NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
3.272 |
3.214 |
-0.058 |
-1.8% |
3.296 |
| High |
3.301 |
3.235 |
-0.066 |
-2.0% |
3.343 |
| Low |
3.187 |
3.180 |
-0.007 |
-0.2% |
3.158 |
| Close |
3.198 |
3.201 |
0.003 |
0.1% |
3.251 |
| Range |
0.114 |
0.055 |
-0.059 |
-51.8% |
0.185 |
| ATR |
0.080 |
0.078 |
-0.002 |
-2.2% |
0.000 |
| Volume |
13,016 |
13,937 |
921 |
7.1% |
55,799 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.370 |
3.341 |
3.231 |
|
| R3 |
3.315 |
3.286 |
3.216 |
|
| R2 |
3.260 |
3.260 |
3.211 |
|
| R1 |
3.231 |
3.231 |
3.206 |
3.218 |
| PP |
3.205 |
3.205 |
3.205 |
3.199 |
| S1 |
3.176 |
3.176 |
3.196 |
3.163 |
| S2 |
3.150 |
3.150 |
3.191 |
|
| S3 |
3.095 |
3.121 |
3.186 |
|
| S4 |
3.040 |
3.066 |
3.171 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.806 |
3.713 |
3.353 |
|
| R3 |
3.621 |
3.528 |
3.302 |
|
| R2 |
3.436 |
3.436 |
3.285 |
|
| R1 |
3.343 |
3.343 |
3.268 |
3.297 |
| PP |
3.251 |
3.251 |
3.251 |
3.228 |
| S1 |
3.158 |
3.158 |
3.234 |
3.112 |
| S2 |
3.066 |
3.066 |
3.217 |
|
| S3 |
2.881 |
2.973 |
3.200 |
|
| S4 |
2.696 |
2.788 |
3.149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.301 |
3.158 |
0.143 |
4.5% |
0.083 |
2.6% |
30% |
False |
False |
13,301 |
| 10 |
3.368 |
3.158 |
0.210 |
6.6% |
0.091 |
2.8% |
20% |
False |
False |
15,060 |
| 20 |
3.368 |
3.081 |
0.287 |
9.0% |
0.077 |
2.4% |
42% |
False |
False |
13,282 |
| 40 |
3.368 |
2.760 |
0.608 |
19.0% |
0.067 |
2.1% |
73% |
False |
False |
11,217 |
| 60 |
3.368 |
2.747 |
0.621 |
19.4% |
0.062 |
1.9% |
73% |
False |
False |
9,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.469 |
|
2.618 |
3.379 |
|
1.618 |
3.324 |
|
1.000 |
3.290 |
|
0.618 |
3.269 |
|
HIGH |
3.235 |
|
0.618 |
3.214 |
|
0.500 |
3.208 |
|
0.382 |
3.201 |
|
LOW |
3.180 |
|
0.618 |
3.146 |
|
1.000 |
3.125 |
|
1.618 |
3.091 |
|
2.618 |
3.036 |
|
4.250 |
2.946 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.208 |
3.241 |
| PP |
3.205 |
3.227 |
| S1 |
3.203 |
3.214 |
|