NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.840 |
2.774 |
-0.066 |
-2.3% |
2.745 |
| High |
2.876 |
2.799 |
-0.077 |
-2.7% |
2.911 |
| Low |
2.768 |
2.728 |
-0.040 |
-1.4% |
2.645 |
| Close |
2.771 |
2.733 |
-0.038 |
-1.4% |
2.876 |
| Range |
0.108 |
0.071 |
-0.037 |
-34.3% |
0.266 |
| ATR |
0.104 |
0.101 |
-0.002 |
-2.2% |
0.000 |
| Volume |
128,411 |
107,781 |
-20,630 |
-16.1% |
723,990 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.966 |
2.921 |
2.772 |
|
| R3 |
2.895 |
2.850 |
2.753 |
|
| R2 |
2.824 |
2.824 |
2.746 |
|
| R1 |
2.779 |
2.779 |
2.740 |
2.766 |
| PP |
2.753 |
2.753 |
2.753 |
2.747 |
| S1 |
2.708 |
2.708 |
2.726 |
2.695 |
| S2 |
2.682 |
2.682 |
2.720 |
|
| S3 |
2.611 |
2.637 |
2.713 |
|
| S4 |
2.540 |
2.566 |
2.694 |
|
|
| 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 |
9.7% |
0.114 |
4.2% |
33% |
False |
False |
145,631 |
| 10 |
2.911 |
2.591 |
0.320 |
11.7% |
0.106 |
3.9% |
44% |
False |
False |
124,640 |
| 20 |
2.911 |
2.591 |
0.320 |
11.7% |
0.101 |
3.7% |
44% |
False |
False |
98,910 |
| 40 |
2.990 |
2.532 |
0.458 |
16.8% |
0.097 |
3.5% |
44% |
False |
False |
75,017 |
| 60 |
2.990 |
2.195 |
0.795 |
29.1% |
0.086 |
3.1% |
68% |
False |
False |
59,506 |
| 80 |
2.990 |
2.191 |
0.799 |
29.2% |
0.083 |
3.0% |
68% |
False |
False |
50,174 |
| 100 |
2.990 |
2.143 |
0.847 |
31.0% |
0.080 |
2.9% |
70% |
False |
False |
42,853 |
| 120 |
2.990 |
2.009 |
0.981 |
35.9% |
0.077 |
2.8% |
74% |
False |
False |
37,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.101 |
|
2.618 |
2.985 |
|
1.618 |
2.914 |
|
1.000 |
2.870 |
|
0.618 |
2.843 |
|
HIGH |
2.799 |
|
0.618 |
2.772 |
|
0.500 |
2.764 |
|
0.382 |
2.755 |
|
LOW |
2.728 |
|
0.618 |
2.684 |
|
1.000 |
2.657 |
|
1.618 |
2.613 |
|
2.618 |
2.542 |
|
4.250 |
2.426 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.764 |
2.820 |
| PP |
2.753 |
2.791 |
| S1 |
2.743 |
2.762 |
|