NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.627 |
2.615 |
-0.012 |
-0.5% |
2.749 |
| High |
2.648 |
2.697 |
0.049 |
1.9% |
2.761 |
| Low |
2.585 |
2.602 |
0.017 |
0.7% |
2.523 |
| Close |
2.619 |
2.674 |
0.055 |
2.1% |
2.586 |
| Range |
0.063 |
0.095 |
0.032 |
50.8% |
0.238 |
| ATR |
0.092 |
0.092 |
0.000 |
0.2% |
0.000 |
| Volume |
122,020 |
146,982 |
24,962 |
20.5% |
901,129 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.943 |
2.903 |
2.726 |
|
| R3 |
2.848 |
2.808 |
2.700 |
|
| R2 |
2.753 |
2.753 |
2.691 |
|
| R1 |
2.713 |
2.713 |
2.683 |
2.733 |
| PP |
2.658 |
2.658 |
2.658 |
2.668 |
| S1 |
2.618 |
2.618 |
2.665 |
2.638 |
| S2 |
2.563 |
2.563 |
2.657 |
|
| S3 |
2.468 |
2.523 |
2.648 |
|
| S4 |
2.373 |
2.428 |
2.622 |
|
|
| 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 |
2.697 |
2.523 |
0.174 |
6.5% |
0.077 |
2.9% |
87% |
True |
False |
120,866 |
| 10 |
2.832 |
2.523 |
0.309 |
11.6% |
0.083 |
3.1% |
49% |
False |
False |
151,616 |
| 20 |
2.911 |
2.523 |
0.388 |
14.5% |
0.097 |
3.6% |
39% |
False |
False |
144,472 |
| 40 |
2.990 |
2.523 |
0.467 |
17.5% |
0.100 |
3.7% |
32% |
False |
False |
105,248 |
| 60 |
2.990 |
2.271 |
0.719 |
26.9% |
0.092 |
3.4% |
56% |
False |
False |
84,883 |
| 80 |
2.990 |
2.195 |
0.795 |
29.7% |
0.084 |
3.2% |
60% |
False |
False |
69,922 |
| 100 |
2.990 |
2.183 |
0.807 |
30.2% |
0.082 |
3.1% |
61% |
False |
False |
59,635 |
| 120 |
2.990 |
2.009 |
0.981 |
36.7% |
0.080 |
3.0% |
68% |
False |
False |
51,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.101 |
|
2.618 |
2.946 |
|
1.618 |
2.851 |
|
1.000 |
2.792 |
|
0.618 |
2.756 |
|
HIGH |
2.697 |
|
0.618 |
2.661 |
|
0.500 |
2.650 |
|
0.382 |
2.638 |
|
LOW |
2.602 |
|
0.618 |
2.543 |
|
1.000 |
2.507 |
|
1.618 |
2.448 |
|
2.618 |
2.353 |
|
4.250 |
2.198 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.666 |
2.662 |
| PP |
2.658 |
2.650 |
| S1 |
2.650 |
2.639 |
|