NYMEX Natural Gas Future December 2016
Trading Metrics calculated at close of trading on 15-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
3.208 |
3.198 |
-0.010 |
-0.3% |
3.272 |
High |
3.226 |
3.234 |
0.008 |
0.2% |
3.301 |
Low |
3.176 |
3.153 |
-0.023 |
-0.7% |
3.153 |
Close |
3.201 |
3.215 |
0.014 |
0.4% |
3.215 |
Range |
0.050 |
0.081 |
0.031 |
62.0% |
0.148 |
ATR |
0.076 |
0.076 |
0.000 |
0.5% |
0.000 |
Volume |
12,830 |
8,748 |
-4,082 |
-31.8% |
61,284 |
|
Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.444 |
3.410 |
3.260 |
|
R3 |
3.363 |
3.329 |
3.237 |
|
R2 |
3.282 |
3.282 |
3.230 |
|
R1 |
3.248 |
3.248 |
3.222 |
3.265 |
PP |
3.201 |
3.201 |
3.201 |
3.209 |
S1 |
3.167 |
3.167 |
3.208 |
3.184 |
S2 |
3.120 |
3.120 |
3.200 |
|
S3 |
3.039 |
3.086 |
3.193 |
|
S4 |
2.958 |
3.005 |
3.170 |
|
|
Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.667 |
3.589 |
3.296 |
|
R3 |
3.519 |
3.441 |
3.256 |
|
R2 |
3.371 |
3.371 |
3.242 |
|
R1 |
3.293 |
3.293 |
3.229 |
3.258 |
PP |
3.223 |
3.223 |
3.223 |
3.206 |
S1 |
3.145 |
3.145 |
3.201 |
3.110 |
S2 |
3.075 |
3.075 |
3.188 |
|
S3 |
2.927 |
2.997 |
3.174 |
|
S4 |
2.779 |
2.849 |
3.134 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.301 |
3.153 |
0.148 |
4.6% |
0.075 |
2.3% |
42% |
False |
True |
12,256 |
10 |
3.368 |
3.153 |
0.215 |
6.7% |
0.085 |
2.6% |
29% |
False |
True |
12,947 |
20 |
3.368 |
3.084 |
0.284 |
8.8% |
0.080 |
2.5% |
46% |
False |
False |
13,345 |
40 |
3.368 |
2.760 |
0.608 |
18.9% |
0.069 |
2.2% |
75% |
False |
False |
11,565 |
60 |
3.368 |
2.760 |
0.608 |
18.9% |
0.062 |
1.9% |
75% |
False |
False |
9,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.578 |
2.618 |
3.446 |
1.618 |
3.365 |
1.000 |
3.315 |
0.618 |
3.284 |
HIGH |
3.234 |
0.618 |
3.203 |
0.500 |
3.194 |
0.382 |
3.184 |
LOW |
3.153 |
0.618 |
3.103 |
1.000 |
3.072 |
1.618 |
3.022 |
2.618 |
2.941 |
4.250 |
2.809 |
|
|
Fisher Pivots for day following 15-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
3.208 |
3.209 |
PP |
3.201 |
3.202 |
S1 |
3.194 |
3.196 |
|