NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.930 |
2.943 |
0.013 |
0.4% |
3.065 |
| High |
2.976 |
2.962 |
-0.014 |
-0.5% |
3.115 |
| Low |
2.888 |
2.908 |
0.020 |
0.7% |
2.905 |
| Close |
2.931 |
2.933 |
0.002 |
0.1% |
2.990 |
| Range |
0.088 |
0.054 |
-0.034 |
-38.6% |
0.210 |
| ATR |
0.086 |
0.084 |
-0.002 |
-2.7% |
0.000 |
| Volume |
26,043 |
26,646 |
603 |
2.3% |
89,337 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.096 |
3.069 |
2.963 |
|
| R3 |
3.042 |
3.015 |
2.948 |
|
| R2 |
2.988 |
2.988 |
2.943 |
|
| R1 |
2.961 |
2.961 |
2.938 |
2.948 |
| PP |
2.934 |
2.934 |
2.934 |
2.928 |
| S1 |
2.907 |
2.907 |
2.928 |
2.894 |
| S2 |
2.880 |
2.880 |
2.923 |
|
| S3 |
2.826 |
2.853 |
2.918 |
|
| S4 |
2.772 |
2.799 |
2.903 |
|
|
| 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 |
3.045 |
2.888 |
0.157 |
5.4% |
0.079 |
2.7% |
29% |
False |
False |
26,146 |
| 10 |
3.148 |
2.888 |
0.260 |
8.9% |
0.094 |
3.2% |
17% |
False |
False |
23,908 |
| 20 |
3.148 |
2.838 |
0.310 |
10.6% |
0.087 |
3.0% |
31% |
False |
False |
21,241 |
| 40 |
3.148 |
2.460 |
0.688 |
23.5% |
0.075 |
2.6% |
69% |
False |
False |
17,262 |
| 60 |
3.148 |
2.460 |
0.688 |
23.5% |
0.068 |
2.3% |
69% |
False |
False |
14,633 |
| 80 |
3.148 |
2.399 |
0.749 |
25.5% |
0.066 |
2.2% |
71% |
False |
False |
12,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.192 |
|
2.618 |
3.103 |
|
1.618 |
3.049 |
|
1.000 |
3.016 |
|
0.618 |
2.995 |
|
HIGH |
2.962 |
|
0.618 |
2.941 |
|
0.500 |
2.935 |
|
0.382 |
2.929 |
|
LOW |
2.908 |
|
0.618 |
2.875 |
|
1.000 |
2.854 |
|
1.618 |
2.821 |
|
2.618 |
2.767 |
|
4.250 |
2.679 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.935 |
2.933 |
| PP |
2.934 |
2.932 |
| S1 |
2.934 |
2.932 |
|