NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.823 |
2.829 |
0.006 |
0.2% |
2.734 |
| High |
2.846 |
2.871 |
0.025 |
0.9% |
3.022 |
| Low |
2.746 |
2.753 |
0.007 |
0.3% |
2.720 |
| Close |
2.818 |
2.802 |
-0.016 |
-0.6% |
3.013 |
| Range |
0.100 |
0.118 |
0.018 |
18.0% |
0.302 |
| ATR |
0.095 |
0.097 |
0.002 |
1.7% |
0.000 |
| Volume |
37,176 |
39,984 |
2,808 |
7.6% |
221,541 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.163 |
3.100 |
2.867 |
|
| R3 |
3.045 |
2.982 |
2.834 |
|
| R2 |
2.927 |
2.927 |
2.824 |
|
| R1 |
2.864 |
2.864 |
2.813 |
2.837 |
| PP |
2.809 |
2.809 |
2.809 |
2.795 |
| S1 |
2.746 |
2.746 |
2.791 |
2.719 |
| S2 |
2.691 |
2.691 |
2.780 |
|
| S3 |
2.573 |
2.628 |
2.770 |
|
| S4 |
2.455 |
2.510 |
2.737 |
|
|
| 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 |
2.746 |
0.276 |
9.9% |
0.119 |
4.2% |
20% |
False |
False |
44,279 |
| 10 |
3.022 |
2.716 |
0.306 |
10.9% |
0.111 |
4.0% |
28% |
False |
False |
41,418 |
| 20 |
3.022 |
2.650 |
0.372 |
13.3% |
0.094 |
3.4% |
41% |
False |
False |
40,997 |
| 40 |
3.022 |
2.277 |
0.745 |
26.6% |
0.079 |
2.8% |
70% |
False |
False |
35,744 |
| 60 |
3.022 |
2.254 |
0.768 |
27.4% |
0.075 |
2.7% |
71% |
False |
False |
32,564 |
| 80 |
3.022 |
2.201 |
0.821 |
29.3% |
0.074 |
2.6% |
73% |
False |
False |
29,406 |
| 100 |
3.022 |
2.049 |
0.973 |
34.7% |
0.071 |
2.5% |
77% |
False |
False |
27,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.373 |
|
2.618 |
3.180 |
|
1.618 |
3.062 |
|
1.000 |
2.989 |
|
0.618 |
2.944 |
|
HIGH |
2.871 |
|
0.618 |
2.826 |
|
0.500 |
2.812 |
|
0.382 |
2.798 |
|
LOW |
2.753 |
|
0.618 |
2.680 |
|
1.000 |
2.635 |
|
1.618 |
2.562 |
|
2.618 |
2.444 |
|
4.250 |
2.252 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.812 |
2.864 |
| PP |
2.809 |
2.843 |
| S1 |
2.805 |
2.823 |
|