NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.215 |
3.160 |
-0.055 |
-1.7% |
3.039 |
| High |
3.255 |
3.212 |
-0.043 |
-1.3% |
3.258 |
| Low |
3.139 |
3.136 |
-0.003 |
-0.1% |
3.023 |
| Close |
3.157 |
3.203 |
0.046 |
1.5% |
3.228 |
| Range |
0.116 |
0.076 |
-0.040 |
-34.5% |
0.235 |
| ATR |
0.079 |
0.079 |
0.000 |
-0.3% |
0.000 |
| Volume |
30,422 |
30,411 |
-11 |
0.0% |
118,841 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.412 |
3.383 |
3.245 |
|
| R3 |
3.336 |
3.307 |
3.224 |
|
| R2 |
3.260 |
3.260 |
3.217 |
|
| R1 |
3.231 |
3.231 |
3.210 |
3.246 |
| PP |
3.184 |
3.184 |
3.184 |
3.191 |
| S1 |
3.155 |
3.155 |
3.196 |
3.170 |
| S2 |
3.108 |
3.108 |
3.189 |
|
| S3 |
3.032 |
3.079 |
3.182 |
|
| S4 |
2.956 |
3.003 |
3.161 |
|
|
| 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 |
3.118 |
0.140 |
4.4% |
0.091 |
2.8% |
61% |
False |
False |
25,098 |
| 10 |
3.258 |
3.010 |
0.248 |
7.7% |
0.086 |
2.7% |
78% |
False |
False |
24,443 |
| 20 |
3.299 |
3.010 |
0.289 |
9.0% |
0.075 |
2.3% |
67% |
False |
False |
23,484 |
| 40 |
3.330 |
3.010 |
0.320 |
10.0% |
0.075 |
2.3% |
60% |
False |
False |
18,924 |
| 60 |
3.368 |
3.010 |
0.358 |
11.2% |
0.075 |
2.3% |
54% |
False |
False |
17,069 |
| 80 |
3.368 |
2.760 |
0.608 |
19.0% |
0.069 |
2.1% |
73% |
False |
False |
14,692 |
| 100 |
3.368 |
2.747 |
0.621 |
19.4% |
0.066 |
2.0% |
73% |
False |
False |
13,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.535 |
|
2.618 |
3.411 |
|
1.618 |
3.335 |
|
1.000 |
3.288 |
|
0.618 |
3.259 |
|
HIGH |
3.212 |
|
0.618 |
3.183 |
|
0.500 |
3.174 |
|
0.382 |
3.165 |
|
LOW |
3.136 |
|
0.618 |
3.089 |
|
1.000 |
3.060 |
|
1.618 |
3.013 |
|
2.618 |
2.937 |
|
4.250 |
2.813 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.193 |
3.201 |
| PP |
3.184 |
3.198 |
| S1 |
3.174 |
3.196 |
|