NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.274 |
3.295 |
0.021 |
0.6% |
3.220 |
| High |
3.330 |
3.325 |
-0.005 |
-0.2% |
3.330 |
| Low |
3.259 |
3.233 |
-0.026 |
-0.8% |
3.146 |
| Close |
3.320 |
3.239 |
-0.081 |
-2.4% |
3.320 |
| Range |
0.071 |
0.092 |
0.021 |
29.6% |
0.184 |
| ATR |
0.075 |
0.077 |
0.001 |
1.6% |
0.000 |
| Volume |
14,634 |
17,131 |
2,497 |
17.1% |
85,638 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.542 |
3.482 |
3.290 |
|
| R3 |
3.450 |
3.390 |
3.264 |
|
| R2 |
3.358 |
3.358 |
3.256 |
|
| R1 |
3.298 |
3.298 |
3.247 |
3.282 |
| PP |
3.266 |
3.266 |
3.266 |
3.258 |
| S1 |
3.206 |
3.206 |
3.231 |
3.190 |
| S2 |
3.174 |
3.174 |
3.222 |
|
| S3 |
3.082 |
3.114 |
3.214 |
|
| S4 |
2.990 |
3.022 |
3.188 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.817 |
3.753 |
3.421 |
|
| R3 |
3.633 |
3.569 |
3.371 |
|
| R2 |
3.449 |
3.449 |
3.354 |
|
| R1 |
3.385 |
3.385 |
3.337 |
3.417 |
| PP |
3.265 |
3.265 |
3.265 |
3.282 |
| S1 |
3.201 |
3.201 |
3.303 |
3.233 |
| S2 |
3.081 |
3.081 |
3.286 |
|
| S3 |
2.897 |
3.017 |
3.269 |
|
| S4 |
2.713 |
2.833 |
3.219 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.330 |
3.146 |
0.184 |
5.7% |
0.083 |
2.6% |
51% |
False |
False |
17,727 |
| 10 |
3.330 |
3.095 |
0.235 |
7.3% |
0.075 |
2.3% |
61% |
False |
False |
14,901 |
| 20 |
3.343 |
3.095 |
0.248 |
7.7% |
0.079 |
2.5% |
58% |
False |
False |
13,680 |
| 40 |
3.368 |
3.014 |
0.354 |
10.9% |
0.074 |
2.3% |
64% |
False |
False |
13,281 |
| 60 |
3.368 |
2.760 |
0.608 |
18.8% |
0.066 |
2.0% |
79% |
False |
False |
11,238 |
| 80 |
3.368 |
2.726 |
0.642 |
19.8% |
0.062 |
1.9% |
80% |
False |
False |
10,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.716 |
|
2.618 |
3.566 |
|
1.618 |
3.474 |
|
1.000 |
3.417 |
|
0.618 |
3.382 |
|
HIGH |
3.325 |
|
0.618 |
3.290 |
|
0.500 |
3.279 |
|
0.382 |
3.268 |
|
LOW |
3.233 |
|
0.618 |
3.176 |
|
1.000 |
3.141 |
|
1.618 |
3.084 |
|
2.618 |
2.992 |
|
4.250 |
2.842 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.279 |
3.243 |
| PP |
3.266 |
3.242 |
| S1 |
3.252 |
3.240 |
|