NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.951 |
2.960 |
0.009 |
0.3% |
2.734 |
| High |
3.022 |
2.981 |
-0.041 |
-1.4% |
3.022 |
| Low |
2.916 |
2.798 |
-0.118 |
-4.0% |
2.720 |
| Close |
3.013 |
2.802 |
-0.211 |
-7.0% |
3.013 |
| Range |
0.106 |
0.183 |
0.077 |
72.6% |
0.302 |
| ATR |
0.085 |
0.095 |
0.009 |
10.9% |
0.000 |
| Volume |
38,829 |
53,209 |
14,380 |
37.0% |
221,541 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.409 |
3.289 |
2.903 |
|
| R3 |
3.226 |
3.106 |
2.852 |
|
| R2 |
3.043 |
3.043 |
2.836 |
|
| R1 |
2.923 |
2.923 |
2.819 |
2.892 |
| PP |
2.860 |
2.860 |
2.860 |
2.845 |
| S1 |
2.740 |
2.740 |
2.785 |
2.709 |
| S2 |
2.677 |
2.677 |
2.768 |
|
| S3 |
2.494 |
2.557 |
2.752 |
|
| S4 |
2.311 |
2.374 |
2.701 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.824 |
3.721 |
3.179 |
|
| R3 |
3.522 |
3.419 |
3.096 |
|
| R2 |
3.220 |
3.220 |
3.068 |
|
| R1 |
3.117 |
3.117 |
3.041 |
3.169 |
| PP |
2.918 |
2.918 |
2.918 |
2.944 |
| S1 |
2.815 |
2.815 |
2.985 |
2.867 |
| S2 |
2.616 |
2.616 |
2.958 |
|
| S3 |
2.314 |
2.513 |
2.930 |
|
| S4 |
2.012 |
2.211 |
2.847 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.022 |
2.790 |
0.232 |
8.3% |
0.126 |
4.5% |
5% |
False |
False |
49,469 |
| 10 |
3.022 |
2.716 |
0.306 |
10.9% |
0.107 |
3.8% |
28% |
False |
False |
40,551 |
| 20 |
3.022 |
2.609 |
0.413 |
14.7% |
0.090 |
3.2% |
47% |
False |
False |
41,531 |
| 40 |
3.022 |
2.277 |
0.745 |
26.6% |
0.076 |
2.7% |
70% |
False |
False |
34,867 |
| 60 |
3.022 |
2.249 |
0.773 |
27.6% |
0.074 |
2.6% |
72% |
False |
False |
31,862 |
| 80 |
3.022 |
2.181 |
0.841 |
30.0% |
0.073 |
2.6% |
74% |
False |
False |
28,801 |
| 100 |
3.022 |
2.049 |
0.973 |
34.7% |
0.070 |
2.5% |
77% |
False |
False |
27,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.759 |
|
2.618 |
3.460 |
|
1.618 |
3.277 |
|
1.000 |
3.164 |
|
0.618 |
3.094 |
|
HIGH |
2.981 |
|
0.618 |
2.911 |
|
0.500 |
2.890 |
|
0.382 |
2.868 |
|
LOW |
2.798 |
|
0.618 |
2.685 |
|
1.000 |
2.615 |
|
1.618 |
2.502 |
|
2.618 |
2.319 |
|
4.250 |
2.020 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.890 |
2.910 |
| PP |
2.860 |
2.874 |
| S1 |
2.831 |
2.838 |
|