NYMEX Natural Gas Future December 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 |
3.160 |
3.164 |
0.004 |
0.1% |
3.239 |
| High |
3.199 |
3.301 |
0.102 |
3.2% |
3.252 |
| Low |
3.148 |
3.156 |
0.008 |
0.3% |
3.095 |
| Close |
3.164 |
3.287 |
0.123 |
3.9% |
3.205 |
| Range |
0.051 |
0.145 |
0.094 |
184.3% |
0.157 |
| ATR |
0.070 |
0.076 |
0.005 |
7.6% |
0.000 |
| Volume |
15,618 |
30,500 |
14,882 |
95.3% |
53,757 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.683 |
3.630 |
3.367 |
|
| R3 |
3.538 |
3.485 |
3.327 |
|
| R2 |
3.393 |
3.393 |
3.314 |
|
| R1 |
3.340 |
3.340 |
3.300 |
3.367 |
| PP |
3.248 |
3.248 |
3.248 |
3.261 |
| S1 |
3.195 |
3.195 |
3.274 |
3.222 |
| S2 |
3.103 |
3.103 |
3.260 |
|
| S3 |
2.958 |
3.050 |
3.247 |
|
| S4 |
2.813 |
2.905 |
3.207 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.655 |
3.587 |
3.291 |
|
| R3 |
3.498 |
3.430 |
3.248 |
|
| R2 |
3.341 |
3.341 |
3.234 |
|
| R1 |
3.273 |
3.273 |
3.219 |
3.229 |
| PP |
3.184 |
3.184 |
3.184 |
3.162 |
| S1 |
3.116 |
3.116 |
3.191 |
3.072 |
| S2 |
3.027 |
3.027 |
3.176 |
|
| S3 |
2.870 |
2.959 |
3.162 |
|
| S4 |
2.713 |
2.802 |
3.119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.301 |
3.130 |
0.171 |
5.2% |
0.080 |
2.4% |
92% |
True |
False |
16,782 |
| 10 |
3.301 |
3.095 |
0.206 |
6.3% |
0.074 |
2.2% |
93% |
True |
False |
13,350 |
| 20 |
3.368 |
3.095 |
0.273 |
8.3% |
0.079 |
2.4% |
70% |
False |
False |
13,629 |
| 40 |
3.368 |
2.998 |
0.370 |
11.3% |
0.072 |
2.2% |
78% |
False |
False |
12,911 |
| 60 |
3.368 |
2.760 |
0.608 |
18.5% |
0.065 |
2.0% |
87% |
False |
False |
10,856 |
| 80 |
3.368 |
2.700 |
0.668 |
20.3% |
0.061 |
1.9% |
88% |
False |
False |
9,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.917 |
|
2.618 |
3.681 |
|
1.618 |
3.536 |
|
1.000 |
3.446 |
|
0.618 |
3.391 |
|
HIGH |
3.301 |
|
0.618 |
3.246 |
|
0.500 |
3.229 |
|
0.382 |
3.211 |
|
LOW |
3.156 |
|
0.618 |
3.066 |
|
1.000 |
3.011 |
|
1.618 |
2.921 |
|
2.618 |
2.776 |
|
4.250 |
2.540 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.268 |
3.266 |
| PP |
3.248 |
3.245 |
| S1 |
3.229 |
3.224 |
|