NYMEX Natural Gas Future December 2016
Trading Metrics calculated at close of trading on 29-Jul-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
Open |
3.164 |
3.274 |
0.110 |
3.5% |
3.220 |
High |
3.301 |
3.330 |
0.029 |
0.9% |
3.330 |
Low |
3.156 |
3.259 |
0.103 |
3.3% |
3.146 |
Close |
3.287 |
3.320 |
0.033 |
1.0% |
3.320 |
Range |
0.145 |
0.071 |
-0.074 |
-51.0% |
0.184 |
ATR |
0.076 |
0.075 |
0.000 |
-0.4% |
0.000 |
Volume |
30,500 |
14,634 |
-15,866 |
-52.0% |
85,638 |
|
Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.516 |
3.489 |
3.359 |
|
R3 |
3.445 |
3.418 |
3.340 |
|
R2 |
3.374 |
3.374 |
3.333 |
|
R1 |
3.347 |
3.347 |
3.327 |
3.361 |
PP |
3.303 |
3.303 |
3.303 |
3.310 |
S1 |
3.276 |
3.276 |
3.313 |
3.290 |
S2 |
3.232 |
3.232 |
3.307 |
|
S3 |
3.161 |
3.205 |
3.300 |
|
S4 |
3.090 |
3.134 |
3.281 |
|
|
Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.817 |
3.753 |
3.421 |
|
R3 |
3.633 |
3.569 |
3.371 |
|
R2 |
3.449 |
3.449 |
3.354 |
|
R1 |
3.385 |
3.385 |
3.337 |
3.417 |
PP |
3.265 |
3.265 |
3.265 |
3.282 |
S1 |
3.201 |
3.201 |
3.303 |
3.233 |
S2 |
3.081 |
3.081 |
3.286 |
|
S3 |
2.897 |
3.017 |
3.269 |
|
S4 |
2.713 |
2.833 |
3.219 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.330 |
3.146 |
0.184 |
5.5% |
0.076 |
2.3% |
95% |
True |
False |
17,127 |
10 |
3.330 |
3.095 |
0.235 |
7.1% |
0.073 |
2.2% |
96% |
True |
False |
13,939 |
20 |
3.368 |
3.095 |
0.273 |
8.2% |
0.079 |
2.4% |
82% |
False |
False |
13,443 |
40 |
3.368 |
3.014 |
0.354 |
10.7% |
0.072 |
2.2% |
86% |
False |
False |
13,025 |
60 |
3.368 |
2.760 |
0.608 |
18.3% |
0.065 |
2.0% |
92% |
False |
False |
11,022 |
80 |
3.368 |
2.700 |
0.668 |
20.1% |
0.062 |
1.9% |
93% |
False |
False |
9,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.632 |
2.618 |
3.516 |
1.618 |
3.445 |
1.000 |
3.401 |
0.618 |
3.374 |
HIGH |
3.330 |
0.618 |
3.303 |
0.500 |
3.295 |
0.382 |
3.286 |
LOW |
3.259 |
0.618 |
3.215 |
1.000 |
3.188 |
1.618 |
3.144 |
2.618 |
3.073 |
4.250 |
2.957 |
|
|
Fisher Pivots for day following 29-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
3.312 |
3.293 |
PP |
3.303 |
3.266 |
S1 |
3.295 |
3.239 |
|