NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.889 |
2.893 |
0.004 |
0.1% |
2.632 |
| High |
2.932 |
2.943 |
0.011 |
0.4% |
2.949 |
| Low |
2.864 |
2.815 |
-0.049 |
-1.7% |
2.632 |
| Close |
2.896 |
2.827 |
-0.069 |
-2.4% |
2.913 |
| Range |
0.068 |
0.128 |
0.060 |
88.2% |
0.317 |
| ATR |
0.092 |
0.095 |
0.003 |
2.8% |
0.000 |
| Volume |
119,653 |
133,443 |
13,790 |
11.5% |
669,205 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.246 |
3.164 |
2.897 |
|
| R3 |
3.118 |
3.036 |
2.862 |
|
| R2 |
2.990 |
2.990 |
2.850 |
|
| R1 |
2.908 |
2.908 |
2.839 |
2.885 |
| PP |
2.862 |
2.862 |
2.862 |
2.850 |
| S1 |
2.780 |
2.780 |
2.815 |
2.757 |
| S2 |
2.734 |
2.734 |
2.804 |
|
| S3 |
2.606 |
2.652 |
2.792 |
|
| S4 |
2.478 |
2.524 |
2.757 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.782 |
3.665 |
3.087 |
|
| R3 |
3.465 |
3.348 |
3.000 |
|
| R2 |
3.148 |
3.148 |
2.971 |
|
| R1 |
3.031 |
3.031 |
2.942 |
3.090 |
| PP |
2.831 |
2.831 |
2.831 |
2.861 |
| S1 |
2.714 |
2.714 |
2.884 |
2.773 |
| S2 |
2.514 |
2.514 |
2.855 |
|
| S3 |
2.197 |
2.397 |
2.826 |
|
| S4 |
1.880 |
2.080 |
2.739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.949 |
2.779 |
0.170 |
6.0% |
0.102 |
3.6% |
28% |
False |
False |
136,235 |
| 10 |
2.949 |
2.608 |
0.341 |
12.1% |
0.097 |
3.4% |
64% |
False |
False |
117,834 |
| 20 |
2.949 |
2.580 |
0.369 |
13.1% |
0.090 |
3.2% |
67% |
False |
False |
99,227 |
| 40 |
2.949 |
2.580 |
0.369 |
13.1% |
0.093 |
3.3% |
67% |
False |
False |
71,793 |
| 60 |
3.022 |
2.580 |
0.442 |
15.6% |
0.092 |
3.2% |
56% |
False |
False |
61,706 |
| 80 |
3.022 |
2.277 |
0.745 |
26.4% |
0.084 |
3.0% |
74% |
False |
False |
53,330 |
| 100 |
3.022 |
2.249 |
0.773 |
27.3% |
0.081 |
2.9% |
75% |
False |
False |
47,835 |
| 120 |
3.022 |
2.181 |
0.841 |
29.7% |
0.080 |
2.8% |
77% |
False |
False |
43,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.487 |
|
2.618 |
3.278 |
|
1.618 |
3.150 |
|
1.000 |
3.071 |
|
0.618 |
3.022 |
|
HIGH |
2.943 |
|
0.618 |
2.894 |
|
0.500 |
2.879 |
|
0.382 |
2.864 |
|
LOW |
2.815 |
|
0.618 |
2.736 |
|
1.000 |
2.687 |
|
1.618 |
2.608 |
|
2.618 |
2.480 |
|
4.250 |
2.271 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.879 |
2.882 |
| PP |
2.862 |
2.864 |
| S1 |
2.844 |
2.845 |
|