NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.828 |
2.872 |
0.044 |
1.6% |
2.982 |
| High |
2.881 |
2.966 |
0.085 |
3.0% |
2.986 |
| Low |
2.817 |
2.855 |
0.038 |
1.3% |
2.817 |
| Close |
2.872 |
2.952 |
0.080 |
2.8% |
2.952 |
| Range |
0.064 |
0.111 |
0.047 |
73.4% |
0.169 |
| ATR |
0.081 |
0.083 |
0.002 |
2.6% |
0.000 |
| Volume |
21,073 |
22,358 |
1,285 |
6.1% |
92,716 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.257 |
3.216 |
3.013 |
|
| R3 |
3.146 |
3.105 |
2.983 |
|
| R2 |
3.035 |
3.035 |
2.972 |
|
| R1 |
2.994 |
2.994 |
2.962 |
3.015 |
| PP |
2.924 |
2.924 |
2.924 |
2.935 |
| S1 |
2.883 |
2.883 |
2.942 |
2.904 |
| S2 |
2.813 |
2.813 |
2.932 |
|
| S3 |
2.702 |
2.772 |
2.921 |
|
| S4 |
2.591 |
2.661 |
2.891 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.425 |
3.358 |
3.045 |
|
| R3 |
3.256 |
3.189 |
2.998 |
|
| R2 |
3.087 |
3.087 |
2.983 |
|
| R1 |
3.020 |
3.020 |
2.967 |
2.969 |
| PP |
2.918 |
2.918 |
2.918 |
2.893 |
| S1 |
2.851 |
2.851 |
2.937 |
2.800 |
| S2 |
2.749 |
2.749 |
2.921 |
|
| S3 |
2.580 |
2.682 |
2.906 |
|
| S4 |
2.411 |
2.513 |
2.859 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.986 |
2.817 |
0.169 |
5.7% |
0.080 |
2.7% |
80% |
False |
False |
18,543 |
| 10 |
3.045 |
2.817 |
0.228 |
7.7% |
0.082 |
2.8% |
59% |
False |
False |
21,839 |
| 20 |
3.148 |
2.817 |
0.331 |
11.2% |
0.090 |
3.0% |
41% |
False |
False |
21,680 |
| 40 |
3.148 |
2.622 |
0.526 |
17.8% |
0.077 |
2.6% |
63% |
False |
False |
18,900 |
| 60 |
3.148 |
2.460 |
0.688 |
23.3% |
0.069 |
2.4% |
72% |
False |
False |
15,546 |
| 80 |
3.148 |
2.424 |
0.724 |
24.5% |
0.067 |
2.3% |
73% |
False |
False |
13,564 |
| 100 |
3.148 |
2.225 |
0.923 |
31.3% |
0.066 |
2.2% |
79% |
False |
False |
11,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.438 |
|
2.618 |
3.257 |
|
1.618 |
3.146 |
|
1.000 |
3.077 |
|
0.618 |
3.035 |
|
HIGH |
2.966 |
|
0.618 |
2.924 |
|
0.500 |
2.911 |
|
0.382 |
2.897 |
|
LOW |
2.855 |
|
0.618 |
2.786 |
|
1.000 |
2.744 |
|
1.618 |
2.675 |
|
2.618 |
2.564 |
|
4.250 |
2.383 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.938 |
2.932 |
| PP |
2.924 |
2.912 |
| S1 |
2.911 |
2.892 |
|