NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.857 |
2.840 |
-0.017 |
-0.6% |
2.745 |
| High |
2.911 |
2.876 |
-0.035 |
-1.2% |
2.911 |
| Low |
2.837 |
2.768 |
-0.069 |
-2.4% |
2.645 |
| Close |
2.876 |
2.771 |
-0.105 |
-3.7% |
2.876 |
| Range |
0.074 |
0.108 |
0.034 |
45.9% |
0.266 |
| ATR |
0.103 |
0.104 |
0.000 |
0.3% |
0.000 |
| Volume |
116,827 |
128,411 |
11,584 |
9.9% |
723,990 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.129 |
3.058 |
2.830 |
|
| R3 |
3.021 |
2.950 |
2.801 |
|
| R2 |
2.913 |
2.913 |
2.791 |
|
| R1 |
2.842 |
2.842 |
2.781 |
2.824 |
| PP |
2.805 |
2.805 |
2.805 |
2.796 |
| S1 |
2.734 |
2.734 |
2.761 |
2.716 |
| S2 |
2.697 |
2.697 |
2.751 |
|
| S3 |
2.589 |
2.626 |
2.741 |
|
| S4 |
2.481 |
2.518 |
2.712 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.609 |
3.508 |
3.022 |
|
| R3 |
3.343 |
3.242 |
2.949 |
|
| R2 |
3.077 |
3.077 |
2.925 |
|
| R1 |
2.976 |
2.976 |
2.900 |
3.027 |
| PP |
2.811 |
2.811 |
2.811 |
2.836 |
| S1 |
2.710 |
2.710 |
2.852 |
2.761 |
| S2 |
2.545 |
2.545 |
2.827 |
|
| S3 |
2.279 |
2.444 |
2.803 |
|
| S4 |
2.013 |
2.178 |
2.730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.911 |
2.645 |
0.266 |
9.6% |
0.118 |
4.3% |
47% |
False |
False |
148,777 |
| 10 |
2.911 |
2.591 |
0.320 |
11.5% |
0.106 |
3.8% |
56% |
False |
False |
120,639 |
| 20 |
2.944 |
2.591 |
0.353 |
12.7% |
0.107 |
3.8% |
51% |
False |
False |
97,360 |
| 40 |
2.990 |
2.518 |
0.472 |
17.0% |
0.097 |
3.5% |
54% |
False |
False |
73,102 |
| 60 |
2.990 |
2.195 |
0.795 |
28.7% |
0.086 |
3.1% |
72% |
False |
False |
58,106 |
| 80 |
2.990 |
2.191 |
0.799 |
28.8% |
0.082 |
3.0% |
73% |
False |
False |
49,056 |
| 100 |
2.990 |
2.102 |
0.888 |
32.0% |
0.080 |
2.9% |
75% |
False |
False |
41,935 |
| 120 |
2.990 |
2.009 |
0.981 |
35.4% |
0.077 |
2.8% |
78% |
False |
False |
36,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.335 |
|
2.618 |
3.159 |
|
1.618 |
3.051 |
|
1.000 |
2.984 |
|
0.618 |
2.943 |
|
HIGH |
2.876 |
|
0.618 |
2.835 |
|
0.500 |
2.822 |
|
0.382 |
2.809 |
|
LOW |
2.768 |
|
0.618 |
2.701 |
|
1.000 |
2.660 |
|
1.618 |
2.593 |
|
2.618 |
2.485 |
|
4.250 |
2.309 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.822 |
2.781 |
| PP |
2.805 |
2.778 |
| S1 |
2.788 |
2.774 |
|