NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
3.225 |
3.235 |
0.010 |
0.3% |
3.152 |
| High |
3.259 |
3.260 |
0.001 |
0.0% |
3.368 |
| Low |
3.158 |
3.173 |
0.015 |
0.5% |
3.152 |
| Close |
3.221 |
3.214 |
-0.007 |
-0.2% |
3.365 |
| Range |
0.101 |
0.087 |
-0.014 |
-13.9% |
0.216 |
| ATR |
0.078 |
0.079 |
0.001 |
0.8% |
0.000 |
| Volume |
13,538 |
14,898 |
1,360 |
10.0% |
77,237 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.477 |
3.432 |
3.262 |
|
| R3 |
3.390 |
3.345 |
3.238 |
|
| R2 |
3.303 |
3.303 |
3.230 |
|
| R1 |
3.258 |
3.258 |
3.222 |
3.237 |
| PP |
3.216 |
3.216 |
3.216 |
3.205 |
| S1 |
3.171 |
3.171 |
3.206 |
3.150 |
| S2 |
3.129 |
3.129 |
3.198 |
|
| S3 |
3.042 |
3.084 |
3.190 |
|
| S4 |
2.955 |
2.997 |
3.166 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.943 |
3.870 |
3.484 |
|
| R3 |
3.727 |
3.654 |
3.424 |
|
| R2 |
3.511 |
3.511 |
3.405 |
|
| R1 |
3.438 |
3.438 |
3.385 |
3.475 |
| PP |
3.295 |
3.295 |
3.295 |
3.313 |
| S1 |
3.222 |
3.222 |
3.345 |
3.259 |
| S2 |
3.079 |
3.079 |
3.325 |
|
| S3 |
2.863 |
3.006 |
3.306 |
|
| S4 |
2.647 |
2.790 |
3.246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.368 |
3.158 |
0.210 |
6.5% |
0.098 |
3.0% |
27% |
False |
False |
15,085 |
| 10 |
3.368 |
3.126 |
0.242 |
7.5% |
0.090 |
2.8% |
36% |
False |
False |
14,607 |
| 20 |
3.368 |
3.081 |
0.287 |
8.9% |
0.077 |
2.4% |
46% |
False |
False |
13,591 |
| 40 |
3.368 |
2.760 |
0.608 |
18.9% |
0.064 |
2.0% |
75% |
False |
False |
10,676 |
| 60 |
3.368 |
2.747 |
0.621 |
19.3% |
0.060 |
1.9% |
75% |
False |
False |
9,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.630 |
|
2.618 |
3.488 |
|
1.618 |
3.401 |
|
1.000 |
3.347 |
|
0.618 |
3.314 |
|
HIGH |
3.260 |
|
0.618 |
3.227 |
|
0.500 |
3.217 |
|
0.382 |
3.206 |
|
LOW |
3.173 |
|
0.618 |
3.119 |
|
1.000 |
3.086 |
|
1.618 |
3.032 |
|
2.618 |
2.945 |
|
4.250 |
2.803 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.217 |
3.251 |
| PP |
3.216 |
3.238 |
| S1 |
3.215 |
3.226 |
|