NYMEX Natural Gas Future October 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 |
2.749 |
2.696 |
-0.053 |
-1.9% |
2.792 |
High |
2.778 |
2.763 |
-0.015 |
-0.5% |
2.809 |
Low |
2.696 |
2.692 |
-0.004 |
-0.1% |
2.632 |
Close |
2.722 |
2.709 |
-0.013 |
-0.5% |
2.782 |
Range |
0.082 |
0.071 |
-0.011 |
-13.4% |
0.177 |
ATR |
0.091 |
0.090 |
-0.001 |
-1.6% |
0.000 |
Volume |
38,852 |
45,705 |
6,853 |
17.6% |
176,216 |
|
Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.934 |
2.893 |
2.748 |
|
R3 |
2.863 |
2.822 |
2.729 |
|
R2 |
2.792 |
2.792 |
2.722 |
|
R1 |
2.751 |
2.751 |
2.716 |
2.772 |
PP |
2.721 |
2.721 |
2.721 |
2.732 |
S1 |
2.680 |
2.680 |
2.702 |
2.701 |
S2 |
2.650 |
2.650 |
2.696 |
|
S3 |
2.579 |
2.609 |
2.689 |
|
S4 |
2.508 |
2.538 |
2.670 |
|
|
Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.272 |
3.204 |
2.879 |
|
R3 |
3.095 |
3.027 |
2.831 |
|
R2 |
2.918 |
2.918 |
2.814 |
|
R1 |
2.850 |
2.850 |
2.798 |
2.796 |
PP |
2.741 |
2.741 |
2.741 |
2.714 |
S1 |
2.673 |
2.673 |
2.766 |
2.619 |
S2 |
2.564 |
2.564 |
2.750 |
|
S3 |
2.387 |
2.496 |
2.733 |
|
S4 |
2.210 |
2.319 |
2.685 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.817 |
2.632 |
0.185 |
6.8% |
0.087 |
3.2% |
42% |
False |
False |
42,181 |
10 |
2.817 |
2.632 |
0.185 |
6.8% |
0.083 |
3.1% |
42% |
False |
False |
38,360 |
20 |
3.022 |
2.632 |
0.390 |
14.4% |
0.097 |
3.6% |
20% |
False |
False |
41,962 |
40 |
3.022 |
2.524 |
0.498 |
18.4% |
0.087 |
3.2% |
37% |
False |
False |
40,176 |
60 |
3.022 |
2.277 |
0.745 |
27.5% |
0.079 |
2.9% |
58% |
False |
False |
35,515 |
80 |
3.022 |
2.236 |
0.786 |
29.0% |
0.077 |
2.8% |
60% |
False |
False |
32,934 |
100 |
3.022 |
2.052 |
0.970 |
35.8% |
0.075 |
2.8% |
68% |
False |
False |
30,364 |
120 |
3.022 |
2.049 |
0.973 |
35.9% |
0.073 |
2.7% |
68% |
False |
False |
28,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.065 |
2.618 |
2.949 |
1.618 |
2.878 |
1.000 |
2.834 |
0.618 |
2.807 |
HIGH |
2.763 |
0.618 |
2.736 |
0.500 |
2.728 |
0.382 |
2.719 |
LOW |
2.692 |
0.618 |
2.648 |
1.000 |
2.621 |
1.618 |
2.577 |
2.618 |
2.506 |
4.250 |
2.390 |
|
|
Fisher Pivots for day following 27-Jul-2016 |
Pivot |
1 day |
3 day |
R1 |
2.728 |
2.755 |
PP |
2.721 |
2.739 |
S1 |
2.715 |
2.724 |
|