NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.270 |
3.268 |
-0.002 |
-0.1% |
3.295 |
| High |
3.299 |
3.268 |
-0.031 |
-0.9% |
3.325 |
| Low |
3.234 |
3.197 |
-0.037 |
-1.1% |
3.190 |
| Close |
3.267 |
3.217 |
-0.050 |
-1.5% |
3.217 |
| Range |
0.065 |
0.071 |
0.006 |
9.2% |
0.135 |
| ATR |
0.077 |
0.076 |
0.000 |
-0.5% |
0.000 |
| Volume |
20,393 |
23,319 |
2,926 |
14.3% |
104,286 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.440 |
3.400 |
3.256 |
|
| R3 |
3.369 |
3.329 |
3.237 |
|
| R2 |
3.298 |
3.298 |
3.230 |
|
| R1 |
3.258 |
3.258 |
3.224 |
3.243 |
| PP |
3.227 |
3.227 |
3.227 |
3.220 |
| S1 |
3.187 |
3.187 |
3.210 |
3.172 |
| S2 |
3.156 |
3.156 |
3.204 |
|
| S3 |
3.085 |
3.116 |
3.197 |
|
| S4 |
3.014 |
3.045 |
3.178 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.649 |
3.568 |
3.291 |
|
| R3 |
3.514 |
3.433 |
3.254 |
|
| R2 |
3.379 |
3.379 |
3.242 |
|
| R1 |
3.298 |
3.298 |
3.229 |
3.271 |
| PP |
3.244 |
3.244 |
3.244 |
3.231 |
| S1 |
3.163 |
3.163 |
3.205 |
3.136 |
| S2 |
3.109 |
3.109 |
3.192 |
|
| S3 |
2.974 |
3.028 |
3.180 |
|
| S4 |
2.839 |
2.893 |
3.143 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.325 |
3.190 |
0.135 |
4.2% |
0.079 |
2.5% |
20% |
False |
False |
20,857 |
| 10 |
3.330 |
3.146 |
0.184 |
5.7% |
0.077 |
2.4% |
39% |
False |
False |
18,992 |
| 20 |
3.330 |
3.095 |
0.235 |
7.3% |
0.075 |
2.3% |
52% |
False |
False |
15,248 |
| 40 |
3.368 |
3.081 |
0.287 |
8.9% |
0.074 |
2.3% |
47% |
False |
False |
14,119 |
| 60 |
3.368 |
2.760 |
0.608 |
18.9% |
0.068 |
2.1% |
75% |
False |
False |
12,279 |
| 80 |
3.368 |
2.747 |
0.621 |
19.3% |
0.064 |
2.0% |
76% |
False |
False |
10,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.570 |
|
2.618 |
3.454 |
|
1.618 |
3.383 |
|
1.000 |
3.339 |
|
0.618 |
3.312 |
|
HIGH |
3.268 |
|
0.618 |
3.241 |
|
0.500 |
3.233 |
|
0.382 |
3.224 |
|
LOW |
3.197 |
|
0.618 |
3.153 |
|
1.000 |
3.126 |
|
1.618 |
3.082 |
|
2.618 |
3.011 |
|
4.250 |
2.895 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.233 |
3.245 |
| PP |
3.227 |
3.235 |
| S1 |
3.222 |
3.226 |
|