NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
3.220 |
3.166 |
-0.054 |
-1.7% |
3.239 |
| High |
3.225 |
3.200 |
-0.025 |
-0.8% |
3.252 |
| Low |
3.167 |
3.146 |
-0.021 |
-0.7% |
3.095 |
| Close |
3.194 |
3.175 |
-0.019 |
-0.6% |
3.205 |
| Range |
0.058 |
0.054 |
-0.004 |
-6.9% |
0.157 |
| ATR |
0.073 |
0.072 |
-0.001 |
-1.9% |
0.000 |
| Volume |
14,134 |
10,752 |
-3,382 |
-23.9% |
53,757 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.336 |
3.309 |
3.205 |
|
| R3 |
3.282 |
3.255 |
3.190 |
|
| R2 |
3.228 |
3.228 |
3.185 |
|
| R1 |
3.201 |
3.201 |
3.180 |
3.215 |
| PP |
3.174 |
3.174 |
3.174 |
3.180 |
| S1 |
3.147 |
3.147 |
3.170 |
3.161 |
| S2 |
3.120 |
3.120 |
3.165 |
|
| S3 |
3.066 |
3.093 |
3.160 |
|
| S4 |
3.012 |
3.039 |
3.145 |
|
|
| 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 |
3.225 |
3.095 |
0.130 |
4.1% |
0.065 |
2.1% |
62% |
False |
False |
12,530 |
| 10 |
3.252 |
3.095 |
0.157 |
4.9% |
0.067 |
2.1% |
51% |
False |
False |
11,297 |
| 20 |
3.368 |
3.095 |
0.273 |
8.6% |
0.079 |
2.5% |
29% |
False |
False |
13,178 |
| 40 |
3.368 |
2.950 |
0.418 |
13.2% |
0.070 |
2.2% |
54% |
False |
False |
12,401 |
| 60 |
3.368 |
2.760 |
0.608 |
19.1% |
0.063 |
2.0% |
68% |
False |
False |
10,278 |
| 80 |
3.368 |
2.700 |
0.668 |
21.0% |
0.060 |
1.9% |
71% |
False |
False |
9,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.430 |
|
2.618 |
3.341 |
|
1.618 |
3.287 |
|
1.000 |
3.254 |
|
0.618 |
3.233 |
|
HIGH |
3.200 |
|
0.618 |
3.179 |
|
0.500 |
3.173 |
|
0.382 |
3.167 |
|
LOW |
3.146 |
|
0.618 |
3.113 |
|
1.000 |
3.092 |
|
1.618 |
3.059 |
|
2.618 |
3.005 |
|
4.250 |
2.917 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.174 |
3.178 |
| PP |
3.174 |
3.177 |
| S1 |
3.173 |
3.176 |
|