NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.829 |
2.789 |
-0.040 |
-1.4% |
2.960 |
| High |
2.871 |
2.849 |
-0.022 |
-0.8% |
2.981 |
| Low |
2.753 |
2.778 |
0.025 |
0.9% |
2.746 |
| Close |
2.802 |
2.827 |
0.025 |
0.9% |
2.827 |
| Range |
0.118 |
0.071 |
-0.047 |
-39.8% |
0.235 |
| ATR |
0.097 |
0.095 |
-0.002 |
-1.9% |
0.000 |
| Volume |
39,984 |
32,565 |
-7,419 |
-18.6% |
162,934 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.031 |
3.000 |
2.866 |
|
| R3 |
2.960 |
2.929 |
2.847 |
|
| R2 |
2.889 |
2.889 |
2.840 |
|
| R1 |
2.858 |
2.858 |
2.834 |
2.874 |
| PP |
2.818 |
2.818 |
2.818 |
2.826 |
| S1 |
2.787 |
2.787 |
2.820 |
2.803 |
| S2 |
2.747 |
2.747 |
2.814 |
|
| S3 |
2.676 |
2.716 |
2.807 |
|
| S4 |
2.605 |
2.645 |
2.788 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.556 |
3.427 |
2.956 |
|
| R3 |
3.321 |
3.192 |
2.892 |
|
| R2 |
3.086 |
3.086 |
2.870 |
|
| R1 |
2.957 |
2.957 |
2.849 |
2.904 |
| PP |
2.851 |
2.851 |
2.851 |
2.825 |
| S1 |
2.722 |
2.722 |
2.805 |
2.669 |
| S2 |
2.616 |
2.616 |
2.784 |
|
| S3 |
2.381 |
2.487 |
2.762 |
|
| S4 |
2.146 |
2.252 |
2.698 |
|
|
| 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 |
9.8% |
0.116 |
4.1% |
29% |
False |
False |
40,352 |
| 10 |
3.022 |
2.720 |
0.302 |
10.7% |
0.108 |
3.8% |
35% |
False |
False |
41,340 |
| 20 |
3.022 |
2.682 |
0.340 |
12.0% |
0.090 |
3.2% |
43% |
False |
False |
38,899 |
| 40 |
3.022 |
2.277 |
0.745 |
26.4% |
0.079 |
2.8% |
74% |
False |
False |
36,003 |
| 60 |
3.022 |
2.254 |
0.768 |
27.2% |
0.076 |
2.7% |
75% |
False |
False |
32,855 |
| 80 |
3.022 |
2.201 |
0.821 |
29.0% |
0.074 |
2.6% |
76% |
False |
False |
29,558 |
| 100 |
3.022 |
2.049 |
0.973 |
34.4% |
0.071 |
2.5% |
80% |
False |
False |
27,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.151 |
|
2.618 |
3.035 |
|
1.618 |
2.964 |
|
1.000 |
2.920 |
|
0.618 |
2.893 |
|
HIGH |
2.849 |
|
0.618 |
2.822 |
|
0.500 |
2.814 |
|
0.382 |
2.805 |
|
LOW |
2.778 |
|
0.618 |
2.734 |
|
1.000 |
2.707 |
|
1.618 |
2.663 |
|
2.618 |
2.592 |
|
4.250 |
2.476 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.823 |
2.821 |
| PP |
2.818 |
2.815 |
| S1 |
2.814 |
2.809 |
|