NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.648 |
2.704 |
0.056 |
2.1% |
2.604 |
| High |
2.731 |
2.710 |
-0.021 |
-0.8% |
2.731 |
| Low |
2.639 |
2.608 |
-0.031 |
-1.2% |
2.600 |
| Close |
2.712 |
2.619 |
-0.093 |
-3.4% |
2.619 |
| Range |
0.092 |
0.102 |
0.010 |
10.9% |
0.131 |
| ATR |
0.087 |
0.088 |
0.001 |
1.4% |
0.000 |
| Volume |
92,520 |
92,645 |
125 |
0.1% |
376,874 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.952 |
2.887 |
2.675 |
|
| R3 |
2.850 |
2.785 |
2.647 |
|
| R2 |
2.748 |
2.748 |
2.638 |
|
| R1 |
2.683 |
2.683 |
2.628 |
2.665 |
| PP |
2.646 |
2.646 |
2.646 |
2.636 |
| S1 |
2.581 |
2.581 |
2.610 |
2.563 |
| S2 |
2.544 |
2.544 |
2.600 |
|
| S3 |
2.442 |
2.479 |
2.591 |
|
| S4 |
2.340 |
2.377 |
2.563 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.043 |
2.962 |
2.691 |
|
| R3 |
2.912 |
2.831 |
2.655 |
|
| R2 |
2.781 |
2.781 |
2.643 |
|
| R1 |
2.700 |
2.700 |
2.631 |
2.741 |
| PP |
2.650 |
2.650 |
2.650 |
2.670 |
| S1 |
2.569 |
2.569 |
2.607 |
2.610 |
| S2 |
2.519 |
2.519 |
2.595 |
|
| S3 |
2.388 |
2.438 |
2.583 |
|
| S4 |
2.257 |
2.307 |
2.547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.731 |
2.600 |
0.131 |
5.0% |
0.075 |
2.8% |
15% |
False |
False |
75,374 |
| 10 |
2.792 |
2.580 |
0.212 |
8.1% |
0.080 |
3.1% |
18% |
False |
False |
85,820 |
| 20 |
2.947 |
2.580 |
0.367 |
14.0% |
0.089 |
3.4% |
11% |
False |
False |
71,822 |
| 40 |
3.022 |
2.580 |
0.442 |
16.9% |
0.095 |
3.6% |
9% |
False |
False |
56,328 |
| 60 |
3.022 |
2.392 |
0.630 |
24.1% |
0.088 |
3.3% |
36% |
False |
False |
50,531 |
| 80 |
3.022 |
2.277 |
0.745 |
28.4% |
0.081 |
3.1% |
46% |
False |
False |
44,400 |
| 100 |
3.022 |
2.236 |
0.786 |
30.0% |
0.079 |
3.0% |
49% |
False |
False |
40,150 |
| 120 |
3.022 |
2.052 |
0.970 |
37.0% |
0.077 |
2.9% |
58% |
False |
False |
36,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.144 |
|
2.618 |
2.977 |
|
1.618 |
2.875 |
|
1.000 |
2.812 |
|
0.618 |
2.773 |
|
HIGH |
2.710 |
|
0.618 |
2.671 |
|
0.500 |
2.659 |
|
0.382 |
2.647 |
|
LOW |
2.608 |
|
0.618 |
2.545 |
|
1.000 |
2.506 |
|
1.618 |
2.443 |
|
2.618 |
2.341 |
|
4.250 |
2.175 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.659 |
2.670 |
| PP |
2.646 |
2.653 |
| S1 |
2.632 |
2.636 |
|