NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.734 |
2.842 |
0.108 |
4.0% |
2.745 |
| High |
2.866 |
2.885 |
0.019 |
0.7% |
2.911 |
| Low |
2.722 |
2.810 |
0.088 |
3.2% |
2.645 |
| Close |
2.839 |
2.834 |
-0.005 |
-0.2% |
2.876 |
| Range |
0.144 |
0.075 |
-0.069 |
-47.9% |
0.266 |
| ATR |
0.104 |
0.102 |
-0.002 |
-2.0% |
0.000 |
| Volume |
155,704 |
148,296 |
-7,408 |
-4.8% |
723,990 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.068 |
3.026 |
2.875 |
|
| R3 |
2.993 |
2.951 |
2.855 |
|
| R2 |
2.918 |
2.918 |
2.848 |
|
| R1 |
2.876 |
2.876 |
2.841 |
2.860 |
| PP |
2.843 |
2.843 |
2.843 |
2.835 |
| S1 |
2.801 |
2.801 |
2.827 |
2.785 |
| S2 |
2.768 |
2.768 |
2.820 |
|
| S3 |
2.693 |
2.726 |
2.813 |
|
| S4 |
2.618 |
2.651 |
2.793 |
|
|
| 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 |
2.722 |
0.189 |
6.7% |
0.094 |
3.3% |
59% |
False |
False |
131,403 |
| 10 |
2.911 |
2.631 |
0.280 |
9.9% |
0.111 |
3.9% |
73% |
False |
False |
137,329 |
| 20 |
2.911 |
2.591 |
0.320 |
11.3% |
0.100 |
3.5% |
76% |
False |
False |
108,242 |
| 40 |
2.990 |
2.573 |
0.417 |
14.7% |
0.099 |
3.5% |
63% |
False |
False |
79,177 |
| 60 |
2.990 |
2.195 |
0.795 |
28.1% |
0.088 |
3.1% |
80% |
False |
False |
63,787 |
| 80 |
2.990 |
2.191 |
0.799 |
28.2% |
0.084 |
3.0% |
80% |
False |
False |
53,472 |
| 100 |
2.990 |
2.150 |
0.840 |
29.6% |
0.081 |
2.9% |
81% |
False |
False |
45,675 |
| 120 |
2.990 |
2.009 |
0.981 |
34.6% |
0.078 |
2.7% |
84% |
False |
False |
40,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.204 |
|
2.618 |
3.081 |
|
1.618 |
3.006 |
|
1.000 |
2.960 |
|
0.618 |
2.931 |
|
HIGH |
2.885 |
|
0.618 |
2.856 |
|
0.500 |
2.848 |
|
0.382 |
2.839 |
|
LOW |
2.810 |
|
0.618 |
2.764 |
|
1.000 |
2.735 |
|
1.618 |
2.689 |
|
2.618 |
2.614 |
|
4.250 |
2.491 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.848 |
2.824 |
| PP |
2.843 |
2.814 |
| S1 |
2.839 |
2.804 |
|