NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.604 |
2.624 |
0.020 |
0.8% |
2.781 |
| High |
2.673 |
2.670 |
-0.003 |
-0.1% |
2.792 |
| Low |
2.600 |
2.621 |
0.021 |
0.8% |
2.580 |
| Close |
2.629 |
2.657 |
0.028 |
1.1% |
2.626 |
| Range |
0.073 |
0.049 |
-0.024 |
-32.9% |
0.212 |
| ATR |
0.092 |
0.089 |
-0.003 |
-3.3% |
0.000 |
| Volume |
58,710 |
62,118 |
3,408 |
5.8% |
481,328 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.796 |
2.776 |
2.684 |
|
| R3 |
2.747 |
2.727 |
2.670 |
|
| R2 |
2.698 |
2.698 |
2.666 |
|
| R1 |
2.678 |
2.678 |
2.661 |
2.688 |
| PP |
2.649 |
2.649 |
2.649 |
2.655 |
| S1 |
2.629 |
2.629 |
2.653 |
2.639 |
| S2 |
2.600 |
2.600 |
2.648 |
|
| S3 |
2.551 |
2.580 |
2.644 |
|
| S4 |
2.502 |
2.531 |
2.630 |
|
|
| 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 |
2.691 |
2.580 |
0.111 |
4.2% |
0.075 |
2.8% |
69% |
False |
False |
80,832 |
| 10 |
2.921 |
2.580 |
0.341 |
12.8% |
0.084 |
3.1% |
23% |
False |
False |
80,619 |
| 20 |
2.947 |
2.580 |
0.367 |
13.8% |
0.091 |
3.4% |
21% |
False |
False |
64,794 |
| 40 |
3.022 |
2.580 |
0.442 |
16.6% |
0.095 |
3.6% |
17% |
False |
False |
52,473 |
| 60 |
3.022 |
2.358 |
0.664 |
25.0% |
0.087 |
3.3% |
45% |
False |
False |
47,421 |
| 80 |
3.022 |
2.277 |
0.745 |
28.0% |
0.081 |
3.1% |
51% |
False |
False |
42,112 |
| 100 |
3.022 |
2.206 |
0.816 |
30.7% |
0.079 |
3.0% |
55% |
False |
False |
38,226 |
| 120 |
3.022 |
2.049 |
0.973 |
36.6% |
0.077 |
2.9% |
62% |
False |
False |
35,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.878 |
|
2.618 |
2.798 |
|
1.618 |
2.749 |
|
1.000 |
2.719 |
|
0.618 |
2.700 |
|
HIGH |
2.670 |
|
0.618 |
2.651 |
|
0.500 |
2.646 |
|
0.382 |
2.640 |
|
LOW |
2.621 |
|
0.618 |
2.591 |
|
1.000 |
2.572 |
|
1.618 |
2.542 |
|
2.618 |
2.493 |
|
4.250 |
2.413 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.653 |
2.647 |
| PP |
2.649 |
2.637 |
| S1 |
2.646 |
2.627 |
|