NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
3.065 |
2.975 |
-0.090 |
-2.9% |
2.883 |
| High |
3.115 |
3.001 |
-0.114 |
-3.7% |
3.148 |
| Low |
2.946 |
2.905 |
-0.041 |
-1.4% |
2.883 |
| Close |
2.955 |
2.971 |
0.016 |
0.5% |
3.142 |
| Range |
0.169 |
0.096 |
-0.073 |
-43.2% |
0.265 |
| ATR |
0.085 |
0.086 |
0.001 |
0.9% |
0.000 |
| Volume |
21,574 |
23,678 |
2,104 |
9.8% |
110,261 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.247 |
3.205 |
3.024 |
|
| R3 |
3.151 |
3.109 |
2.997 |
|
| R2 |
3.055 |
3.055 |
2.989 |
|
| R1 |
3.013 |
3.013 |
2.980 |
2.986 |
| PP |
2.959 |
2.959 |
2.959 |
2.946 |
| S1 |
2.917 |
2.917 |
2.962 |
2.890 |
| S2 |
2.863 |
2.863 |
2.953 |
|
| S3 |
2.767 |
2.821 |
2.945 |
|
| S4 |
2.671 |
2.725 |
2.918 |
|
|
| 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 |
2.905 |
0.243 |
8.2% |
0.109 |
3.7% |
27% |
False |
True |
22,853 |
| 10 |
3.148 |
2.868 |
0.280 |
9.4% |
0.100 |
3.4% |
37% |
False |
False |
20,916 |
| 20 |
3.148 |
2.838 |
0.310 |
10.4% |
0.081 |
2.7% |
43% |
False |
False |
19,324 |
| 40 |
3.148 |
2.460 |
0.688 |
23.2% |
0.069 |
2.3% |
74% |
False |
False |
15,022 |
| 60 |
3.148 |
2.460 |
0.688 |
23.2% |
0.065 |
2.2% |
74% |
False |
False |
12,899 |
| 80 |
3.148 |
2.361 |
0.787 |
26.5% |
0.064 |
2.2% |
78% |
False |
False |
10,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.409 |
|
2.618 |
3.252 |
|
1.618 |
3.156 |
|
1.000 |
3.097 |
|
0.618 |
3.060 |
|
HIGH |
3.001 |
|
0.618 |
2.964 |
|
0.500 |
2.953 |
|
0.382 |
2.942 |
|
LOW |
2.905 |
|
0.618 |
2.846 |
|
1.000 |
2.809 |
|
1.618 |
2.750 |
|
2.618 |
2.654 |
|
4.250 |
2.497 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.965 |
3.027 |
| PP |
2.959 |
3.008 |
| S1 |
2.953 |
2.990 |
|