NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
3.114 |
3.131 |
0.017 |
0.5% |
3.239 |
| High |
3.153 |
3.220 |
0.067 |
2.1% |
3.252 |
| Low |
3.095 |
3.130 |
0.035 |
1.1% |
3.095 |
| Close |
3.143 |
3.205 |
0.062 |
2.0% |
3.205 |
| Range |
0.058 |
0.090 |
0.032 |
55.2% |
0.157 |
| ATR |
0.073 |
0.074 |
0.001 |
1.6% |
0.000 |
| Volume |
14,131 |
12,909 |
-1,222 |
-8.6% |
53,757 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.455 |
3.420 |
3.255 |
|
| R3 |
3.365 |
3.330 |
3.230 |
|
| R2 |
3.275 |
3.275 |
3.222 |
|
| R1 |
3.240 |
3.240 |
3.213 |
3.258 |
| PP |
3.185 |
3.185 |
3.185 |
3.194 |
| S1 |
3.150 |
3.150 |
3.197 |
3.168 |
| S2 |
3.095 |
3.095 |
3.189 |
|
| S3 |
3.005 |
3.060 |
3.180 |
|
| S4 |
2.915 |
2.970 |
3.156 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.655 |
3.587 |
3.291 |
|
| R3 |
3.498 |
3.430 |
3.248 |
|
| R2 |
3.341 |
3.341 |
3.234 |
|
| R1 |
3.273 |
3.273 |
3.219 |
3.229 |
| PP |
3.184 |
3.184 |
3.184 |
3.162 |
| S1 |
3.116 |
3.116 |
3.191 |
3.072 |
| S2 |
3.027 |
3.027 |
3.176 |
|
| S3 |
2.870 |
2.959 |
3.162 |
|
| S4 |
2.713 |
2.802 |
3.119 |
|
|
| 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 |
4.9% |
0.070 |
2.2% |
70% |
False |
False |
10,751 |
| 10 |
3.301 |
3.095 |
0.206 |
6.4% |
0.072 |
2.3% |
53% |
False |
False |
11,504 |
| 20 |
3.368 |
3.095 |
0.273 |
8.5% |
0.080 |
2.5% |
40% |
False |
False |
12,883 |
| 40 |
3.368 |
2.927 |
0.441 |
13.8% |
0.069 |
2.2% |
63% |
False |
False |
12,170 |
| 60 |
3.368 |
2.760 |
0.608 |
19.0% |
0.062 |
1.9% |
73% |
False |
False |
10,123 |
| 80 |
3.368 |
2.700 |
0.668 |
20.8% |
0.061 |
1.9% |
76% |
False |
False |
9,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.603 |
|
2.618 |
3.456 |
|
1.618 |
3.366 |
|
1.000 |
3.310 |
|
0.618 |
3.276 |
|
HIGH |
3.220 |
|
0.618 |
3.186 |
|
0.500 |
3.175 |
|
0.382 |
3.164 |
|
LOW |
3.130 |
|
0.618 |
3.074 |
|
1.000 |
3.040 |
|
1.618 |
2.984 |
|
2.618 |
2.894 |
|
4.250 |
2.748 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.195 |
3.189 |
| PP |
3.185 |
3.173 |
| S1 |
3.175 |
3.158 |
|