NYMEX Natural Gas Future December 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 |
3.031 |
3.044 |
0.013 |
0.4% |
3.188 |
| High |
3.097 |
3.100 |
0.003 |
0.1% |
3.202 |
| Low |
3.022 |
3.040 |
0.018 |
0.6% |
3.022 |
| Close |
3.064 |
3.073 |
0.009 |
0.3% |
3.064 |
| Range |
0.075 |
0.060 |
-0.015 |
-20.0% |
0.180 |
| ATR |
0.075 |
0.074 |
-0.001 |
-1.5% |
0.000 |
| Volume |
19,955 |
13,574 |
-6,381 |
-32.0% |
138,218 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.251 |
3.222 |
3.106 |
|
| R3 |
3.191 |
3.162 |
3.090 |
|
| R2 |
3.131 |
3.131 |
3.084 |
|
| R1 |
3.102 |
3.102 |
3.079 |
3.117 |
| PP |
3.071 |
3.071 |
3.071 |
3.078 |
| S1 |
3.042 |
3.042 |
3.068 |
3.057 |
| S2 |
3.011 |
3.011 |
3.062 |
|
| S3 |
2.951 |
2.982 |
3.057 |
|
| S4 |
2.891 |
2.922 |
3.040 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.636 |
3.530 |
3.163 |
|
| R3 |
3.456 |
3.350 |
3.114 |
|
| R2 |
3.276 |
3.276 |
3.097 |
|
| R1 |
3.170 |
3.170 |
3.081 |
3.133 |
| PP |
3.096 |
3.096 |
3.096 |
3.078 |
| S1 |
2.990 |
2.990 |
3.048 |
2.953 |
| S2 |
2.916 |
2.916 |
3.031 |
|
| S3 |
2.736 |
2.810 |
3.015 |
|
| S4 |
2.556 |
2.630 |
2.965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.188 |
3.022 |
0.166 |
5.4% |
0.073 |
2.4% |
31% |
False |
False |
25,427 |
| 10 |
3.299 |
3.022 |
0.277 |
9.0% |
0.071 |
2.3% |
18% |
False |
False |
23,894 |
| 20 |
3.330 |
3.022 |
0.308 |
10.0% |
0.073 |
2.4% |
17% |
False |
False |
19,398 |
| 40 |
3.368 |
3.022 |
0.346 |
11.3% |
0.077 |
2.5% |
15% |
False |
False |
16,307 |
| 60 |
3.368 |
2.867 |
0.501 |
16.3% |
0.070 |
2.3% |
41% |
False |
False |
14,172 |
| 80 |
3.368 |
2.760 |
0.608 |
19.8% |
0.065 |
2.1% |
51% |
False |
False |
12,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.355 |
|
2.618 |
3.257 |
|
1.618 |
3.197 |
|
1.000 |
3.160 |
|
0.618 |
3.137 |
|
HIGH |
3.100 |
|
0.618 |
3.077 |
|
0.500 |
3.070 |
|
0.382 |
3.063 |
|
LOW |
3.040 |
|
0.618 |
3.003 |
|
1.000 |
2.980 |
|
1.618 |
2.943 |
|
2.618 |
2.883 |
|
4.250 |
2.785 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.072 |
3.069 |
| PP |
3.071 |
3.065 |
| S1 |
3.070 |
3.061 |
|