NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
3.166 |
3.160 |
-0.006 |
-0.2% |
3.239 |
| High |
3.200 |
3.199 |
-0.001 |
0.0% |
3.252 |
| Low |
3.146 |
3.148 |
0.002 |
0.1% |
3.095 |
| Close |
3.175 |
3.164 |
-0.011 |
-0.3% |
3.205 |
| Range |
0.054 |
0.051 |
-0.003 |
-5.6% |
0.157 |
| ATR |
0.072 |
0.070 |
-0.001 |
-2.1% |
0.000 |
| Volume |
10,752 |
15,618 |
4,866 |
45.3% |
53,757 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.323 |
3.295 |
3.192 |
|
| R3 |
3.272 |
3.244 |
3.178 |
|
| R2 |
3.221 |
3.221 |
3.173 |
|
| R1 |
3.193 |
3.193 |
3.169 |
3.207 |
| PP |
3.170 |
3.170 |
3.170 |
3.178 |
| S1 |
3.142 |
3.142 |
3.159 |
3.156 |
| S2 |
3.119 |
3.119 |
3.155 |
|
| S3 |
3.068 |
3.091 |
3.150 |
|
| S4 |
3.017 |
3.040 |
3.136 |
|
|
| 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% |
0.062 |
2.0% |
53% |
False |
False |
13,508 |
| 10 |
3.252 |
3.095 |
0.157 |
5.0% |
0.064 |
2.0% |
44% |
False |
False |
11,583 |
| 20 |
3.368 |
3.095 |
0.273 |
8.6% |
0.076 |
2.4% |
25% |
False |
False |
12,982 |
| 40 |
3.368 |
2.973 |
0.395 |
12.5% |
0.069 |
2.2% |
48% |
False |
False |
12,468 |
| 60 |
3.368 |
2.760 |
0.608 |
19.2% |
0.063 |
2.0% |
66% |
False |
False |
10,421 |
| 80 |
3.368 |
2.700 |
0.668 |
21.1% |
0.060 |
1.9% |
69% |
False |
False |
9,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.416 |
|
2.618 |
3.333 |
|
1.618 |
3.282 |
|
1.000 |
3.250 |
|
0.618 |
3.231 |
|
HIGH |
3.199 |
|
0.618 |
3.180 |
|
0.500 |
3.174 |
|
0.382 |
3.167 |
|
LOW |
3.148 |
|
0.618 |
3.116 |
|
1.000 |
3.097 |
|
1.618 |
3.065 |
|
2.618 |
3.014 |
|
4.250 |
2.931 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.174 |
3.186 |
| PP |
3.170 |
3.178 |
| S1 |
3.167 |
3.171 |
|