NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.661 |
2.673 |
0.012 |
0.5% |
2.760 |
| High |
2.720 |
2.893 |
0.173 |
6.4% |
2.767 |
| Low |
2.645 |
2.651 |
0.006 |
0.2% |
2.591 |
| Close |
2.660 |
2.873 |
0.213 |
8.0% |
2.743 |
| Range |
0.075 |
0.242 |
0.167 |
222.7% |
0.176 |
| ATR |
0.095 |
0.105 |
0.011 |
11.1% |
0.000 |
| Volume |
125,801 |
249,336 |
123,535 |
98.2% |
408,582 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.532 |
3.444 |
3.006 |
|
| R3 |
3.290 |
3.202 |
2.940 |
|
| R2 |
3.048 |
3.048 |
2.917 |
|
| R1 |
2.960 |
2.960 |
2.895 |
3.004 |
| PP |
2.806 |
2.806 |
2.806 |
2.828 |
| S1 |
2.718 |
2.718 |
2.851 |
2.762 |
| S2 |
2.564 |
2.564 |
2.829 |
|
| S3 |
2.322 |
2.476 |
2.806 |
|
| S4 |
2.080 |
2.234 |
2.740 |
|
|
| 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 |
2.893 |
2.631 |
0.262 |
9.1% |
0.128 |
4.4% |
92% |
True |
False |
143,254 |
| 10 |
2.893 |
2.591 |
0.302 |
10.5% |
0.107 |
3.7% |
93% |
True |
False |
108,381 |
| 20 |
2.990 |
2.591 |
0.399 |
13.9% |
0.107 |
3.7% |
71% |
False |
False |
90,472 |
| 40 |
2.990 |
2.484 |
0.506 |
17.6% |
0.095 |
3.3% |
77% |
False |
False |
68,494 |
| 60 |
2.990 |
2.195 |
0.795 |
27.7% |
0.085 |
3.0% |
85% |
False |
False |
54,727 |
| 80 |
2.990 |
2.183 |
0.807 |
28.1% |
0.082 |
2.8% |
86% |
False |
False |
46,452 |
| 100 |
2.990 |
2.030 |
0.960 |
33.4% |
0.080 |
2.8% |
88% |
False |
False |
39,759 |
| 120 |
2.990 |
2.009 |
0.981 |
34.1% |
0.076 |
2.6% |
88% |
False |
False |
34,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.922 |
|
2.618 |
3.527 |
|
1.618 |
3.285 |
|
1.000 |
3.135 |
|
0.618 |
3.043 |
|
HIGH |
2.893 |
|
0.618 |
2.801 |
|
0.500 |
2.772 |
|
0.382 |
2.743 |
|
LOW |
2.651 |
|
0.618 |
2.501 |
|
1.000 |
2.409 |
|
1.618 |
2.259 |
|
2.618 |
2.017 |
|
4.250 |
1.623 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.839 |
2.838 |
| PP |
2.806 |
2.804 |
| S1 |
2.772 |
2.769 |
|