NYMEX Natural Gas Future September 2016
| 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 |
2.774 |
2.734 |
-0.040 |
-1.4% |
2.745 |
| High |
2.799 |
2.866 |
0.067 |
2.4% |
2.911 |
| Low |
2.728 |
2.722 |
-0.006 |
-0.2% |
2.645 |
| Close |
2.733 |
2.839 |
0.106 |
3.9% |
2.876 |
| Range |
0.071 |
0.144 |
0.073 |
102.8% |
0.266 |
| ATR |
0.101 |
0.104 |
0.003 |
3.0% |
0.000 |
| Volume |
107,781 |
155,704 |
47,923 |
44.5% |
723,990 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.241 |
3.184 |
2.918 |
|
| R3 |
3.097 |
3.040 |
2.879 |
|
| R2 |
2.953 |
2.953 |
2.865 |
|
| R1 |
2.896 |
2.896 |
2.852 |
2.925 |
| PP |
2.809 |
2.809 |
2.809 |
2.823 |
| S1 |
2.752 |
2.752 |
2.826 |
2.781 |
| S2 |
2.665 |
2.665 |
2.813 |
|
| S3 |
2.521 |
2.608 |
2.799 |
|
| S4 |
2.377 |
2.464 |
2.760 |
|
|
| 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 |
2.651 |
0.260 |
9.2% |
0.128 |
4.5% |
72% |
False |
False |
151,611 |
| 10 |
2.911 |
2.591 |
0.320 |
11.3% |
0.112 |
3.9% |
78% |
False |
False |
131,664 |
| 20 |
2.911 |
2.591 |
0.320 |
11.3% |
0.103 |
3.6% |
78% |
False |
False |
103,731 |
| 40 |
2.990 |
2.573 |
0.417 |
14.7% |
0.098 |
3.5% |
64% |
False |
False |
77,230 |
| 60 |
2.990 |
2.195 |
0.795 |
28.0% |
0.088 |
3.1% |
81% |
False |
False |
61,757 |
| 80 |
2.990 |
2.191 |
0.799 |
28.1% |
0.084 |
3.0% |
81% |
False |
False |
51,849 |
| 100 |
2.990 |
2.143 |
0.847 |
29.8% |
0.081 |
2.9% |
82% |
False |
False |
44,295 |
| 120 |
2.990 |
2.009 |
0.981 |
34.6% |
0.077 |
2.7% |
85% |
False |
False |
38,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.478 |
|
2.618 |
3.243 |
|
1.618 |
3.099 |
|
1.000 |
3.010 |
|
0.618 |
2.955 |
|
HIGH |
2.866 |
|
0.618 |
2.811 |
|
0.500 |
2.794 |
|
0.382 |
2.777 |
|
LOW |
2.722 |
|
0.618 |
2.633 |
|
1.000 |
2.578 |
|
1.618 |
2.489 |
|
2.618 |
2.345 |
|
4.250 |
2.110 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.824 |
2.826 |
| PP |
2.809 |
2.812 |
| S1 |
2.794 |
2.799 |
|