NYMEX Natural Gas Future October 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 |
2.891 |
2.870 |
-0.021 |
-0.7% |
2.779 |
| High |
2.947 |
2.917 |
-0.030 |
-1.0% |
2.947 |
| Low |
2.875 |
2.815 |
-0.060 |
-2.1% |
2.692 |
| Close |
2.917 |
2.818 |
-0.099 |
-3.4% |
2.917 |
| Range |
0.072 |
0.102 |
0.030 |
41.7% |
0.255 |
| ATR |
0.098 |
0.098 |
0.000 |
0.3% |
0.000 |
| Volume |
49,159 |
52,955 |
3,796 |
7.7% |
274,890 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.156 |
3.089 |
2.874 |
|
| R3 |
3.054 |
2.987 |
2.846 |
|
| R2 |
2.952 |
2.952 |
2.837 |
|
| R1 |
2.885 |
2.885 |
2.827 |
2.868 |
| PP |
2.850 |
2.850 |
2.850 |
2.841 |
| S1 |
2.783 |
2.783 |
2.809 |
2.766 |
| S2 |
2.748 |
2.748 |
2.799 |
|
| S3 |
2.646 |
2.681 |
2.790 |
|
| S4 |
2.544 |
2.579 |
2.762 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.617 |
3.522 |
3.057 |
|
| R3 |
3.362 |
3.267 |
2.987 |
|
| R2 |
3.107 |
3.107 |
2.964 |
|
| R1 |
3.012 |
3.012 |
2.940 |
3.060 |
| PP |
2.852 |
2.852 |
2.852 |
2.876 |
| S1 |
2.757 |
2.757 |
2.894 |
2.805 |
| S2 |
2.597 |
2.597 |
2.870 |
|
| S3 |
2.342 |
2.502 |
2.847 |
|
| S4 |
2.087 |
2.247 |
2.777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.947 |
2.692 |
0.255 |
9.0% |
0.110 |
3.9% |
49% |
False |
False |
56,079 |
| 10 |
2.947 |
2.632 |
0.315 |
11.2% |
0.099 |
3.5% |
59% |
False |
False |
47,974 |
| 20 |
2.981 |
2.632 |
0.349 |
12.4% |
0.101 |
3.6% |
53% |
False |
False |
44,703 |
| 40 |
3.022 |
2.591 |
0.431 |
15.3% |
0.093 |
3.3% |
53% |
False |
False |
42,477 |
| 60 |
3.022 |
2.277 |
0.745 |
26.4% |
0.082 |
2.9% |
73% |
False |
False |
37,658 |
| 80 |
3.022 |
2.249 |
0.773 |
27.4% |
0.079 |
2.8% |
74% |
False |
False |
34,630 |
| 100 |
3.022 |
2.144 |
0.878 |
31.2% |
0.078 |
2.8% |
77% |
False |
False |
31,664 |
| 120 |
3.022 |
2.049 |
0.973 |
34.5% |
0.075 |
2.6% |
79% |
False |
False |
29,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.351 |
|
2.618 |
3.184 |
|
1.618 |
3.082 |
|
1.000 |
3.019 |
|
0.618 |
2.980 |
|
HIGH |
2.917 |
|
0.618 |
2.878 |
|
0.500 |
2.866 |
|
0.382 |
2.854 |
|
LOW |
2.815 |
|
0.618 |
2.752 |
|
1.000 |
2.713 |
|
1.618 |
2.650 |
|
2.618 |
2.548 |
|
4.250 |
2.382 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.866 |
2.824 |
| PP |
2.850 |
2.822 |
| S1 |
2.834 |
2.820 |
|