NYMEX Natural Gas Future December 2016
Trading Metrics calculated at close of trading on 12-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
3.272 |
3.214 |
-0.058 |
-1.8% |
3.296 |
High |
3.301 |
3.235 |
-0.066 |
-2.0% |
3.343 |
Low |
3.187 |
3.180 |
-0.007 |
-0.2% |
3.158 |
Close |
3.198 |
3.201 |
0.003 |
0.1% |
3.251 |
Range |
0.114 |
0.055 |
-0.059 |
-51.8% |
0.185 |
ATR |
0.080 |
0.078 |
-0.002 |
-2.2% |
0.000 |
Volume |
13,016 |
13,937 |
921 |
7.1% |
55,799 |
|
Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.370 |
3.341 |
3.231 |
|
R3 |
3.315 |
3.286 |
3.216 |
|
R2 |
3.260 |
3.260 |
3.211 |
|
R1 |
3.231 |
3.231 |
3.206 |
3.218 |
PP |
3.205 |
3.205 |
3.205 |
3.199 |
S1 |
3.176 |
3.176 |
3.196 |
3.163 |
S2 |
3.150 |
3.150 |
3.191 |
|
S3 |
3.095 |
3.121 |
3.186 |
|
S4 |
3.040 |
3.066 |
3.171 |
|
|
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 |
3.301 |
3.158 |
0.143 |
4.5% |
0.083 |
2.6% |
30% |
False |
False |
13,301 |
10 |
3.368 |
3.158 |
0.210 |
6.6% |
0.091 |
2.8% |
20% |
False |
False |
15,060 |
20 |
3.368 |
3.081 |
0.287 |
9.0% |
0.077 |
2.4% |
42% |
False |
False |
13,282 |
40 |
3.368 |
2.760 |
0.608 |
19.0% |
0.067 |
2.1% |
73% |
False |
False |
11,217 |
60 |
3.368 |
2.747 |
0.621 |
19.4% |
0.062 |
1.9% |
73% |
False |
False |
9,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.469 |
2.618 |
3.379 |
1.618 |
3.324 |
1.000 |
3.290 |
0.618 |
3.269 |
HIGH |
3.235 |
0.618 |
3.214 |
0.500 |
3.208 |
0.382 |
3.201 |
LOW |
3.180 |
0.618 |
3.146 |
1.000 |
3.125 |
1.618 |
3.091 |
2.618 |
3.036 |
4.250 |
2.946 |
|
|
Fisher Pivots for day following 12-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
3.208 |
3.241 |
PP |
3.205 |
3.227 |
S1 |
3.203 |
3.214 |
|