NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.039 |
3.037 |
-0.002 |
-0.1% |
3.044 |
| High |
3.080 |
3.130 |
0.050 |
1.6% |
3.125 |
| Low |
3.023 |
3.026 |
0.003 |
0.1% |
3.010 |
| Close |
3.046 |
3.128 |
0.082 |
2.7% |
3.022 |
| Range |
0.057 |
0.104 |
0.047 |
82.5% |
0.115 |
| ATR |
0.071 |
0.073 |
0.002 |
3.3% |
0.000 |
| Volume |
31,706 |
21,364 |
-10,342 |
-32.6% |
89,475 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.407 |
3.371 |
3.185 |
|
| R3 |
3.303 |
3.267 |
3.157 |
|
| R2 |
3.199 |
3.199 |
3.147 |
|
| R1 |
3.163 |
3.163 |
3.138 |
3.181 |
| PP |
3.095 |
3.095 |
3.095 |
3.104 |
| S1 |
3.059 |
3.059 |
3.118 |
3.077 |
| S2 |
2.991 |
2.991 |
3.109 |
|
| S3 |
2.887 |
2.955 |
3.099 |
|
| S4 |
2.783 |
2.851 |
3.071 |
|
|
| 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 |
3.130 |
3.010 |
0.120 |
3.8% |
0.076 |
2.4% |
98% |
True |
False |
23,572 |
| 10 |
3.130 |
3.010 |
0.120 |
3.8% |
0.068 |
2.2% |
98% |
True |
False |
22,461 |
| 20 |
3.330 |
3.010 |
0.320 |
10.2% |
0.074 |
2.4% |
37% |
False |
False |
22,290 |
| 40 |
3.368 |
3.010 |
0.358 |
11.4% |
0.076 |
2.4% |
33% |
False |
False |
17,734 |
| 60 |
3.368 |
2.950 |
0.418 |
13.4% |
0.071 |
2.3% |
43% |
False |
False |
15,697 |
| 80 |
3.368 |
2.760 |
0.608 |
19.4% |
0.066 |
2.1% |
61% |
False |
False |
13,281 |
| 100 |
3.368 |
2.700 |
0.668 |
21.4% |
0.063 |
2.0% |
64% |
False |
False |
12,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.572 |
|
2.618 |
3.402 |
|
1.618 |
3.298 |
|
1.000 |
3.234 |
|
0.618 |
3.194 |
|
HIGH |
3.130 |
|
0.618 |
3.090 |
|
0.500 |
3.078 |
|
0.382 |
3.066 |
|
LOW |
3.026 |
|
0.618 |
2.962 |
|
1.000 |
2.922 |
|
1.618 |
2.858 |
|
2.618 |
2.754 |
|
4.250 |
2.584 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.111 |
3.109 |
| PP |
3.095 |
3.089 |
| S1 |
3.078 |
3.070 |
|