NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.067 |
3.111 |
0.044 |
1.4% |
3.044 |
| High |
3.125 |
3.111 |
-0.014 |
-0.4% |
3.125 |
| Low |
3.058 |
3.010 |
-0.048 |
-1.6% |
3.010 |
| Close |
3.110 |
3.022 |
-0.088 |
-2.8% |
3.022 |
| Range |
0.067 |
0.101 |
0.034 |
50.7% |
0.115 |
| ATR |
0.070 |
0.072 |
0.002 |
3.2% |
0.000 |
| Volume |
20,432 |
25,712 |
5,280 |
25.8% |
89,475 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.351 |
3.287 |
3.078 |
|
| R3 |
3.250 |
3.186 |
3.050 |
|
| R2 |
3.149 |
3.149 |
3.041 |
|
| R1 |
3.085 |
3.085 |
3.031 |
3.067 |
| PP |
3.048 |
3.048 |
3.048 |
3.038 |
| S1 |
2.984 |
2.984 |
3.013 |
2.966 |
| S2 |
2.947 |
2.947 |
3.003 |
|
| S3 |
2.846 |
2.883 |
2.994 |
|
| S4 |
2.745 |
2.782 |
2.966 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.397 |
3.325 |
3.085 |
|
| R3 |
3.282 |
3.210 |
3.054 |
|
| R2 |
3.167 |
3.167 |
3.043 |
|
| R1 |
3.095 |
3.095 |
3.033 |
3.074 |
| PP |
3.052 |
3.052 |
3.052 |
3.042 |
| S1 |
2.980 |
2.980 |
3.011 |
2.959 |
| S2 |
2.937 |
2.937 |
3.001 |
|
| S3 |
2.822 |
2.865 |
2.990 |
|
| S4 |
2.707 |
2.750 |
2.959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.125 |
3.010 |
0.115 |
3.8% |
0.062 |
2.1% |
10% |
False |
True |
17,895 |
| 10 |
3.202 |
3.010 |
0.192 |
6.4% |
0.066 |
2.2% |
6% |
False |
True |
22,769 |
| 20 |
3.330 |
3.010 |
0.320 |
10.6% |
0.072 |
2.4% |
4% |
False |
True |
20,880 |
| 40 |
3.368 |
3.010 |
0.358 |
11.8% |
0.076 |
2.5% |
3% |
False |
True |
16,882 |
| 60 |
3.368 |
2.927 |
0.441 |
14.6% |
0.070 |
2.3% |
22% |
False |
False |
15,073 |
| 80 |
3.368 |
2.760 |
0.608 |
20.1% |
0.065 |
2.1% |
43% |
False |
False |
12,812 |
| 100 |
3.368 |
2.700 |
0.668 |
22.1% |
0.063 |
2.1% |
48% |
False |
False |
11,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.540 |
|
2.618 |
3.375 |
|
1.618 |
3.274 |
|
1.000 |
3.212 |
|
0.618 |
3.173 |
|
HIGH |
3.111 |
|
0.618 |
3.072 |
|
0.500 |
3.061 |
|
0.382 |
3.049 |
|
LOW |
3.010 |
|
0.618 |
2.948 |
|
1.000 |
2.909 |
|
1.618 |
2.847 |
|
2.618 |
2.746 |
|
4.250 |
2.581 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.061 |
3.068 |
| PP |
3.048 |
3.052 |
| S1 |
3.035 |
3.037 |
|