NYMEX Natural Gas Future October 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 |
2.620 |
2.586 |
-0.034 |
-1.3% |
2.781 |
| High |
2.659 |
2.672 |
0.013 |
0.5% |
2.792 |
| Low |
2.584 |
2.580 |
-0.004 |
-0.2% |
2.580 |
| Close |
2.607 |
2.626 |
0.019 |
0.7% |
2.626 |
| Range |
0.075 |
0.092 |
0.017 |
22.7% |
0.212 |
| ATR |
0.094 |
0.094 |
0.000 |
-0.1% |
0.000 |
| Volume |
107,031 |
79,750 |
-27,281 |
-25.5% |
481,328 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.902 |
2.856 |
2.677 |
|
| R3 |
2.810 |
2.764 |
2.651 |
|
| R2 |
2.718 |
2.718 |
2.643 |
|
| R1 |
2.672 |
2.672 |
2.634 |
2.695 |
| PP |
2.626 |
2.626 |
2.626 |
2.638 |
| S1 |
2.580 |
2.580 |
2.618 |
2.603 |
| S2 |
2.534 |
2.534 |
2.609 |
|
| S3 |
2.442 |
2.488 |
2.601 |
|
| S4 |
2.350 |
2.396 |
2.575 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.302 |
3.176 |
2.743 |
|
| R3 |
3.090 |
2.964 |
2.684 |
|
| R2 |
2.878 |
2.878 |
2.665 |
|
| R1 |
2.752 |
2.752 |
2.645 |
2.709 |
| PP |
2.666 |
2.666 |
2.666 |
2.645 |
| S1 |
2.540 |
2.540 |
2.607 |
2.497 |
| S2 |
2.454 |
2.454 |
2.587 |
|
| S3 |
2.242 |
2.328 |
2.568 |
|
| S4 |
2.030 |
2.116 |
2.509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.792 |
2.580 |
0.212 |
8.1% |
0.086 |
3.3% |
22% |
False |
True |
96,265 |
| 10 |
2.921 |
2.580 |
0.341 |
13.0% |
0.088 |
3.4% |
13% |
False |
True |
78,468 |
| 20 |
2.947 |
2.580 |
0.367 |
14.0% |
0.092 |
3.5% |
13% |
False |
True |
61,789 |
| 40 |
3.022 |
2.580 |
0.442 |
16.8% |
0.096 |
3.7% |
10% |
False |
True |
51,017 |
| 60 |
3.022 |
2.277 |
0.745 |
28.4% |
0.088 |
3.3% |
47% |
False |
False |
46,281 |
| 80 |
3.022 |
2.277 |
0.745 |
28.4% |
0.082 |
3.1% |
47% |
False |
False |
41,358 |
| 100 |
3.022 |
2.202 |
0.820 |
31.2% |
0.079 |
3.0% |
52% |
False |
False |
37,436 |
| 120 |
3.022 |
2.049 |
0.973 |
37.1% |
0.077 |
2.9% |
59% |
False |
False |
34,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.063 |
|
2.618 |
2.913 |
|
1.618 |
2.821 |
|
1.000 |
2.764 |
|
0.618 |
2.729 |
|
HIGH |
2.672 |
|
0.618 |
2.637 |
|
0.500 |
2.626 |
|
0.382 |
2.615 |
|
LOW |
2.580 |
|
0.618 |
2.523 |
|
1.000 |
2.488 |
|
1.618 |
2.431 |
|
2.618 |
2.339 |
|
4.250 |
2.189 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.626 |
2.636 |
| PP |
2.626 |
2.632 |
| S1 |
2.626 |
2.629 |
|