NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.295 |
3.236 |
-0.059 |
-1.8% |
3.220 |
| High |
3.325 |
3.261 |
-0.064 |
-1.9% |
3.330 |
| Low |
3.233 |
3.192 |
-0.041 |
-1.3% |
3.146 |
| Close |
3.239 |
3.199 |
-0.040 |
-1.2% |
3.320 |
| Range |
0.092 |
0.069 |
-0.023 |
-25.0% |
0.184 |
| ATR |
0.077 |
0.076 |
-0.001 |
-0.7% |
0.000 |
| Volume |
17,131 |
21,063 |
3,932 |
23.0% |
85,638 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.424 |
3.381 |
3.237 |
|
| R3 |
3.355 |
3.312 |
3.218 |
|
| R2 |
3.286 |
3.286 |
3.212 |
|
| R1 |
3.243 |
3.243 |
3.205 |
3.230 |
| PP |
3.217 |
3.217 |
3.217 |
3.211 |
| S1 |
3.174 |
3.174 |
3.193 |
3.161 |
| S2 |
3.148 |
3.148 |
3.186 |
|
| S3 |
3.079 |
3.105 |
3.180 |
|
| S4 |
3.010 |
3.036 |
3.161 |
|
|
| 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 |
3.148 |
0.182 |
5.7% |
0.086 |
2.7% |
28% |
False |
False |
19,789 |
| 10 |
3.330 |
3.095 |
0.235 |
7.3% |
0.075 |
2.4% |
44% |
False |
False |
16,159 |
| 20 |
3.330 |
3.095 |
0.235 |
7.3% |
0.075 |
2.4% |
44% |
False |
False |
13,921 |
| 40 |
3.368 |
3.031 |
0.337 |
10.5% |
0.074 |
2.3% |
50% |
False |
False |
13,602 |
| 60 |
3.368 |
2.760 |
0.608 |
19.0% |
0.066 |
2.1% |
72% |
False |
False |
11,474 |
| 80 |
3.368 |
2.726 |
0.642 |
20.1% |
0.063 |
2.0% |
74% |
False |
False |
10,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.554 |
|
2.618 |
3.442 |
|
1.618 |
3.373 |
|
1.000 |
3.330 |
|
0.618 |
3.304 |
|
HIGH |
3.261 |
|
0.618 |
3.235 |
|
0.500 |
3.227 |
|
0.382 |
3.218 |
|
LOW |
3.192 |
|
0.618 |
3.149 |
|
1.000 |
3.123 |
|
1.618 |
3.080 |
|
2.618 |
3.011 |
|
4.250 |
2.899 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.227 |
3.261 |
| PP |
3.217 |
3.240 |
| S1 |
3.208 |
3.220 |
|