0.608 |
19.0% |
0.067 |
2.1% |
72% |
False |
False |
10,961 |
60 |
3.368 |
2.747 |
0.621 |
19.4% |
0.062 |
1.9% |
73% |
False |
False |
9,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.786 |
2.618 |
3.599 |
1.618 |
3.485 |
1.000 |
3.415 |
0.618 |
3.371 |
HIGH |
3.301 |
0.618 |
3.257 |
0.500 |
3.244 |
0.382 |
3.231 |
LOW |
3.187 |
0.618 |
3.117 |
1.000 |
3.073 |
1.618 |
3.003 |
2.618 |
2.889 |
4.250 |
2.703 |
|
|
Fisher Pivots for day following 11-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
3.244 |
3.237 |
PP |
3.229 |
3.224 |
S1 |
3.213 |
3.211 |
|