NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.769 |
2.787 |
0.018 |
0.7% |
2.938 |
| High |
2.848 |
2.849 |
0.001 |
0.0% |
2.951 |
| Low |
2.767 |
2.783 |
0.016 |
0.6% |
2.767 |
| Close |
2.804 |
2.811 |
0.007 |
0.2% |
2.804 |
| Range |
0.081 |
0.066 |
-0.015 |
-18.5% |
0.184 |
| ATR |
0.084 |
0.083 |
-0.001 |
-1.5% |
0.000 |
| Volume |
36,038 |
32,822 |
-3,216 |
-8.9% |
332,223 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.012 |
2.978 |
2.847 |
|
| R3 |
2.946 |
2.912 |
2.829 |
|
| R2 |
2.880 |
2.880 |
2.823 |
|
| R1 |
2.846 |
2.846 |
2.817 |
2.863 |
| PP |
2.814 |
2.814 |
2.814 |
2.823 |
| S1 |
2.780 |
2.780 |
2.805 |
2.797 |
| S2 |
2.748 |
2.748 |
2.799 |
|
| S3 |
2.682 |
2.714 |
2.793 |
|
| S4 |
2.616 |
2.648 |
2.775 |
|
|
| 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 |
2.939 |
2.767 |
0.172 |
6.1% |
0.079 |
2.8% |
26% |
False |
False |
59,030 |
| 10 |
3.067 |
2.767 |
0.300 |
10.7% |
0.077 |
2.7% |
15% |
False |
False |
53,822 |
| 20 |
3.091 |
2.767 |
0.324 |
11.5% |
0.083 |
2.9% |
14% |
False |
False |
41,727 |
| 40 |
3.148 |
2.767 |
0.381 |
13.6% |
0.086 |
3.1% |
12% |
False |
False |
31,597 |
| 60 |
3.148 |
2.572 |
0.576 |
20.5% |
0.077 |
2.7% |
41% |
False |
False |
25,650 |
| 80 |
3.148 |
2.460 |
0.688 |
24.5% |
0.072 |
2.6% |
51% |
False |
False |
21,561 |
| 100 |
3.148 |
2.399 |
0.749 |
26.6% |
0.069 |
2.5% |
55% |
False |
False |
18,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.130 |
|
2.618 |
3.022 |
|
1.618 |
2.956 |
|
1.000 |
2.915 |
|
0.618 |
2.890 |
|
HIGH |
2.849 |
|
0.618 |
2.824 |
|
0.500 |
2.816 |
|
0.382 |
2.808 |
|
LOW |
2.783 |
|
0.618 |
2.742 |
|
1.000 |
2.717 |
|
1.618 |
2.676 |
|
2.618 |
2.610 |
|
4.250 |
2.503 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.816 |
2.810 |
| PP |
2.814 |
2.809 |
| S1 |
2.813 |
2.808 |
|