NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.792 |
2.825 |
0.033 |
1.2% |
2.604 |
| High |
2.856 |
2.901 |
0.045 |
1.6% |
2.731 |
| Low |
2.779 |
2.782 |
0.003 |
0.1% |
2.600 |
| Close |
2.835 |
2.885 |
0.050 |
1.8% |
2.619 |
| Range |
0.077 |
0.119 |
0.042 |
54.5% |
0.131 |
| ATR |
0.090 |
0.092 |
0.002 |
2.3% |
0.000 |
| Volume |
134,119 |
139,901 |
5,782 |
4.3% |
376,874 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.213 |
3.168 |
2.950 |
|
| R3 |
3.094 |
3.049 |
2.918 |
|
| R2 |
2.975 |
2.975 |
2.907 |
|
| R1 |
2.930 |
2.930 |
2.896 |
2.953 |
| PP |
2.856 |
2.856 |
2.856 |
2.867 |
| S1 |
2.811 |
2.811 |
2.874 |
2.834 |
| S2 |
2.737 |
2.737 |
2.863 |
|
| S3 |
2.618 |
2.692 |
2.852 |
|
| S4 |
2.499 |
2.573 |
2.820 |
|
|
| 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 |
2.901 |
2.608 |
0.293 |
10.2% |
0.101 |
3.5% |
95% |
True |
False |
121,557 |
| 10 |
2.901 |
2.580 |
0.321 |
11.1% |
0.087 |
3.0% |
95% |
True |
False |
97,176 |
| 20 |
2.947 |
2.580 |
0.367 |
12.7% |
0.086 |
3.0% |
83% |
False |
False |
86,292 |
| 40 |
3.022 |
2.580 |
0.442 |
15.3% |
0.094 |
3.3% |
69% |
False |
False |
65,220 |
| 60 |
3.022 |
2.560 |
0.462 |
16.0% |
0.089 |
3.1% |
70% |
False |
False |
56,369 |
| 80 |
3.022 |
2.277 |
0.745 |
25.8% |
0.083 |
2.9% |
82% |
False |
False |
49,104 |
| 100 |
3.022 |
2.236 |
0.786 |
27.2% |
0.080 |
2.8% |
83% |
False |
False |
44,368 |
| 120 |
3.022 |
2.070 |
0.952 |
33.0% |
0.078 |
2.7% |
86% |
False |
False |
40,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.407 |
|
2.618 |
3.213 |
|
1.618 |
3.094 |
|
1.000 |
3.020 |
|
0.618 |
2.975 |
|
HIGH |
2.901 |
|
0.618 |
2.856 |
|
0.500 |
2.842 |
|
0.382 |
2.827 |
|
LOW |
2.782 |
|
0.618 |
2.708 |
|
1.000 |
2.663 |
|
1.618 |
2.589 |
|
2.618 |
2.470 |
|
4.250 |
2.276 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.871 |
2.854 |
| PP |
2.856 |
2.822 |
| S1 |
2.842 |
2.791 |
|