NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.781 |
2.882 |
0.101 |
3.6% |
2.779 |
| High |
2.905 |
2.921 |
0.016 |
0.6% |
2.947 |
| Low |
2.774 |
2.850 |
0.076 |
2.7% |
2.692 |
| Close |
2.881 |
2.877 |
-0.004 |
-0.1% |
2.917 |
| Range |
0.131 |
0.071 |
-0.060 |
-45.8% |
0.255 |
| ATR |
0.098 |
0.096 |
-0.002 |
-2.0% |
0.000 |
| Volume |
61,505 |
62,953 |
1,448 |
2.4% |
274,890 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.096 |
3.057 |
2.916 |
|
| R3 |
3.025 |
2.986 |
2.897 |
|
| R2 |
2.954 |
2.954 |
2.890 |
|
| R1 |
2.915 |
2.915 |
2.884 |
2.899 |
| PP |
2.883 |
2.883 |
2.883 |
2.875 |
| S1 |
2.844 |
2.844 |
2.870 |
2.828 |
| S2 |
2.812 |
2.812 |
2.864 |
|
| S3 |
2.741 |
2.773 |
2.857 |
|
| S4 |
2.670 |
2.702 |
2.838 |
|
|
| 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 |
2.774 |
0.173 |
6.0% |
0.088 |
3.1% |
60% |
False |
False |
54,586 |
| 10 |
2.947 |
2.672 |
0.275 |
9.6% |
0.103 |
3.6% |
75% |
False |
False |
53,671 |
| 20 |
2.947 |
2.632 |
0.315 |
10.9% |
0.095 |
3.3% |
78% |
False |
False |
46,725 |
| 40 |
3.022 |
2.632 |
0.390 |
13.6% |
0.094 |
3.3% |
63% |
False |
False |
43,861 |
| 60 |
3.022 |
2.277 |
0.745 |
25.9% |
0.084 |
2.9% |
81% |
False |
False |
39,404 |
| 80 |
3.022 |
2.254 |
0.768 |
26.7% |
0.080 |
2.8% |
81% |
False |
False |
36,104 |
| 100 |
3.022 |
2.201 |
0.821 |
28.5% |
0.078 |
2.7% |
82% |
False |
False |
32,870 |
| 120 |
3.022 |
2.049 |
0.973 |
33.8% |
0.075 |
2.6% |
85% |
False |
False |
30,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.223 |
|
2.618 |
3.107 |
|
1.618 |
3.036 |
|
1.000 |
2.992 |
|
0.618 |
2.965 |
|
HIGH |
2.921 |
|
0.618 |
2.894 |
|
0.500 |
2.886 |
|
0.382 |
2.877 |
|
LOW |
2.850 |
|
0.618 |
2.806 |
|
1.000 |
2.779 |
|
1.618 |
2.735 |
|
2.618 |
2.664 |
|
4.250 |
2.548 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.886 |
2.867 |
| PP |
2.883 |
2.857 |
| S1 |
2.880 |
2.848 |
|