NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.951 |
3.008 |
0.057 |
1.9% |
3.065 |
| High |
3.005 |
3.045 |
0.040 |
1.3% |
3.115 |
| Low |
2.949 |
2.910 |
-0.039 |
-1.3% |
2.905 |
| Close |
2.990 |
2.919 |
-0.071 |
-2.4% |
2.990 |
| Range |
0.056 |
0.135 |
0.079 |
141.1% |
0.210 |
| ATR |
0.085 |
0.088 |
0.004 |
4.2% |
0.000 |
| Volume |
23,569 |
23,323 |
-246 |
-1.0% |
89,337 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.363 |
3.276 |
2.993 |
|
| R3 |
3.228 |
3.141 |
2.956 |
|
| R2 |
3.093 |
3.093 |
2.944 |
|
| R1 |
3.006 |
3.006 |
2.931 |
2.982 |
| PP |
2.958 |
2.958 |
2.958 |
2.946 |
| S1 |
2.871 |
2.871 |
2.907 |
2.847 |
| S2 |
2.823 |
2.823 |
2.894 |
|
| S3 |
2.688 |
2.736 |
2.882 |
|
| S4 |
2.553 |
2.601 |
2.845 |
|
|
| 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 |
3.115 |
2.905 |
0.210 |
7.2% |
0.112 |
3.8% |
7% |
False |
False |
22,532 |
| 10 |
3.148 |
2.883 |
0.265 |
9.1% |
0.104 |
3.6% |
14% |
False |
False |
22,292 |
| 20 |
3.148 |
2.838 |
0.310 |
10.6% |
0.085 |
2.9% |
26% |
False |
False |
19,399 |
| 40 |
3.148 |
2.460 |
0.688 |
23.6% |
0.073 |
2.5% |
67% |
False |
False |
15,876 |
| 60 |
3.148 |
2.460 |
0.688 |
23.6% |
0.068 |
2.3% |
67% |
False |
False |
13,691 |
| 80 |
3.148 |
2.398 |
0.750 |
25.7% |
0.066 |
2.3% |
69% |
False |
False |
11,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.619 |
|
2.618 |
3.398 |
|
1.618 |
3.263 |
|
1.000 |
3.180 |
|
0.618 |
3.128 |
|
HIGH |
3.045 |
|
0.618 |
2.993 |
|
0.500 |
2.978 |
|
0.382 |
2.962 |
|
LOW |
2.910 |
|
0.618 |
2.827 |
|
1.000 |
2.775 |
|
1.618 |
2.692 |
|
2.618 |
2.557 |
|
4.250 |
2.336 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.978 |
2.978 |
| PP |
2.958 |
2.958 |
| S1 |
2.939 |
2.939 |
|