NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
3.214 |
3.206 |
-0.008 |
-0.2% |
3.296 |
| High |
3.235 |
3.239 |
0.004 |
0.1% |
3.343 |
| Low |
3.180 |
3.164 |
-0.016 |
-0.5% |
3.158 |
| Close |
3.201 |
3.200 |
-0.001 |
0.0% |
3.251 |
| Range |
0.055 |
0.075 |
0.020 |
36.4% |
0.185 |
| ATR |
0.078 |
0.078 |
0.000 |
-0.3% |
0.000 |
| Volume |
13,937 |
12,753 |
-1,184 |
-8.5% |
55,799 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.426 |
3.388 |
3.241 |
|
| R3 |
3.351 |
3.313 |
3.221 |
|
| R2 |
3.276 |
3.276 |
3.214 |
|
| R1 |
3.238 |
3.238 |
3.207 |
3.220 |
| PP |
3.201 |
3.201 |
3.201 |
3.192 |
| S1 |
3.163 |
3.163 |
3.193 |
3.145 |
| S2 |
3.126 |
3.126 |
3.186 |
|
| S3 |
3.051 |
3.088 |
3.179 |
|
| S4 |
2.976 |
3.013 |
3.159 |
|
|
| 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 |
3.164 |
0.137 |
4.3% |
0.078 |
2.4% |
26% |
False |
True |
13,144 |
| 10 |
3.368 |
3.158 |
0.210 |
6.6% |
0.088 |
2.8% |
20% |
False |
False |
14,380 |
| 20 |
3.368 |
3.081 |
0.287 |
9.0% |
0.078 |
2.4% |
41% |
False |
False |
13,253 |
| 40 |
3.368 |
2.760 |
0.608 |
19.0% |
0.068 |
2.1% |
72% |
False |
False |
11,356 |
| 60 |
3.368 |
2.760 |
0.608 |
19.0% |
0.062 |
1.9% |
72% |
False |
False |
9,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.558 |
|
2.618 |
3.435 |
|
1.618 |
3.360 |
|
1.000 |
3.314 |
|
0.618 |
3.285 |
|
HIGH |
3.239 |
|
0.618 |
3.210 |
|
0.500 |
3.202 |
|
0.382 |
3.193 |
|
LOW |
3.164 |
|
0.618 |
3.118 |
|
1.000 |
3.089 |
|
1.618 |
3.043 |
|
2.618 |
2.968 |
|
4.250 |
2.845 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.202 |
3.233 |
| PP |
3.201 |
3.222 |
| S1 |
3.201 |
3.211 |
|