NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.570 |
2.535 |
-0.035 |
-1.4% |
2.749 |
| High |
2.605 |
2.625 |
0.020 |
0.8% |
2.761 |
| Low |
2.529 |
2.523 |
-0.006 |
-0.2% |
2.523 |
| Close |
2.551 |
2.586 |
0.035 |
1.4% |
2.586 |
| Range |
0.076 |
0.102 |
0.026 |
34.2% |
0.238 |
| ATR |
0.099 |
0.100 |
0.000 |
0.2% |
0.000 |
| Volume |
181,826 |
134,470 |
-47,356 |
-26.0% |
901,129 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.884 |
2.837 |
2.642 |
|
| R3 |
2.782 |
2.735 |
2.614 |
|
| R2 |
2.680 |
2.680 |
2.605 |
|
| R1 |
2.633 |
2.633 |
2.595 |
2.657 |
| PP |
2.578 |
2.578 |
2.578 |
2.590 |
| S1 |
2.531 |
2.531 |
2.577 |
2.555 |
| S2 |
2.476 |
2.476 |
2.567 |
|
| S3 |
2.374 |
2.429 |
2.558 |
|
| S4 |
2.272 |
2.327 |
2.530 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.337 |
3.200 |
2.717 |
|
| R3 |
3.099 |
2.962 |
2.651 |
|
| R2 |
2.861 |
2.861 |
2.630 |
|
| R1 |
2.724 |
2.724 |
2.608 |
2.674 |
| PP |
2.623 |
2.623 |
2.623 |
2.598 |
| S1 |
2.486 |
2.486 |
2.564 |
2.436 |
| S2 |
2.385 |
2.385 |
2.542 |
|
| S3 |
2.147 |
2.248 |
2.521 |
|
| S4 |
1.909 |
2.010 |
2.455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.761 |
2.523 |
0.238 |
9.2% |
0.094 |
3.7% |
26% |
False |
True |
180,225 |
| 10 |
2.885 |
2.523 |
0.362 |
14.0% |
0.095 |
3.7% |
17% |
False |
True |
158,649 |
| 20 |
2.911 |
2.523 |
0.388 |
15.0% |
0.099 |
3.8% |
16% |
False |
True |
135,953 |
| 40 |
2.990 |
2.523 |
0.467 |
18.1% |
0.101 |
3.9% |
13% |
False |
True |
96,932 |
| 60 |
2.990 |
2.195 |
0.795 |
30.7% |
0.092 |
3.6% |
49% |
False |
False |
78,719 |
| 80 |
2.990 |
2.195 |
0.795 |
30.7% |
0.085 |
3.3% |
49% |
False |
False |
64,980 |
| 100 |
2.990 |
2.150 |
0.840 |
32.5% |
0.082 |
3.2% |
52% |
False |
False |
55,462 |
| 120 |
2.990 |
2.009 |
0.981 |
37.9% |
0.079 |
3.1% |
59% |
False |
False |
48,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.059 |
|
2.618 |
2.892 |
|
1.618 |
2.790 |
|
1.000 |
2.727 |
|
0.618 |
2.688 |
|
HIGH |
2.625 |
|
0.618 |
2.586 |
|
0.500 |
2.574 |
|
0.382 |
2.562 |
|
LOW |
2.523 |
|
0.618 |
2.460 |
|
1.000 |
2.421 |
|
1.618 |
2.358 |
|
2.618 |
2.256 |
|
4.250 |
2.090 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.582 |
2.587 |
| PP |
2.578 |
2.586 |
| S1 |
2.574 |
2.586 |
|