NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.111 |
3.039 |
-0.072 |
-2.3% |
3.044 |
| High |
3.111 |
3.080 |
-0.031 |
-1.0% |
3.125 |
| Low |
3.010 |
3.023 |
0.013 |
0.4% |
3.010 |
| Close |
3.022 |
3.046 |
0.024 |
0.8% |
3.022 |
| Range |
0.101 |
0.057 |
-0.044 |
-43.6% |
0.115 |
| ATR |
0.072 |
0.071 |
-0.001 |
-1.4% |
0.000 |
| Volume |
25,712 |
31,706 |
5,994 |
23.3% |
89,475 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.221 |
3.190 |
3.077 |
|
| R3 |
3.164 |
3.133 |
3.062 |
|
| R2 |
3.107 |
3.107 |
3.056 |
|
| R1 |
3.076 |
3.076 |
3.051 |
3.092 |
| PP |
3.050 |
3.050 |
3.050 |
3.057 |
| S1 |
3.019 |
3.019 |
3.041 |
3.035 |
| S2 |
2.993 |
2.993 |
3.036 |
|
| S3 |
2.936 |
2.962 |
3.030 |
|
| S4 |
2.879 |
2.905 |
3.015 |
|
|
| 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 |
2.0% |
31% |
False |
False |
21,521 |
| 10 |
3.188 |
3.010 |
0.178 |
5.8% |
0.067 |
2.2% |
20% |
False |
False |
23,474 |
| 20 |
3.330 |
3.010 |
0.320 |
10.5% |
0.072 |
2.4% |
11% |
False |
False |
21,759 |
| 40 |
3.368 |
3.010 |
0.358 |
11.8% |
0.075 |
2.5% |
10% |
False |
False |
17,435 |
| 60 |
3.368 |
2.927 |
0.441 |
14.5% |
0.070 |
2.3% |
27% |
False |
False |
15,465 |
| 80 |
3.368 |
2.760 |
0.608 |
20.0% |
0.065 |
2.1% |
47% |
False |
False |
13,139 |
| 100 |
3.368 |
2.700 |
0.668 |
21.9% |
0.063 |
2.1% |
52% |
False |
False |
11,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.322 |
|
2.618 |
3.229 |
|
1.618 |
3.172 |
|
1.000 |
3.137 |
|
0.618 |
3.115 |
|
HIGH |
3.080 |
|
0.618 |
3.058 |
|
0.500 |
3.052 |
|
0.382 |
3.045 |
|
LOW |
3.023 |
|
0.618 |
2.988 |
|
1.000 |
2.966 |
|
1.618 |
2.931 |
|
2.618 |
2.874 |
|
4.250 |
2.781 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.052 |
3.068 |
| PP |
3.050 |
3.060 |
| S1 |
3.048 |
3.053 |
|