NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.751 |
2.730 |
-0.021 |
-0.8% |
2.819 |
| High |
2.769 |
2.778 |
0.009 |
0.3% |
2.871 |
| Low |
2.709 |
2.669 |
-0.040 |
-1.5% |
2.669 |
| Close |
2.727 |
2.756 |
0.029 |
1.1% |
2.756 |
| Range |
0.060 |
0.109 |
0.049 |
81.7% |
0.202 |
| ATR |
0.101 |
0.102 |
0.001 |
0.6% |
0.000 |
| Volume |
126,994 |
122,444 |
-4,550 |
-3.6% |
674,995 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.061 |
3.018 |
2.816 |
|
| R3 |
2.952 |
2.909 |
2.786 |
|
| R2 |
2.843 |
2.843 |
2.776 |
|
| R1 |
2.800 |
2.800 |
2.766 |
2.822 |
| PP |
2.734 |
2.734 |
2.734 |
2.745 |
| S1 |
2.691 |
2.691 |
2.746 |
2.713 |
| S2 |
2.625 |
2.625 |
2.736 |
|
| S3 |
2.516 |
2.582 |
2.726 |
|
| S4 |
2.407 |
2.473 |
2.696 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.371 |
3.266 |
2.867 |
|
| R3 |
3.169 |
3.064 |
2.812 |
|
| R2 |
2.967 |
2.967 |
2.793 |
|
| R1 |
2.862 |
2.862 |
2.775 |
2.814 |
| PP |
2.765 |
2.765 |
2.765 |
2.741 |
| S1 |
2.660 |
2.660 |
2.737 |
2.612 |
| S2 |
2.563 |
2.563 |
2.719 |
|
| S3 |
2.361 |
2.458 |
2.700 |
|
| S4 |
2.159 |
2.256 |
2.645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.871 |
2.669 |
0.202 |
7.3% |
0.101 |
3.7% |
43% |
False |
True |
134,999 |
| 10 |
2.998 |
2.669 |
0.329 |
11.9% |
0.110 |
4.0% |
26% |
False |
True |
133,902 |
| 20 |
2.998 |
2.607 |
0.391 |
14.2% |
0.106 |
3.9% |
38% |
False |
False |
122,257 |
| 40 |
2.998 |
2.157 |
0.841 |
30.5% |
0.093 |
3.4% |
71% |
False |
False |
90,935 |
| 60 |
2.998 |
2.157 |
0.841 |
30.5% |
0.085 |
3.1% |
71% |
False |
False |
69,529 |
| 80 |
2.998 |
2.122 |
0.876 |
31.8% |
0.082 |
3.0% |
72% |
False |
False |
56,617 |
| 100 |
2.998 |
1.990 |
1.008 |
36.6% |
0.079 |
2.9% |
76% |
False |
False |
47,775 |
| 120 |
2.998 |
1.990 |
1.008 |
36.6% |
0.075 |
2.7% |
76% |
False |
False |
41,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.241 |
|
2.618 |
3.063 |
|
1.618 |
2.954 |
|
1.000 |
2.887 |
|
0.618 |
2.845 |
|
HIGH |
2.778 |
|
0.618 |
2.736 |
|
0.500 |
2.724 |
|
0.382 |
2.711 |
|
LOW |
2.669 |
|
0.618 |
2.602 |
|
1.000 |
2.560 |
|
1.618 |
2.493 |
|
2.618 |
2.384 |
|
4.250 |
2.206 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.745 |
2.749 |
| PP |
2.734 |
2.741 |
| S1 |
2.724 |
2.734 |
|