NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.204 |
3.215 |
0.011 |
0.3% |
3.039 |
| High |
3.252 |
3.255 |
0.003 |
0.1% |
3.258 |
| Low |
3.190 |
3.139 |
-0.051 |
-1.6% |
3.023 |
| Close |
3.214 |
3.157 |
-0.057 |
-1.8% |
3.228 |
| Range |
0.062 |
0.116 |
0.054 |
87.1% |
0.235 |
| ATR |
0.076 |
0.079 |
0.003 |
3.7% |
0.000 |
| Volume |
18,618 |
30,422 |
11,804 |
63.4% |
118,841 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.532 |
3.460 |
3.221 |
|
| R3 |
3.416 |
3.344 |
3.189 |
|
| R2 |
3.300 |
3.300 |
3.178 |
|
| R1 |
3.228 |
3.228 |
3.168 |
3.206 |
| PP |
3.184 |
3.184 |
3.184 |
3.173 |
| S1 |
3.112 |
3.112 |
3.146 |
3.090 |
| S2 |
3.068 |
3.068 |
3.136 |
|
| S3 |
2.952 |
2.996 |
3.125 |
|
| S4 |
2.836 |
2.880 |
3.093 |
|
|
| 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 |
3.117 |
0.141 |
4.5% |
0.092 |
2.9% |
28% |
False |
False |
22,962 |
| 10 |
3.258 |
3.010 |
0.248 |
7.9% |
0.084 |
2.7% |
59% |
False |
False |
23,267 |
| 20 |
3.299 |
3.010 |
0.289 |
9.2% |
0.076 |
2.4% |
51% |
False |
False |
23,083 |
| 40 |
3.330 |
3.010 |
0.320 |
10.1% |
0.076 |
2.4% |
46% |
False |
False |
18,502 |
| 60 |
3.368 |
3.010 |
0.358 |
11.3% |
0.075 |
2.4% |
41% |
False |
False |
16,762 |
| 80 |
3.368 |
2.760 |
0.608 |
19.3% |
0.068 |
2.2% |
65% |
False |
False |
14,376 |
| 100 |
3.368 |
2.726 |
0.642 |
20.3% |
0.065 |
2.1% |
67% |
False |
False |
12,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.748 |
|
2.618 |
3.559 |
|
1.618 |
3.443 |
|
1.000 |
3.371 |
|
0.618 |
3.327 |
|
HIGH |
3.255 |
|
0.618 |
3.211 |
|
0.500 |
3.197 |
|
0.382 |
3.183 |
|
LOW |
3.139 |
|
0.618 |
3.067 |
|
1.000 |
3.023 |
|
1.618 |
2.951 |
|
2.618 |
2.835 |
|
4.250 |
2.646 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.197 |
3.199 |
| PP |
3.184 |
3.185 |
| S1 |
3.170 |
3.171 |
|