NYMEX Natural Gas Future November 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 |
3.092 |
3.065 |
-0.027 |
-0.9% |
2.883 |
| High |
3.148 |
3.115 |
-0.033 |
-1.0% |
3.148 |
| Low |
3.053 |
2.946 |
-0.107 |
-3.5% |
2.883 |
| Close |
3.142 |
2.955 |
-0.187 |
-6.0% |
3.142 |
| Range |
0.095 |
0.169 |
0.074 |
77.9% |
0.265 |
| ATR |
0.076 |
0.085 |
0.009 |
11.2% |
0.000 |
| Volume |
20,271 |
21,574 |
1,303 |
6.4% |
110,261 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.512 |
3.403 |
3.048 |
|
| R3 |
3.343 |
3.234 |
3.001 |
|
| R2 |
3.174 |
3.174 |
2.986 |
|
| R1 |
3.065 |
3.065 |
2.970 |
3.035 |
| PP |
3.005 |
3.005 |
3.005 |
2.991 |
| S1 |
2.896 |
2.896 |
2.940 |
2.866 |
| S2 |
2.836 |
2.836 |
2.924 |
|
| S3 |
2.667 |
2.727 |
2.909 |
|
| S4 |
2.498 |
2.558 |
2.862 |
|
|
| 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 |
2.946 |
0.202 |
6.8% |
0.113 |
3.8% |
4% |
False |
True |
23,350 |
| 10 |
3.148 |
2.868 |
0.280 |
9.5% |
0.095 |
3.2% |
31% |
False |
False |
20,131 |
| 20 |
3.148 |
2.782 |
0.366 |
12.4% |
0.080 |
2.7% |
47% |
False |
False |
19,176 |
| 40 |
3.148 |
2.460 |
0.688 |
23.3% |
0.068 |
2.3% |
72% |
False |
False |
14,683 |
| 60 |
3.148 |
2.448 |
0.700 |
23.7% |
0.064 |
2.2% |
72% |
False |
False |
12,595 |
| 80 |
3.148 |
2.361 |
0.787 |
26.6% |
0.064 |
2.2% |
75% |
False |
False |
10,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.833 |
|
2.618 |
3.557 |
|
1.618 |
3.388 |
|
1.000 |
3.284 |
|
0.618 |
3.219 |
|
HIGH |
3.115 |
|
0.618 |
3.050 |
|
0.500 |
3.031 |
|
0.382 |
3.011 |
|
LOW |
2.946 |
|
0.618 |
2.842 |
|
1.000 |
2.777 |
|
1.618 |
2.673 |
|
2.618 |
2.504 |
|
4.250 |
2.228 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.031 |
3.047 |
| PP |
3.005 |
3.016 |
| S1 |
2.980 |
2.986 |
|