NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.841 |
2.821 |
-0.020 |
-0.7% |
2.938 |
| High |
2.854 |
2.890 |
0.036 |
1.3% |
2.951 |
| Low |
2.800 |
2.809 |
0.009 |
0.3% |
2.767 |
| Close |
2.832 |
2.873 |
0.041 |
1.4% |
2.804 |
| Range |
0.054 |
0.081 |
0.027 |
50.0% |
0.184 |
| ATR |
0.078 |
0.078 |
0.000 |
0.3% |
0.000 |
| Volume |
33,127 |
40,900 |
7,773 |
23.5% |
332,223 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.100 |
3.068 |
2.918 |
|
| R3 |
3.019 |
2.987 |
2.895 |
|
| R2 |
2.938 |
2.938 |
2.888 |
|
| R1 |
2.906 |
2.906 |
2.880 |
2.922 |
| PP |
2.857 |
2.857 |
2.857 |
2.866 |
| S1 |
2.825 |
2.825 |
2.866 |
2.841 |
| S2 |
2.776 |
2.776 |
2.858 |
|
| S3 |
2.695 |
2.744 |
2.851 |
|
| S4 |
2.614 |
2.663 |
2.828 |
|
|
| 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 |
2.890 |
2.767 |
0.123 |
4.3% |
0.065 |
2.2% |
86% |
True |
False |
33,563 |
| 10 |
3.024 |
2.767 |
0.257 |
8.9% |
0.070 |
2.4% |
41% |
False |
False |
51,835 |
| 20 |
3.091 |
2.767 |
0.324 |
11.3% |
0.081 |
2.8% |
33% |
False |
False |
43,741 |
| 40 |
3.148 |
2.767 |
0.381 |
13.3% |
0.085 |
2.9% |
28% |
False |
False |
32,664 |
| 60 |
3.148 |
2.575 |
0.573 |
19.9% |
0.078 |
2.7% |
52% |
False |
False |
26,972 |
| 80 |
3.148 |
2.460 |
0.688 |
23.9% |
0.072 |
2.5% |
60% |
False |
False |
22,518 |
| 100 |
3.148 |
2.424 |
0.724 |
25.2% |
0.069 |
2.4% |
62% |
False |
False |
19,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.234 |
|
2.618 |
3.102 |
|
1.618 |
3.021 |
|
1.000 |
2.971 |
|
0.618 |
2.940 |
|
HIGH |
2.890 |
|
0.618 |
2.859 |
|
0.500 |
2.850 |
|
0.382 |
2.840 |
|
LOW |
2.809 |
|
0.618 |
2.759 |
|
1.000 |
2.728 |
|
1.618 |
2.678 |
|
2.618 |
2.597 |
|
4.250 |
2.465 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.865 |
2.864 |
| PP |
2.857 |
2.854 |
| S1 |
2.850 |
2.845 |
|