NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.044 |
3.063 |
0.019 |
0.6% |
3.188 |
| High |
3.100 |
3.097 |
-0.003 |
-0.1% |
3.202 |
| Low |
3.040 |
3.063 |
0.023 |
0.8% |
3.022 |
| Close |
3.073 |
3.092 |
0.019 |
0.6% |
3.064 |
| Range |
0.060 |
0.034 |
-0.026 |
-43.3% |
0.180 |
| ATR |
0.074 |
0.071 |
-0.003 |
-3.9% |
0.000 |
| Volume |
13,574 |
11,110 |
-2,464 |
-18.2% |
138,218 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.186 |
3.173 |
3.111 |
|
| R3 |
3.152 |
3.139 |
3.101 |
|
| R2 |
3.118 |
3.118 |
3.098 |
|
| R1 |
3.105 |
3.105 |
3.095 |
3.112 |
| PP |
3.084 |
3.084 |
3.084 |
3.087 |
| S1 |
3.071 |
3.071 |
3.089 |
3.078 |
| S2 |
3.050 |
3.050 |
3.086 |
|
| S3 |
3.016 |
3.037 |
3.083 |
|
| S4 |
2.982 |
3.003 |
3.073 |
|
|
| 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 |
3.120 |
3.022 |
0.098 |
3.2% |
0.061 |
2.0% |
71% |
False |
False |
21,351 |
| 10 |
3.299 |
3.022 |
0.277 |
9.0% |
0.068 |
2.2% |
25% |
False |
False |
22,899 |
| 20 |
3.330 |
3.022 |
0.308 |
10.0% |
0.072 |
2.3% |
23% |
False |
False |
19,529 |
| 40 |
3.368 |
3.022 |
0.346 |
11.2% |
0.076 |
2.5% |
20% |
False |
False |
16,231 |
| 60 |
3.368 |
2.867 |
0.501 |
16.2% |
0.069 |
2.2% |
45% |
False |
False |
14,285 |
| 80 |
3.368 |
2.760 |
0.608 |
19.7% |
0.064 |
2.1% |
55% |
False |
False |
12,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.242 |
|
2.618 |
3.186 |
|
1.618 |
3.152 |
|
1.000 |
3.131 |
|
0.618 |
3.118 |
|
HIGH |
3.097 |
|
0.618 |
3.084 |
|
0.500 |
3.080 |
|
0.382 |
3.076 |
|
LOW |
3.063 |
|
0.618 |
3.042 |
|
1.000 |
3.029 |
|
1.618 |
3.008 |
|
2.618 |
2.974 |
|
4.250 |
2.919 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.088 |
3.082 |
| PP |
3.084 |
3.071 |
| S1 |
3.080 |
3.061 |
|