NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
3.200 |
3.175 |
-0.025 |
-0.8% |
3.272 |
| High |
3.236 |
3.181 |
-0.055 |
-1.7% |
3.301 |
| Low |
3.170 |
3.115 |
-0.055 |
-1.7% |
3.153 |
| Close |
3.180 |
3.125 |
-0.055 |
-1.7% |
3.215 |
| Range |
0.066 |
0.066 |
0.000 |
0.0% |
0.148 |
| ATR |
0.075 |
0.074 |
-0.001 |
-0.9% |
0.000 |
| Volume |
8,479 |
10,727 |
2,248 |
26.5% |
61,284 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.338 |
3.298 |
3.161 |
|
| R3 |
3.272 |
3.232 |
3.143 |
|
| R2 |
3.206 |
3.206 |
3.137 |
|
| R1 |
3.166 |
3.166 |
3.131 |
3.153 |
| PP |
3.140 |
3.140 |
3.140 |
3.134 |
| S1 |
3.100 |
3.100 |
3.119 |
3.087 |
| S2 |
3.074 |
3.074 |
3.113 |
|
| S3 |
3.008 |
3.034 |
3.107 |
|
| S4 |
2.942 |
2.968 |
3.089 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.667 |
3.589 |
3.296 |
|
| R3 |
3.519 |
3.441 |
3.256 |
|
| R2 |
3.371 |
3.371 |
3.242 |
|
| R1 |
3.293 |
3.293 |
3.229 |
3.258 |
| PP |
3.223 |
3.223 |
3.223 |
3.206 |
| S1 |
3.145 |
3.145 |
3.201 |
3.110 |
| S2 |
3.075 |
3.075 |
3.188 |
|
| S3 |
2.927 |
2.997 |
3.174 |
|
| S4 |
2.779 |
2.849 |
3.134 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.252 |
3.115 |
0.137 |
4.4% |
0.066 |
2.1% |
7% |
False |
True |
9,659 |
| 10 |
3.301 |
3.115 |
0.186 |
6.0% |
0.072 |
2.3% |
5% |
False |
True |
11,401 |
| 20 |
3.368 |
3.115 |
0.253 |
8.1% |
0.081 |
2.6% |
4% |
False |
True |
12,991 |
| 40 |
3.368 |
2.867 |
0.501 |
16.0% |
0.068 |
2.2% |
51% |
False |
False |
11,830 |
| 60 |
3.368 |
2.760 |
0.608 |
19.5% |
0.061 |
2.0% |
60% |
False |
False |
9,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.462 |
|
2.618 |
3.354 |
|
1.618 |
3.288 |
|
1.000 |
3.247 |
|
0.618 |
3.222 |
|
HIGH |
3.181 |
|
0.618 |
3.156 |
|
0.500 |
3.148 |
|
0.382 |
3.140 |
|
LOW |
3.115 |
|
0.618 |
3.074 |
|
1.000 |
3.049 |
|
1.618 |
3.008 |
|
2.618 |
2.942 |
|
4.250 |
2.835 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.148 |
3.184 |
| PP |
3.140 |
3.164 |
| S1 |
3.133 |
3.145 |
|