NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.618 |
2.658 |
0.040 |
1.5% |
2.760 |
| High |
2.672 |
2.765 |
0.093 |
3.5% |
2.767 |
| Low |
2.591 |
2.631 |
0.040 |
1.5% |
2.591 |
| Close |
2.659 |
2.743 |
0.084 |
3.2% |
2.743 |
| Range |
0.081 |
0.134 |
0.053 |
65.4% |
0.176 |
| ATR |
0.094 |
0.097 |
0.003 |
3.0% |
0.000 |
| Volume |
91,654 |
109,108 |
17,454 |
19.0% |
408,582 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.115 |
3.063 |
2.817 |
|
| R3 |
2.981 |
2.929 |
2.780 |
|
| R2 |
2.847 |
2.847 |
2.768 |
|
| R1 |
2.795 |
2.795 |
2.755 |
2.821 |
| PP |
2.713 |
2.713 |
2.713 |
2.726 |
| S1 |
2.661 |
2.661 |
2.731 |
2.687 |
| S2 |
2.579 |
2.579 |
2.718 |
|
| S3 |
2.445 |
2.527 |
2.706 |
|
| S4 |
2.311 |
2.393 |
2.669 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.228 |
3.162 |
2.840 |
|
| R3 |
3.052 |
2.986 |
2.791 |
|
| R2 |
2.876 |
2.876 |
2.775 |
|
| R1 |
2.810 |
2.810 |
2.759 |
2.755 |
| PP |
2.700 |
2.700 |
2.700 |
2.673 |
| S1 |
2.634 |
2.634 |
2.727 |
2.579 |
| S2 |
2.524 |
2.524 |
2.711 |
|
| S3 |
2.348 |
2.458 |
2.695 |
|
| S4 |
2.172 |
2.282 |
2.646 |
|
|
| 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 |
6.4% |
0.092 |
3.3% |
86% |
False |
False |
81,716 |
| 10 |
2.855 |
2.591 |
0.264 |
9.6% |
0.096 |
3.5% |
58% |
False |
False |
84,340 |
| 20 |
2.990 |
2.591 |
0.399 |
14.5% |
0.104 |
3.8% |
38% |
False |
False |
69,472 |
| 40 |
2.990 |
2.280 |
0.710 |
25.9% |
0.090 |
3.3% |
65% |
False |
False |
57,181 |
| 60 |
2.990 |
2.195 |
0.795 |
29.0% |
0.081 |
3.0% |
69% |
False |
False |
46,543 |
| 80 |
2.990 |
2.183 |
0.807 |
29.4% |
0.079 |
2.9% |
69% |
False |
False |
39,629 |
| 100 |
2.990 |
2.009 |
0.981 |
35.8% |
0.077 |
2.8% |
75% |
False |
False |
34,279 |
| 120 |
2.990 |
2.009 |
0.981 |
35.8% |
0.074 |
2.7% |
75% |
False |
False |
30,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.335 |
|
2.618 |
3.116 |
|
1.618 |
2.982 |
|
1.000 |
2.899 |
|
0.618 |
2.848 |
|
HIGH |
2.765 |
|
0.618 |
2.714 |
|
0.500 |
2.698 |
|
0.382 |
2.682 |
|
LOW |
2.631 |
|
0.618 |
2.548 |
|
1.000 |
2.497 |
|
1.618 |
2.414 |
|
2.618 |
2.280 |
|
4.250 |
2.062 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.728 |
2.721 |
| PP |
2.713 |
2.700 |
| S1 |
2.698 |
2.678 |
|