NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.932 |
2.907 |
-0.025 |
-0.9% |
3.008 |
| High |
2.972 |
2.915 |
-0.057 |
-1.9% |
3.045 |
| Low |
2.900 |
2.833 |
-0.067 |
-2.3% |
2.885 |
| Close |
2.909 |
2.845 |
-0.064 |
-2.2% |
2.953 |
| Range |
0.072 |
0.082 |
0.010 |
13.9% |
0.160 |
| ATR |
0.083 |
0.083 |
0.000 |
0.0% |
0.000 |
| Volume |
18,192 |
19,398 |
1,206 |
6.6% |
125,677 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.110 |
3.060 |
2.890 |
|
| R3 |
3.028 |
2.978 |
2.868 |
|
| R2 |
2.946 |
2.946 |
2.860 |
|
| R1 |
2.896 |
2.896 |
2.853 |
2.880 |
| PP |
2.864 |
2.864 |
2.864 |
2.857 |
| S1 |
2.814 |
2.814 |
2.837 |
2.798 |
| S2 |
2.782 |
2.782 |
2.830 |
|
| S3 |
2.700 |
2.732 |
2.822 |
|
| S4 |
2.618 |
2.650 |
2.800 |
|
|
| 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 |
2.986 |
2.833 |
0.153 |
5.4% |
0.073 |
2.6% |
8% |
False |
True |
18,889 |
| 10 |
3.045 |
2.833 |
0.212 |
7.5% |
0.081 |
2.8% |
6% |
False |
True |
21,904 |
| 20 |
3.148 |
2.833 |
0.315 |
11.1% |
0.090 |
3.2% |
4% |
False |
True |
21,410 |
| 40 |
3.148 |
2.572 |
0.576 |
20.2% |
0.076 |
2.7% |
47% |
False |
False |
18,261 |
| 60 |
3.148 |
2.460 |
0.688 |
24.2% |
0.068 |
2.4% |
56% |
False |
False |
15,223 |
| 80 |
3.148 |
2.424 |
0.724 |
25.4% |
0.066 |
2.3% |
58% |
False |
False |
13,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.264 |
|
2.618 |
3.130 |
|
1.618 |
3.048 |
|
1.000 |
2.997 |
|
0.618 |
2.966 |
|
HIGH |
2.915 |
|
0.618 |
2.884 |
|
0.500 |
2.874 |
|
0.382 |
2.864 |
|
LOW |
2.833 |
|
0.618 |
2.782 |
|
1.000 |
2.751 |
|
1.618 |
2.700 |
|
2.618 |
2.618 |
|
4.250 |
2.485 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.874 |
2.910 |
| PP |
2.864 |
2.888 |
| S1 |
2.855 |
2.867 |
|