NYMEX Natural Gas Future August 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 |
2.779 |
2.733 |
-0.046 |
-1.7% |
2.775 |
| High |
2.818 |
2.772 |
-0.046 |
-1.6% |
2.799 |
| Low |
2.728 |
2.682 |
-0.046 |
-1.7% |
2.625 |
| Close |
2.747 |
2.712 |
-0.035 |
-1.3% |
2.777 |
| Range |
0.090 |
0.090 |
0.000 |
0.0% |
0.174 |
| ATR |
0.099 |
0.098 |
-0.001 |
-0.6% |
0.000 |
| Volume |
46,357 |
54,031 |
7,674 |
16.6% |
537,096 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.992 |
2.942 |
2.762 |
|
| R3 |
2.902 |
2.852 |
2.737 |
|
| R2 |
2.812 |
2.812 |
2.729 |
|
| R1 |
2.762 |
2.762 |
2.720 |
2.742 |
| PP |
2.722 |
2.722 |
2.722 |
2.712 |
| S1 |
2.672 |
2.672 |
2.704 |
2.652 |
| S2 |
2.632 |
2.632 |
2.696 |
|
| S3 |
2.542 |
2.582 |
2.687 |
|
| S4 |
2.452 |
2.492 |
2.663 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.256 |
3.190 |
2.873 |
|
| R3 |
3.082 |
3.016 |
2.825 |
|
| R2 |
2.908 |
2.908 |
2.809 |
|
| R1 |
2.842 |
2.842 |
2.793 |
2.875 |
| PP |
2.734 |
2.734 |
2.734 |
2.750 |
| S1 |
2.668 |
2.668 |
2.761 |
2.701 |
| S2 |
2.560 |
2.560 |
2.745 |
|
| S3 |
2.386 |
2.494 |
2.729 |
|
| S4 |
2.212 |
2.320 |
2.681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.818 |
2.625 |
0.193 |
7.1% |
0.096 |
3.6% |
45% |
False |
False |
88,473 |
| 10 |
2.818 |
2.625 |
0.193 |
7.1% |
0.091 |
3.4% |
45% |
False |
False |
101,842 |
| 20 |
2.998 |
2.625 |
0.373 |
13.8% |
0.106 |
3.9% |
23% |
False |
False |
123,056 |
| 40 |
2.998 |
2.264 |
0.734 |
27.1% |
0.096 |
3.5% |
61% |
False |
False |
99,679 |
| 60 |
2.998 |
2.157 |
0.841 |
31.0% |
0.086 |
3.2% |
66% |
False |
False |
76,515 |
| 80 |
2.998 |
2.151 |
0.847 |
31.2% |
0.084 |
3.1% |
66% |
False |
False |
63,312 |
| 100 |
2.998 |
1.994 |
1.004 |
37.0% |
0.081 |
3.0% |
72% |
False |
False |
53,290 |
| 120 |
2.998 |
1.990 |
1.008 |
37.2% |
0.077 |
2.8% |
72% |
False |
False |
46,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.155 |
|
2.618 |
3.008 |
|
1.618 |
2.918 |
|
1.000 |
2.862 |
|
0.618 |
2.828 |
|
HIGH |
2.772 |
|
0.618 |
2.738 |
|
0.500 |
2.727 |
|
0.382 |
2.716 |
|
LOW |
2.682 |
|
0.618 |
2.626 |
|
1.000 |
2.592 |
|
1.618 |
2.536 |
|
2.618 |
2.446 |
|
4.250 |
2.300 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.727 |
2.739 |
| PP |
2.722 |
2.730 |
| S1 |
2.717 |
2.721 |
|