NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.960 |
2.935 |
-0.025 |
-0.8% |
2.982 |
| High |
2.977 |
2.959 |
-0.018 |
-0.6% |
2.986 |
| Low |
2.915 |
2.877 |
-0.038 |
-1.3% |
2.817 |
| Close |
2.935 |
2.909 |
-0.026 |
-0.9% |
2.952 |
| Range |
0.062 |
0.082 |
0.020 |
32.3% |
0.169 |
| ATR |
0.082 |
0.082 |
0.000 |
0.0% |
0.000 |
| Volume |
27,500 |
23,653 |
-3,847 |
-14.0% |
92,716 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.161 |
3.117 |
2.954 |
|
| R3 |
3.079 |
3.035 |
2.932 |
|
| R2 |
2.997 |
2.997 |
2.924 |
|
| R1 |
2.953 |
2.953 |
2.917 |
2.934 |
| PP |
2.915 |
2.915 |
2.915 |
2.906 |
| S1 |
2.871 |
2.871 |
2.901 |
2.852 |
| S2 |
2.833 |
2.833 |
2.894 |
|
| S3 |
2.751 |
2.789 |
2.886 |
|
| S4 |
2.669 |
2.707 |
2.864 |
|
|
| 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 |
2.977 |
2.817 |
0.160 |
5.5% |
0.080 |
2.8% |
58% |
False |
False |
22,796 |
| 10 |
2.986 |
2.817 |
0.169 |
5.8% |
0.077 |
2.7% |
54% |
False |
False |
21,507 |
| 20 |
3.148 |
2.817 |
0.331 |
11.4% |
0.089 |
3.1% |
28% |
False |
False |
22,703 |
| 40 |
3.148 |
2.651 |
0.497 |
17.1% |
0.078 |
2.7% |
52% |
False |
False |
19,692 |
| 60 |
3.148 |
2.460 |
0.688 |
23.7% |
0.070 |
2.4% |
65% |
False |
False |
16,011 |
| 80 |
3.148 |
2.424 |
0.724 |
24.9% |
0.067 |
2.3% |
67% |
False |
False |
14,012 |
| 100 |
3.148 |
2.229 |
0.919 |
31.6% |
0.066 |
2.3% |
74% |
False |
False |
12,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.308 |
|
2.618 |
3.174 |
|
1.618 |
3.092 |
|
1.000 |
3.041 |
|
0.618 |
3.010 |
|
HIGH |
2.959 |
|
0.618 |
2.928 |
|
0.500 |
2.918 |
|
0.382 |
2.908 |
|
LOW |
2.877 |
|
0.618 |
2.826 |
|
1.000 |
2.795 |
|
1.618 |
2.744 |
|
2.618 |
2.662 |
|
4.250 |
2.529 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.918 |
2.916 |
| PP |
2.915 |
2.914 |
| S1 |
2.912 |
2.911 |
|