NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.738 |
2.619 |
-0.119 |
-4.3% |
2.840 |
| High |
2.744 |
2.650 |
-0.094 |
-3.4% |
2.885 |
| Low |
2.605 |
2.551 |
-0.054 |
-2.1% |
2.722 |
| Close |
2.615 |
2.561 |
-0.054 |
-2.1% |
2.772 |
| Range |
0.139 |
0.099 |
-0.040 |
-28.8% |
0.163 |
| ATR |
0.101 |
0.101 |
0.000 |
-0.2% |
0.000 |
| Volume |
221,206 |
187,743 |
-33,463 |
-15.1% |
685,366 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.884 |
2.822 |
2.615 |
|
| R3 |
2.785 |
2.723 |
2.588 |
|
| R2 |
2.686 |
2.686 |
2.579 |
|
| R1 |
2.624 |
2.624 |
2.570 |
2.606 |
| PP |
2.587 |
2.587 |
2.587 |
2.578 |
| S1 |
2.525 |
2.525 |
2.552 |
2.507 |
| S2 |
2.488 |
2.488 |
2.543 |
|
| S3 |
2.389 |
2.426 |
2.534 |
|
| S4 |
2.290 |
2.327 |
2.507 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.282 |
3.190 |
2.862 |
|
| R3 |
3.119 |
3.027 |
2.817 |
|
| R2 |
2.956 |
2.956 |
2.802 |
|
| R1 |
2.864 |
2.864 |
2.787 |
2.829 |
| PP |
2.793 |
2.793 |
2.793 |
2.775 |
| S1 |
2.701 |
2.701 |
2.757 |
2.666 |
| S2 |
2.630 |
2.630 |
2.742 |
|
| S3 |
2.467 |
2.538 |
2.727 |
|
| S4 |
2.304 |
2.375 |
2.682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.885 |
2.551 |
0.334 |
13.0% |
0.089 |
3.5% |
3% |
False |
True |
175,660 |
| 10 |
2.911 |
2.551 |
0.360 |
14.1% |
0.108 |
4.2% |
3% |
False |
True |
163,636 |
| 20 |
2.911 |
2.551 |
0.360 |
14.1% |
0.099 |
3.8% |
3% |
False |
True |
127,560 |
| 40 |
2.990 |
2.551 |
0.439 |
17.1% |
0.100 |
3.9% |
2% |
False |
True |
90,442 |
| 60 |
2.990 |
2.195 |
0.795 |
31.0% |
0.091 |
3.5% |
46% |
False |
False |
74,203 |
| 80 |
2.990 |
2.195 |
0.795 |
31.0% |
0.086 |
3.3% |
46% |
False |
False |
61,745 |
| 100 |
2.990 |
2.150 |
0.840 |
32.8% |
0.082 |
3.2% |
49% |
False |
False |
52,513 |
| 120 |
2.990 |
2.009 |
0.981 |
38.3% |
0.079 |
3.1% |
56% |
False |
False |
45,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.071 |
|
2.618 |
2.909 |
|
1.618 |
2.810 |
|
1.000 |
2.749 |
|
0.618 |
2.711 |
|
HIGH |
2.650 |
|
0.618 |
2.612 |
|
0.500 |
2.601 |
|
0.382 |
2.589 |
|
LOW |
2.551 |
|
0.618 |
2.490 |
|
1.000 |
2.452 |
|
1.618 |
2.391 |
|
2.618 |
2.292 |
|
4.250 |
2.130 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.601 |
2.656 |
| PP |
2.587 |
2.624 |
| S1 |
2.574 |
2.593 |
|