NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.624 |
2.665 |
0.041 |
1.6% |
2.781 |
| High |
2.670 |
2.685 |
0.015 |
0.6% |
2.792 |
| Low |
2.621 |
2.628 |
0.007 |
0.3% |
2.580 |
| Close |
2.657 |
2.659 |
0.002 |
0.1% |
2.626 |
| Range |
0.049 |
0.057 |
0.008 |
16.3% |
0.212 |
| ATR |
0.089 |
0.087 |
-0.002 |
-2.6% |
0.000 |
| Volume |
62,118 |
70,881 |
8,763 |
14.1% |
481,328 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.828 |
2.801 |
2.690 |
|
| R3 |
2.771 |
2.744 |
2.675 |
|
| R2 |
2.714 |
2.714 |
2.669 |
|
| R1 |
2.687 |
2.687 |
2.664 |
2.672 |
| PP |
2.657 |
2.657 |
2.657 |
2.650 |
| S1 |
2.630 |
2.630 |
2.654 |
2.615 |
| S2 |
2.600 |
2.600 |
2.649 |
|
| S3 |
2.543 |
2.573 |
2.643 |
|
| S4 |
2.486 |
2.516 |
2.628 |
|
|
| 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 |
2.685 |
2.580 |
0.105 |
3.9% |
0.069 |
2.6% |
75% |
True |
False |
75,698 |
| 10 |
2.921 |
2.580 |
0.341 |
12.8% |
0.076 |
2.9% |
23% |
False |
False |
81,557 |
| 20 |
2.947 |
2.580 |
0.367 |
13.8% |
0.090 |
3.4% |
22% |
False |
False |
66,509 |
| 40 |
3.022 |
2.580 |
0.442 |
16.6% |
0.095 |
3.6% |
18% |
False |
False |
53,432 |
| 60 |
3.022 |
2.358 |
0.664 |
25.0% |
0.087 |
3.3% |
45% |
False |
False |
48,257 |
| 80 |
3.022 |
2.277 |
0.745 |
28.0% |
0.080 |
3.0% |
51% |
False |
False |
42,749 |
| 100 |
3.022 |
2.236 |
0.786 |
29.6% |
0.078 |
2.9% |
54% |
False |
False |
38,773 |
| 120 |
3.022 |
2.049 |
0.973 |
36.6% |
0.077 |
2.9% |
63% |
False |
False |
35,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.927 |
|
2.618 |
2.834 |
|
1.618 |
2.777 |
|
1.000 |
2.742 |
|
0.618 |
2.720 |
|
HIGH |
2.685 |
|
0.618 |
2.663 |
|
0.500 |
2.657 |
|
0.382 |
2.650 |
|
LOW |
2.628 |
|
0.618 |
2.593 |
|
1.000 |
2.571 |
|
1.618 |
2.536 |
|
2.618 |
2.479 |
|
4.250 |
2.386 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.658 |
2.654 |
| PP |
2.657 |
2.648 |
| S1 |
2.657 |
2.643 |
|