NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.943 |
2.934 |
-0.009 |
-0.3% |
3.008 |
| High |
2.962 |
2.974 |
0.012 |
0.4% |
3.045 |
| Low |
2.908 |
2.885 |
-0.023 |
-0.8% |
2.885 |
| Close |
2.933 |
2.953 |
0.020 |
0.7% |
2.953 |
| Range |
0.054 |
0.089 |
0.035 |
64.8% |
0.160 |
| ATR |
0.084 |
0.084 |
0.000 |
0.4% |
0.000 |
| Volume |
26,646 |
18,514 |
-8,132 |
-30.5% |
125,677 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.204 |
3.168 |
3.002 |
|
| R3 |
3.115 |
3.079 |
2.977 |
|
| R2 |
3.026 |
3.026 |
2.969 |
|
| R1 |
2.990 |
2.990 |
2.961 |
3.008 |
| PP |
2.937 |
2.937 |
2.937 |
2.947 |
| S1 |
2.901 |
2.901 |
2.945 |
2.919 |
| S2 |
2.848 |
2.848 |
2.937 |
|
| S3 |
2.759 |
2.812 |
2.929 |
|
| S4 |
2.670 |
2.723 |
2.904 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.441 |
3.357 |
3.041 |
|
| R3 |
3.281 |
3.197 |
2.997 |
|
| R2 |
3.121 |
3.121 |
2.982 |
|
| R1 |
3.037 |
3.037 |
2.968 |
2.999 |
| PP |
2.961 |
2.961 |
2.961 |
2.942 |
| S1 |
2.877 |
2.877 |
2.938 |
2.839 |
| S2 |
2.801 |
2.801 |
2.924 |
|
| S3 |
2.641 |
2.717 |
2.909 |
|
| S4 |
2.481 |
2.557 |
2.865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.045 |
2.885 |
0.160 |
5.4% |
0.085 |
2.9% |
43% |
False |
True |
25,135 |
| 10 |
3.148 |
2.885 |
0.263 |
8.9% |
0.095 |
3.2% |
26% |
False |
True |
23,528 |
| 20 |
3.148 |
2.841 |
0.307 |
10.4% |
0.089 |
3.0% |
36% |
False |
False |
21,431 |
| 40 |
3.148 |
2.460 |
0.688 |
23.3% |
0.076 |
2.6% |
72% |
False |
False |
17,577 |
| 60 |
3.148 |
2.460 |
0.688 |
23.3% |
0.069 |
2.3% |
72% |
False |
False |
14,776 |
| 80 |
3.148 |
2.399 |
0.749 |
25.4% |
0.066 |
2.2% |
74% |
False |
False |
12,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.352 |
|
2.618 |
3.207 |
|
1.618 |
3.118 |
|
1.000 |
3.063 |
|
0.618 |
3.029 |
|
HIGH |
2.974 |
|
0.618 |
2.940 |
|
0.500 |
2.930 |
|
0.382 |
2.919 |
|
LOW |
2.885 |
|
0.618 |
2.830 |
|
1.000 |
2.796 |
|
1.618 |
2.741 |
|
2.618 |
2.652 |
|
4.250 |
2.507 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.945 |
2.946 |
| PP |
2.937 |
2.938 |
| S1 |
2.930 |
2.931 |
|