NYMEX Natural Gas Future January 2017
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.353 |
3.308 |
-0.045 |
-1.3% |
3.347 |
| High |
3.377 |
3.401 |
0.024 |
0.7% |
3.447 |
| Low |
3.308 |
3.308 |
0.000 |
0.0% |
3.274 |
| Close |
3.315 |
3.392 |
0.077 |
2.3% |
3.436 |
| Range |
0.069 |
0.093 |
0.024 |
34.8% |
0.173 |
| ATR |
0.077 |
0.078 |
0.001 |
1.5% |
0.000 |
| Volume |
28,368 |
32,765 |
4,397 |
15.5% |
115,558 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.646 |
3.612 |
3.443 |
|
| R3 |
3.553 |
3.519 |
3.418 |
|
| R2 |
3.460 |
3.460 |
3.409 |
|
| R1 |
3.426 |
3.426 |
3.401 |
3.443 |
| PP |
3.367 |
3.367 |
3.367 |
3.376 |
| S1 |
3.333 |
3.333 |
3.383 |
3.350 |
| S2 |
3.274 |
3.274 |
3.375 |
|
| S3 |
3.181 |
3.240 |
3.366 |
|
| S4 |
3.088 |
3.147 |
3.341 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.905 |
3.843 |
3.531 |
|
| R3 |
3.732 |
3.670 |
3.484 |
|
| R2 |
3.559 |
3.559 |
3.468 |
|
| R1 |
3.497 |
3.497 |
3.452 |
3.528 |
| PP |
3.386 |
3.386 |
3.386 |
3.401 |
| S1 |
3.324 |
3.324 |
3.420 |
3.355 |
| S2 |
3.213 |
3.213 |
3.404 |
|
| S3 |
3.040 |
3.151 |
3.388 |
|
| S4 |
2.867 |
2.978 |
3.341 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.447 |
3.279 |
0.168 |
5.0% |
0.096 |
2.8% |
67% |
False |
False |
30,712 |
| 10 |
3.447 |
3.227 |
0.220 |
6.5% |
0.080 |
2.4% |
75% |
False |
False |
24,871 |
| 20 |
3.447 |
3.227 |
0.220 |
6.5% |
0.075 |
2.2% |
75% |
False |
False |
21,096 |
| 40 |
3.496 |
3.212 |
0.284 |
8.4% |
0.075 |
2.2% |
63% |
False |
False |
22,847 |
| 60 |
3.496 |
2.895 |
0.601 |
17.7% |
0.068 |
2.0% |
83% |
False |
False |
20,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.796 |
|
2.618 |
3.644 |
|
1.618 |
3.551 |
|
1.000 |
3.494 |
|
0.618 |
3.458 |
|
HIGH |
3.401 |
|
0.618 |
3.365 |
|
0.500 |
3.355 |
|
0.382 |
3.344 |
|
LOW |
3.308 |
|
0.618 |
3.251 |
|
1.000 |
3.215 |
|
1.618 |
3.158 |
|
2.618 |
3.065 |
|
4.250 |
2.913 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.380 |
3.387 |
| PP |
3.367 |
3.381 |
| S1 |
3.355 |
3.376 |
|