NYMEX Natural Gas Future December 2016
Trading Metrics calculated at close of trading on 21-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
3.175 |
3.114 |
-0.061 |
-1.9% |
3.272 |
High |
3.181 |
3.153 |
-0.028 |
-0.9% |
3.301 |
Low |
3.115 |
3.095 |
-0.020 |
-0.6% |
3.153 |
Close |
3.125 |
3.143 |
0.018 |
0.6% |
3.215 |
Range |
0.066 |
0.058 |
-0.008 |
-12.1% |
0.148 |
ATR |
0.074 |
0.073 |
-0.001 |
-1.6% |
0.000 |
Volume |
10,727 |
14,131 |
3,404 |
31.7% |
61,284 |
|
Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.304 |
3.282 |
3.175 |
|
R3 |
3.246 |
3.224 |
3.159 |
|
R2 |
3.188 |
3.188 |
3.154 |
|
R1 |
3.166 |
3.166 |
3.148 |
3.177 |
PP |
3.130 |
3.130 |
3.130 |
3.136 |
S1 |
3.108 |
3.108 |
3.138 |
3.119 |
S2 |
3.072 |
3.072 |
3.132 |
|
S3 |
3.014 |
3.050 |
3.127 |
|
S4 |
2.956 |
2.992 |
3.111 |
|
|
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 |
3.095 |
0.157 |
5.0% |
0.068 |
2.2% |
31% |
False |
True |
9,919 |
10 |
3.301 |
3.095 |
0.206 |
6.6% |
0.069 |
2.2% |
23% |
False |
True |
11,324 |
20 |
3.368 |
3.095 |
0.273 |
8.7% |
0.079 |
2.5% |
18% |
False |
True |
12,966 |
40 |
3.368 |
2.878 |
0.490 |
15.6% |
0.069 |
2.2% |
54% |
False |
False |
12,027 |
60 |
3.368 |
2.760 |
0.608 |
19.3% |
0.062 |
2.0% |
63% |
False |
False |
10,087 |
80 |
3.368 |
2.700 |
0.668 |
21.3% |
0.060 |
1.9% |
66% |
False |
False |
9,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.400 |
2.618 |
3.305 |
1.618 |
3.247 |
1.000 |
3.211 |
0.618 |
3.189 |
HIGH |
3.153 |
0.618 |
3.131 |
0.500 |
3.124 |
0.382 |
3.117 |
LOW |
3.095 |
0.618 |
3.059 |
1.000 |
3.037 |
1.618 |
3.001 |
2.618 |
2.943 |
4.250 |
2.849 |
|
|
Fisher Pivots for day following 21-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
3.137 |
3.166 |
PP |
3.130 |
3.158 |
S1 |
3.124 |
3.151 |
|