NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.687 |
2.618 |
-0.069 |
-2.6% |
2.803 |
| High |
2.698 |
2.672 |
-0.026 |
-1.0% |
2.855 |
| Low |
2.609 |
2.591 |
-0.018 |
-0.7% |
2.650 |
| Close |
2.621 |
2.659 |
0.038 |
1.4% |
2.728 |
| Range |
0.089 |
0.081 |
-0.008 |
-9.0% |
0.205 |
| ATR |
0.095 |
0.094 |
-0.001 |
-1.1% |
0.000 |
| Volume |
85,461 |
91,654 |
6,193 |
7.2% |
434,820 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.884 |
2.852 |
2.704 |
|
| R3 |
2.803 |
2.771 |
2.681 |
|
| R2 |
2.722 |
2.722 |
2.674 |
|
| R1 |
2.690 |
2.690 |
2.666 |
2.706 |
| PP |
2.641 |
2.641 |
2.641 |
2.649 |
| S1 |
2.609 |
2.609 |
2.652 |
2.625 |
| S2 |
2.560 |
2.560 |
2.644 |
|
| S3 |
2.479 |
2.528 |
2.637 |
|
| S4 |
2.398 |
2.447 |
2.614 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.359 |
3.249 |
2.841 |
|
| R3 |
3.154 |
3.044 |
2.784 |
|
| R2 |
2.949 |
2.949 |
2.766 |
|
| R1 |
2.839 |
2.839 |
2.747 |
2.792 |
| PP |
2.744 |
2.744 |
2.744 |
2.721 |
| S1 |
2.634 |
2.634 |
2.709 |
2.587 |
| S2 |
2.539 |
2.539 |
2.690 |
|
| S3 |
2.334 |
2.429 |
2.672 |
|
| S4 |
2.129 |
2.224 |
2.615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.767 |
2.591 |
0.176 |
6.6% |
0.086 |
3.2% |
39% |
False |
True |
73,508 |
| 10 |
2.855 |
2.591 |
0.264 |
9.9% |
0.090 |
3.4% |
26% |
False |
True |
79,156 |
| 20 |
2.990 |
2.591 |
0.399 |
15.0% |
0.102 |
3.8% |
17% |
False |
True |
66,024 |
| 40 |
2.990 |
2.271 |
0.719 |
27.0% |
0.089 |
3.3% |
54% |
False |
False |
55,088 |
| 60 |
2.990 |
2.195 |
0.795 |
29.9% |
0.080 |
3.0% |
58% |
False |
False |
45,072 |
| 80 |
2.990 |
2.183 |
0.807 |
30.3% |
0.078 |
2.9% |
59% |
False |
False |
38,426 |
| 100 |
2.990 |
2.009 |
0.981 |
36.9% |
0.076 |
2.9% |
66% |
False |
False |
33,339 |
| 120 |
2.990 |
2.009 |
0.981 |
36.9% |
0.073 |
2.8% |
66% |
False |
False |
29,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.016 |
|
2.618 |
2.884 |
|
1.618 |
2.803 |
|
1.000 |
2.753 |
|
0.618 |
2.722 |
|
HIGH |
2.672 |
|
0.618 |
2.641 |
|
0.500 |
2.632 |
|
0.382 |
2.622 |
|
LOW |
2.591 |
|
0.618 |
2.541 |
|
1.000 |
2.510 |
|
1.618 |
2.460 |
|
2.618 |
2.379 |
|
4.250 |
2.247 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.650 |
2.671 |
| PP |
2.641 |
2.667 |
| S1 |
2.632 |
2.663 |
|