NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.805 |
2.769 |
-0.036 |
-1.3% |
2.938 |
| High |
2.841 |
2.848 |
0.007 |
0.2% |
2.951 |
| Low |
2.769 |
2.767 |
-0.002 |
-0.1% |
2.767 |
| Close |
2.792 |
2.804 |
0.012 |
0.4% |
2.804 |
| Range |
0.072 |
0.081 |
0.009 |
12.5% |
0.184 |
| ATR |
0.084 |
0.084 |
0.000 |
-0.3% |
0.000 |
| Volume |
74,702 |
36,038 |
-38,664 |
-51.8% |
332,223 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.049 |
3.008 |
2.849 |
|
| R3 |
2.968 |
2.927 |
2.826 |
|
| R2 |
2.887 |
2.887 |
2.819 |
|
| R1 |
2.846 |
2.846 |
2.811 |
2.867 |
| PP |
2.806 |
2.806 |
2.806 |
2.817 |
| S1 |
2.765 |
2.765 |
2.797 |
2.786 |
| S2 |
2.725 |
2.725 |
2.789 |
|
| S3 |
2.644 |
2.684 |
2.782 |
|
| S4 |
2.563 |
2.603 |
2.759 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.393 |
3.282 |
2.905 |
|
| R3 |
3.209 |
3.098 |
2.855 |
|
| R2 |
3.025 |
3.025 |
2.838 |
|
| R1 |
2.914 |
2.914 |
2.821 |
2.878 |
| PP |
2.841 |
2.841 |
2.841 |
2.822 |
| S1 |
2.730 |
2.730 |
2.787 |
2.694 |
| S2 |
2.657 |
2.657 |
2.770 |
|
| S3 |
2.473 |
2.546 |
2.753 |
|
| S4 |
2.289 |
2.362 |
2.703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.951 |
2.767 |
0.184 |
6.6% |
0.075 |
2.7% |
20% |
False |
True |
66,444 |
| 10 |
3.075 |
2.767 |
0.308 |
11.0% |
0.081 |
2.9% |
12% |
False |
True |
53,817 |
| 20 |
3.091 |
2.767 |
0.324 |
11.6% |
0.083 |
3.0% |
11% |
False |
True |
40,670 |
| 40 |
3.148 |
2.767 |
0.381 |
13.6% |
0.086 |
3.1% |
10% |
False |
True |
31,051 |
| 60 |
3.148 |
2.460 |
0.688 |
24.5% |
0.078 |
2.8% |
50% |
False |
False |
25,275 |
| 80 |
3.148 |
2.460 |
0.688 |
24.5% |
0.072 |
2.6% |
50% |
False |
False |
21,249 |
| 100 |
3.148 |
2.399 |
0.749 |
26.7% |
0.070 |
2.5% |
54% |
False |
False |
18,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.192 |
|
2.618 |
3.060 |
|
1.618 |
2.979 |
|
1.000 |
2.929 |
|
0.618 |
2.898 |
|
HIGH |
2.848 |
|
0.618 |
2.817 |
|
0.500 |
2.808 |
|
0.382 |
2.798 |
|
LOW |
2.767 |
|
0.618 |
2.717 |
|
1.000 |
2.686 |
|
1.618 |
2.636 |
|
2.618 |
2.555 |
|
4.250 |
2.423 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.808 |
2.819 |
| PP |
2.806 |
2.814 |
| S1 |
2.805 |
2.809 |
|