NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.958 |
3.013 |
0.055 |
1.9% |
2.789 |
| High |
3.029 |
3.065 |
0.036 |
1.2% |
3.065 |
| Low |
2.913 |
2.964 |
0.051 |
1.8% |
2.789 |
| Close |
3.010 |
3.030 |
0.020 |
0.7% |
3.030 |
| Range |
0.116 |
0.101 |
-0.015 |
-12.9% |
0.276 |
| ATR |
0.084 |
0.086 |
0.001 |
1.4% |
0.000 |
| Volume |
38,541 |
49,588 |
11,047 |
28.7% |
219,072 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.323 |
3.277 |
3.086 |
|
| R3 |
3.222 |
3.176 |
3.058 |
|
| R2 |
3.121 |
3.121 |
3.049 |
|
| R1 |
3.075 |
3.075 |
3.039 |
3.098 |
| PP |
3.020 |
3.020 |
3.020 |
3.031 |
| S1 |
2.974 |
2.974 |
3.021 |
2.997 |
| S2 |
2.919 |
2.919 |
3.011 |
|
| S3 |
2.818 |
2.873 |
3.002 |
|
| S4 |
2.717 |
2.772 |
2.974 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.789 |
3.686 |
3.182 |
|
| R3 |
3.513 |
3.410 |
3.106 |
|
| R2 |
3.237 |
3.237 |
3.081 |
|
| R1 |
3.134 |
3.134 |
3.055 |
3.186 |
| PP |
2.961 |
2.961 |
2.961 |
2.987 |
| S1 |
2.858 |
2.858 |
3.005 |
2.910 |
| S2 |
2.685 |
2.685 |
2.979 |
|
| S3 |
2.409 |
2.582 |
2.954 |
|
| S4 |
2.133 |
2.306 |
2.878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.065 |
2.789 |
0.276 |
9.1% |
0.096 |
3.2% |
87% |
True |
False |
43,814 |
| 10 |
3.065 |
2.771 |
0.294 |
9.7% |
0.082 |
2.7% |
88% |
True |
False |
38,756 |
| 20 |
3.075 |
2.767 |
0.308 |
10.2% |
0.081 |
2.7% |
85% |
False |
False |
46,286 |
| 40 |
3.148 |
2.767 |
0.381 |
12.6% |
0.086 |
2.8% |
69% |
False |
False |
35,906 |
| 60 |
3.148 |
2.762 |
0.386 |
12.7% |
0.081 |
2.7% |
69% |
False |
False |
30,012 |
| 80 |
3.148 |
2.460 |
0.688 |
22.7% |
0.075 |
2.5% |
83% |
False |
False |
24,969 |
| 100 |
3.148 |
2.434 |
0.714 |
23.6% |
0.071 |
2.4% |
83% |
False |
False |
21,633 |
| 120 |
3.148 |
2.267 |
0.881 |
29.1% |
0.070 |
2.3% |
87% |
False |
False |
18,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.494 |
|
2.618 |
3.329 |
|
1.618 |
3.228 |
|
1.000 |
3.166 |
|
0.618 |
3.127 |
|
HIGH |
3.065 |
|
0.618 |
3.026 |
|
0.500 |
3.015 |
|
0.382 |
3.003 |
|
LOW |
2.964 |
|
0.618 |
2.902 |
|
1.000 |
2.863 |
|
1.618 |
2.801 |
|
2.618 |
2.700 |
|
4.250 |
2.535 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.025 |
3.015 |
| PP |
3.020 |
3.000 |
| S1 |
3.015 |
2.985 |
|