NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.217 |
3.204 |
-0.013 |
-0.4% |
3.039 |
| High |
3.258 |
3.252 |
-0.006 |
-0.2% |
3.258 |
| Low |
3.173 |
3.190 |
0.017 |
0.5% |
3.023 |
| Close |
3.228 |
3.214 |
-0.014 |
-0.4% |
3.228 |
| Range |
0.085 |
0.062 |
-0.023 |
-27.1% |
0.235 |
| ATR |
0.077 |
0.076 |
-0.001 |
-1.4% |
0.000 |
| Volume |
25,507 |
18,618 |
-6,889 |
-27.0% |
118,841 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.405 |
3.371 |
3.248 |
|
| R3 |
3.343 |
3.309 |
3.231 |
|
| R2 |
3.281 |
3.281 |
3.225 |
|
| R1 |
3.247 |
3.247 |
3.220 |
3.264 |
| PP |
3.219 |
3.219 |
3.219 |
3.227 |
| S1 |
3.185 |
3.185 |
3.208 |
3.202 |
| S2 |
3.157 |
3.157 |
3.203 |
|
| S3 |
3.095 |
3.123 |
3.197 |
|
| S4 |
3.033 |
3.061 |
3.180 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.875 |
3.786 |
3.357 |
|
| R3 |
3.640 |
3.551 |
3.293 |
|
| R2 |
3.405 |
3.405 |
3.271 |
|
| R1 |
3.316 |
3.316 |
3.250 |
3.361 |
| PP |
3.170 |
3.170 |
3.170 |
3.192 |
| S1 |
3.081 |
3.081 |
3.206 |
3.126 |
| S2 |
2.935 |
2.935 |
3.185 |
|
| S3 |
2.700 |
2.846 |
3.163 |
|
| S4 |
2.465 |
2.611 |
3.099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.258 |
3.026 |
0.232 |
7.2% |
0.089 |
2.8% |
81% |
False |
False |
21,150 |
| 10 |
3.258 |
3.010 |
0.248 |
7.7% |
0.076 |
2.3% |
82% |
False |
False |
21,336 |
| 20 |
3.299 |
3.010 |
0.289 |
9.0% |
0.073 |
2.3% |
71% |
False |
False |
22,615 |
| 40 |
3.343 |
3.010 |
0.333 |
10.4% |
0.076 |
2.4% |
61% |
False |
False |
18,147 |
| 60 |
3.368 |
3.010 |
0.358 |
11.1% |
0.074 |
2.3% |
57% |
False |
False |
16,393 |
| 80 |
3.368 |
2.760 |
0.608 |
18.9% |
0.068 |
2.1% |
75% |
False |
False |
14,082 |
| 100 |
3.368 |
2.726 |
0.642 |
20.0% |
0.064 |
2.0% |
76% |
False |
False |
12,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.516 |
|
2.618 |
3.414 |
|
1.618 |
3.352 |
|
1.000 |
3.314 |
|
0.618 |
3.290 |
|
HIGH |
3.252 |
|
0.618 |
3.228 |
|
0.500 |
3.221 |
|
0.382 |
3.214 |
|
LOW |
3.190 |
|
0.618 |
3.152 |
|
1.000 |
3.128 |
|
1.618 |
3.090 |
|
2.618 |
3.028 |
|
4.250 |
2.927 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.221 |
3.205 |
| PP |
3.219 |
3.197 |
| S1 |
3.216 |
3.188 |
|