NYMEX Natural Gas Future November 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 |
2.981 |
2.951 |
-0.030 |
-1.0% |
3.065 |
| High |
3.017 |
3.005 |
-0.012 |
-0.4% |
3.115 |
| Low |
2.912 |
2.949 |
0.037 |
1.3% |
2.905 |
| Close |
2.957 |
2.990 |
0.033 |
1.1% |
2.990 |
| Range |
0.105 |
0.056 |
-0.049 |
-46.7% |
0.210 |
| ATR |
0.087 |
0.085 |
-0.002 |
-2.5% |
0.000 |
| Volume |
20,516 |
23,569 |
3,053 |
14.9% |
89,337 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.149 |
3.126 |
3.021 |
|
| R3 |
3.093 |
3.070 |
3.005 |
|
| R2 |
3.037 |
3.037 |
3.000 |
|
| R1 |
3.014 |
3.014 |
2.995 |
3.026 |
| PP |
2.981 |
2.981 |
2.981 |
2.987 |
| S1 |
2.958 |
2.958 |
2.985 |
2.970 |
| S2 |
2.925 |
2.925 |
2.980 |
|
| S3 |
2.869 |
2.902 |
2.975 |
|
| S4 |
2.813 |
2.846 |
2.959 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.633 |
3.522 |
3.106 |
|
| R3 |
3.423 |
3.312 |
3.048 |
|
| R2 |
3.213 |
3.213 |
3.029 |
|
| R1 |
3.102 |
3.102 |
3.009 |
3.053 |
| PP |
3.003 |
3.003 |
3.003 |
2.979 |
| S1 |
2.892 |
2.892 |
2.971 |
2.843 |
| S2 |
2.793 |
2.793 |
2.952 |
|
| S3 |
2.583 |
2.682 |
2.932 |
|
| S4 |
2.373 |
2.472 |
2.875 |
|
|
| 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 |
8.1% |
0.104 |
3.5% |
35% |
False |
False |
21,921 |
| 10 |
3.148 |
2.880 |
0.268 |
9.0% |
0.097 |
3.2% |
41% |
False |
False |
21,522 |
| 20 |
3.148 |
2.838 |
0.310 |
10.4% |
0.081 |
2.7% |
49% |
False |
False |
19,010 |
| 40 |
3.148 |
2.460 |
0.688 |
23.0% |
0.071 |
2.4% |
77% |
False |
False |
15,565 |
| 60 |
3.148 |
2.460 |
0.688 |
23.0% |
0.066 |
2.2% |
77% |
False |
False |
13,434 |
| 80 |
3.148 |
2.398 |
0.750 |
25.1% |
0.065 |
2.2% |
79% |
False |
False |
11,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.243 |
|
2.618 |
3.152 |
|
1.618 |
3.096 |
|
1.000 |
3.061 |
|
0.618 |
3.040 |
|
HIGH |
3.005 |
|
0.618 |
2.984 |
|
0.500 |
2.977 |
|
0.382 |
2.970 |
|
LOW |
2.949 |
|
0.618 |
2.914 |
|
1.000 |
2.893 |
|
1.618 |
2.858 |
|
2.618 |
2.802 |
|
4.250 |
2.711 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.986 |
2.980 |
| PP |
2.981 |
2.971 |
| S1 |
2.977 |
2.961 |
|