NYMEX Natural Gas Future December 2016
Trading Metrics calculated at close of trading on 18-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
3.198 |
3.239 |
0.041 |
1.3% |
3.272 |
High |
3.234 |
3.252 |
0.018 |
0.6% |
3.301 |
Low |
3.153 |
3.184 |
0.031 |
1.0% |
3.153 |
Close |
3.215 |
3.194 |
-0.021 |
-0.7% |
3.215 |
Range |
0.081 |
0.068 |
-0.013 |
-16.0% |
0.148 |
ATR |
0.076 |
0.076 |
-0.001 |
-0.8% |
0.000 |
Volume |
8,748 |
7,511 |
-1,237 |
-14.1% |
61,284 |
|
Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.414 |
3.372 |
3.231 |
|
R3 |
3.346 |
3.304 |
3.213 |
|
R2 |
3.278 |
3.278 |
3.206 |
|
R1 |
3.236 |
3.236 |
3.200 |
3.223 |
PP |
3.210 |
3.210 |
3.210 |
3.204 |
S1 |
3.168 |
3.168 |
3.188 |
3.155 |
S2 |
3.142 |
3.142 |
3.182 |
|
S3 |
3.074 |
3.100 |
3.175 |
|
S4 |
3.006 |
3.032 |
3.157 |
|
|
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 |
3.252 |
3.153 |
0.099 |
3.1% |
0.066 |
2.1% |
41% |
True |
False |
11,155 |
10 |
3.343 |
3.153 |
0.190 |
5.9% |
0.084 |
2.6% |
22% |
False |
False |
12,459 |
20 |
3.368 |
3.126 |
0.242 |
7.6% |
0.081 |
2.5% |
28% |
False |
False |
13,216 |
40 |
3.368 |
2.867 |
0.501 |
15.7% |
0.068 |
2.1% |
65% |
False |
False |
11,559 |
60 |
3.368 |
2.760 |
0.608 |
19.0% |
0.062 |
2.0% |
71% |
False |
False |
9,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.541 |
2.618 |
3.430 |
1.618 |
3.362 |
1.000 |
3.320 |
0.618 |
3.294 |
HIGH |
3.252 |
0.618 |
3.226 |
0.500 |
3.218 |
0.382 |
3.210 |
LOW |
3.184 |
0.618 |
3.142 |
1.000 |
3.116 |
1.618 |
3.074 |
2.618 |
3.006 |
4.250 |
2.895 |
|
|
Fisher Pivots for day following 18-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
3.218 |
3.203 |
PP |
3.210 |
3.200 |
S1 |
3.202 |
3.197 |
|