NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.938 |
2.844 |
-0.094 |
-3.2% |
3.048 |
| High |
2.939 |
2.870 |
-0.069 |
-2.3% |
3.075 |
| Low |
2.837 |
2.796 |
-0.041 |
-1.4% |
2.935 |
| Close |
2.844 |
2.801 |
-0.043 |
-1.5% |
2.965 |
| Range |
0.102 |
0.074 |
-0.028 |
-27.5% |
0.140 |
| ATR |
0.086 |
0.085 |
-0.001 |
-1.0% |
0.000 |
| Volume |
77,511 |
74,077 |
-3,434 |
-4.4% |
205,950 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.044 |
2.997 |
2.842 |
|
| R3 |
2.970 |
2.923 |
2.821 |
|
| R2 |
2.896 |
2.896 |
2.815 |
|
| R1 |
2.849 |
2.849 |
2.808 |
2.836 |
| PP |
2.822 |
2.822 |
2.822 |
2.816 |
| S1 |
2.775 |
2.775 |
2.794 |
2.762 |
| S2 |
2.748 |
2.748 |
2.787 |
|
| S3 |
2.674 |
2.701 |
2.781 |
|
| S4 |
2.600 |
2.627 |
2.760 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.412 |
3.328 |
3.042 |
|
| R3 |
3.272 |
3.188 |
3.004 |
|
| R2 |
3.132 |
3.132 |
2.991 |
|
| R1 |
3.048 |
3.048 |
2.978 |
3.020 |
| PP |
2.992 |
2.992 |
2.992 |
2.978 |
| S1 |
2.908 |
2.908 |
2.952 |
2.880 |
| S2 |
2.852 |
2.852 |
2.939 |
|
| S3 |
2.712 |
2.768 |
2.927 |
|
| S4 |
2.572 |
2.628 |
2.888 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.067 |
2.796 |
0.271 |
9.7% |
0.074 |
2.6% |
2% |
False |
True |
62,903 |
| 10 |
3.091 |
2.796 |
0.295 |
10.5% |
0.090 |
3.2% |
2% |
False |
True |
52,228 |
| 20 |
3.091 |
2.796 |
0.295 |
10.5% |
0.083 |
2.9% |
2% |
False |
True |
37,391 |
| 40 |
3.148 |
2.796 |
0.352 |
12.6% |
0.085 |
3.0% |
1% |
False |
True |
28,981 |
| 60 |
3.148 |
2.460 |
0.688 |
24.6% |
0.077 |
2.8% |
50% |
False |
False |
23,700 |
| 80 |
3.148 |
2.460 |
0.688 |
24.6% |
0.072 |
2.6% |
50% |
False |
False |
20,178 |
| 100 |
3.148 |
2.398 |
0.750 |
26.8% |
0.069 |
2.5% |
54% |
False |
False |
17,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.185 |
|
2.618 |
3.064 |
|
1.618 |
2.990 |
|
1.000 |
2.944 |
|
0.618 |
2.916 |
|
HIGH |
2.870 |
|
0.618 |
2.842 |
|
0.500 |
2.833 |
|
0.382 |
2.824 |
|
LOW |
2.796 |
|
0.618 |
2.750 |
|
1.000 |
2.722 |
|
1.618 |
2.676 |
|
2.618 |
2.602 |
|
4.250 |
2.482 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.833 |
2.874 |
| PP |
2.822 |
2.849 |
| S1 |
2.812 |
2.825 |
|