NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.268 |
3.188 |
-0.080 |
-2.4% |
3.295 |
| High |
3.268 |
3.202 |
-0.066 |
-2.0% |
3.325 |
| Low |
3.197 |
3.158 |
-0.039 |
-1.2% |
3.190 |
| Close |
3.217 |
3.191 |
-0.026 |
-0.8% |
3.217 |
| Range |
0.071 |
0.044 |
-0.027 |
-38.0% |
0.135 |
| ATR |
0.076 |
0.075 |
-0.001 |
-1.6% |
0.000 |
| Volume |
23,319 |
24,653 |
1,334 |
5.7% |
104,286 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.316 |
3.297 |
3.215 |
|
| R3 |
3.272 |
3.253 |
3.203 |
|
| R2 |
3.228 |
3.228 |
3.199 |
|
| R1 |
3.209 |
3.209 |
3.195 |
3.219 |
| PP |
3.184 |
3.184 |
3.184 |
3.188 |
| S1 |
3.165 |
3.165 |
3.187 |
3.175 |
| S2 |
3.140 |
3.140 |
3.183 |
|
| S3 |
3.096 |
3.121 |
3.179 |
|
| S4 |
3.052 |
3.077 |
3.167 |
|
|
| 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 |
3.299 |
3.158 |
0.141 |
4.4% |
0.069 |
2.2% |
23% |
False |
True |
22,361 |
| 10 |
3.330 |
3.146 |
0.184 |
5.8% |
0.076 |
2.4% |
24% |
False |
False |
20,044 |
| 20 |
3.330 |
3.095 |
0.235 |
7.4% |
0.071 |
2.2% |
41% |
False |
False |
15,830 |
| 40 |
3.368 |
3.081 |
0.287 |
9.0% |
0.074 |
2.3% |
38% |
False |
False |
14,485 |
| 60 |
3.368 |
2.760 |
0.608 |
19.1% |
0.068 |
2.1% |
71% |
False |
False |
12,584 |
| 80 |
3.368 |
2.747 |
0.621 |
19.5% |
0.064 |
2.0% |
71% |
False |
False |
11,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.389 |
|
2.618 |
3.317 |
|
1.618 |
3.273 |
|
1.000 |
3.246 |
|
0.618 |
3.229 |
|
HIGH |
3.202 |
|
0.618 |
3.185 |
|
0.500 |
3.180 |
|
0.382 |
3.175 |
|
LOW |
3.158 |
|
0.618 |
3.131 |
|
1.000 |
3.114 |
|
1.618 |
3.087 |
|
2.618 |
3.043 |
|
4.250 |
2.971 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.187 |
3.229 |
| PP |
3.184 |
3.216 |
| S1 |
3.180 |
3.204 |
|