NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.700 |
2.704 |
0.004 |
0.1% |
2.915 |
| High |
2.734 |
2.762 |
0.028 |
1.0% |
2.944 |
| Low |
2.667 |
2.666 |
-0.001 |
0.0% |
2.696 |
| Close |
2.700 |
2.707 |
0.007 |
0.3% |
2.788 |
| Range |
0.067 |
0.096 |
0.029 |
43.3% |
0.248 |
| ATR |
0.101 |
0.101 |
0.000 |
-0.4% |
0.000 |
| Volume |
112,797 |
85,729 |
-27,068 |
-24.0% |
251,400 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.000 |
2.949 |
2.760 |
|
| R3 |
2.904 |
2.853 |
2.733 |
|
| R2 |
2.808 |
2.808 |
2.725 |
|
| R1 |
2.757 |
2.757 |
2.716 |
2.783 |
| PP |
2.712 |
2.712 |
2.712 |
2.724 |
| S1 |
2.661 |
2.661 |
2.698 |
2.687 |
| S2 |
2.616 |
2.616 |
2.689 |
|
| S3 |
2.520 |
2.565 |
2.681 |
|
| S4 |
2.424 |
2.469 |
2.654 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.553 |
3.419 |
2.924 |
|
| R3 |
3.305 |
3.171 |
2.856 |
|
| R2 |
3.057 |
3.057 |
2.833 |
|
| R1 |
2.923 |
2.923 |
2.811 |
2.866 |
| PP |
2.809 |
2.809 |
2.809 |
2.781 |
| S1 |
2.675 |
2.675 |
2.765 |
2.618 |
| S2 |
2.561 |
2.561 |
2.743 |
|
| S3 |
2.313 |
2.427 |
2.720 |
|
| S4 |
2.065 |
2.179 |
2.652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.855 |
2.666 |
0.189 |
7.0% |
0.106 |
3.9% |
22% |
False |
True |
80,342 |
| 10 |
2.990 |
2.666 |
0.324 |
12.0% |
0.114 |
4.2% |
13% |
False |
True |
70,550 |
| 20 |
2.990 |
2.632 |
0.358 |
13.2% |
0.101 |
3.7% |
21% |
False |
False |
53,323 |
| 40 |
2.990 |
2.195 |
0.795 |
29.4% |
0.087 |
3.2% |
64% |
False |
False |
47,524 |
| 60 |
2.990 |
2.195 |
0.795 |
29.4% |
0.082 |
3.0% |
64% |
False |
False |
39,806 |
| 80 |
2.990 |
2.150 |
0.840 |
31.0% |
0.078 |
2.9% |
66% |
False |
False |
33,751 |
| 100 |
2.990 |
2.009 |
0.981 |
36.2% |
0.075 |
2.8% |
71% |
False |
False |
29,537 |
| 120 |
2.990 |
2.009 |
0.981 |
36.2% |
0.072 |
2.7% |
71% |
False |
False |
25,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.170 |
|
2.618 |
3.013 |
|
1.618 |
2.917 |
|
1.000 |
2.858 |
|
0.618 |
2.821 |
|
HIGH |
2.762 |
|
0.618 |
2.725 |
|
0.500 |
2.714 |
|
0.382 |
2.703 |
|
LOW |
2.666 |
|
0.618 |
2.607 |
|
1.000 |
2.570 |
|
1.618 |
2.511 |
|
2.618 |
2.415 |
|
4.250 |
2.258 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.714 |
2.761 |
| PP |
2.712 |
2.743 |
| S1 |
2.709 |
2.725 |
|