NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.889 |
2.898 |
0.009 |
0.3% |
2.982 |
| High |
2.941 |
3.075 |
0.134 |
4.6% |
2.986 |
| Low |
2.880 |
2.888 |
0.008 |
0.3% |
2.817 |
| Close |
2.897 |
3.059 |
0.162 |
5.6% |
2.952 |
| Range |
0.061 |
0.187 |
0.126 |
206.6% |
0.169 |
| ATR |
0.080 |
0.088 |
0.008 |
9.5% |
0.000 |
| Volume |
36,517 |
57,605 |
21,088 |
57.7% |
92,716 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.568 |
3.501 |
3.162 |
|
| R3 |
3.381 |
3.314 |
3.110 |
|
| R2 |
3.194 |
3.194 |
3.093 |
|
| R1 |
3.127 |
3.127 |
3.076 |
3.161 |
| PP |
3.007 |
3.007 |
3.007 |
3.024 |
| S1 |
2.940 |
2.940 |
3.042 |
2.974 |
| S2 |
2.820 |
2.820 |
3.025 |
|
| S3 |
2.633 |
2.753 |
3.008 |
|
| S4 |
2.446 |
2.566 |
2.956 |
|
|
| 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 |
3.075 |
2.855 |
0.220 |
7.2% |
0.101 |
3.3% |
93% |
True |
False |
33,526 |
| 10 |
3.075 |
2.817 |
0.258 |
8.4% |
0.088 |
2.9% |
94% |
True |
False |
25,650 |
| 20 |
3.148 |
2.817 |
0.331 |
10.8% |
0.091 |
3.0% |
73% |
False |
False |
24,779 |
| 40 |
3.148 |
2.740 |
0.408 |
13.3% |
0.080 |
2.6% |
78% |
False |
False |
21,335 |
| 60 |
3.148 |
2.460 |
0.688 |
22.5% |
0.072 |
2.4% |
87% |
False |
False |
17,375 |
| 80 |
3.148 |
2.424 |
0.724 |
23.7% |
0.068 |
2.2% |
88% |
False |
False |
15,052 |
| 100 |
3.148 |
2.248 |
0.900 |
29.4% |
0.067 |
2.2% |
90% |
False |
False |
13,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.870 |
|
2.618 |
3.565 |
|
1.618 |
3.378 |
|
1.000 |
3.262 |
|
0.618 |
3.191 |
|
HIGH |
3.075 |
|
0.618 |
3.004 |
|
0.500 |
2.982 |
|
0.382 |
2.959 |
|
LOW |
2.888 |
|
0.618 |
2.772 |
|
1.000 |
2.701 |
|
1.618 |
2.585 |
|
2.618 |
2.398 |
|
4.250 |
2.093 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.033 |
3.031 |
| PP |
3.007 |
3.004 |
| S1 |
2.982 |
2.976 |
|