NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
3.035 |
3.092 |
0.057 |
1.9% |
2.883 |
| High |
3.100 |
3.148 |
0.048 |
1.5% |
3.148 |
| Low |
3.021 |
3.053 |
0.032 |
1.1% |
2.883 |
| Close |
3.085 |
3.142 |
0.057 |
1.8% |
3.142 |
| Range |
0.079 |
0.095 |
0.016 |
20.3% |
0.265 |
| ATR |
0.075 |
0.076 |
0.001 |
1.9% |
0.000 |
| Volume |
22,317 |
20,271 |
-2,046 |
-9.2% |
110,261 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.399 |
3.366 |
3.194 |
|
| R3 |
3.304 |
3.271 |
3.168 |
|
| R2 |
3.209 |
3.209 |
3.159 |
|
| R1 |
3.176 |
3.176 |
3.151 |
3.193 |
| PP |
3.114 |
3.114 |
3.114 |
3.123 |
| S1 |
3.081 |
3.081 |
3.133 |
3.098 |
| S2 |
3.019 |
3.019 |
3.125 |
|
| S3 |
2.924 |
2.986 |
3.116 |
|
| S4 |
2.829 |
2.891 |
3.090 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.853 |
3.762 |
3.288 |
|
| R3 |
3.588 |
3.497 |
3.215 |
|
| R2 |
3.323 |
3.323 |
3.191 |
|
| R1 |
3.232 |
3.232 |
3.166 |
3.278 |
| PP |
3.058 |
3.058 |
3.058 |
3.080 |
| S1 |
2.967 |
2.967 |
3.118 |
3.013 |
| S2 |
2.793 |
2.793 |
3.093 |
|
| S3 |
2.528 |
2.702 |
3.069 |
|
| S4 |
2.263 |
2.437 |
2.996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.148 |
2.883 |
0.265 |
8.4% |
0.095 |
3.0% |
98% |
True |
False |
22,052 |
| 10 |
3.148 |
2.868 |
0.280 |
8.9% |
0.087 |
2.8% |
98% |
True |
False |
20,264 |
| 20 |
3.148 |
2.763 |
0.385 |
12.3% |
0.075 |
2.4% |
98% |
True |
False |
18,793 |
| 40 |
3.148 |
2.460 |
0.688 |
21.9% |
0.065 |
2.1% |
99% |
True |
False |
14,387 |
| 60 |
3.148 |
2.448 |
0.700 |
22.3% |
0.062 |
2.0% |
99% |
True |
False |
12,337 |
| 80 |
3.148 |
2.316 |
0.832 |
26.5% |
0.063 |
2.0% |
99% |
True |
False |
10,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.552 |
|
2.618 |
3.397 |
|
1.618 |
3.302 |
|
1.000 |
3.243 |
|
0.618 |
3.207 |
|
HIGH |
3.148 |
|
0.618 |
3.112 |
|
0.500 |
3.101 |
|
0.382 |
3.089 |
|
LOW |
3.053 |
|
0.618 |
2.994 |
|
1.000 |
2.958 |
|
1.618 |
2.899 |
|
2.618 |
2.804 |
|
4.250 |
2.649 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.128 |
3.122 |
| PP |
3.114 |
3.101 |
| S1 |
3.101 |
3.081 |
|