NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.842 |
2.829 |
-0.013 |
-0.5% |
2.840 |
| High |
2.885 |
2.832 |
-0.053 |
-1.8% |
2.885 |
| Low |
2.810 |
2.756 |
-0.054 |
-1.9% |
2.722 |
| Close |
2.834 |
2.772 |
-0.062 |
-2.2% |
2.772 |
| Range |
0.075 |
0.076 |
0.001 |
1.3% |
0.163 |
| ATR |
0.102 |
0.100 |
-0.002 |
-1.7% |
0.000 |
| Volume |
148,296 |
145,174 |
-3,122 |
-2.1% |
685,366 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.015 |
2.969 |
2.814 |
|
| R3 |
2.939 |
2.893 |
2.793 |
|
| R2 |
2.863 |
2.863 |
2.786 |
|
| R1 |
2.817 |
2.817 |
2.779 |
2.802 |
| PP |
2.787 |
2.787 |
2.787 |
2.779 |
| S1 |
2.741 |
2.741 |
2.765 |
2.726 |
| S2 |
2.711 |
2.711 |
2.758 |
|
| S3 |
2.635 |
2.665 |
2.751 |
|
| S4 |
2.559 |
2.589 |
2.730 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.282 |
3.190 |
2.862 |
|
| R3 |
3.119 |
3.027 |
2.817 |
|
| R2 |
2.956 |
2.956 |
2.802 |
|
| R1 |
2.864 |
2.864 |
2.787 |
2.829 |
| PP |
2.793 |
2.793 |
2.793 |
2.775 |
| S1 |
2.701 |
2.701 |
2.757 |
2.666 |
| S2 |
2.630 |
2.630 |
2.742 |
|
| S3 |
2.467 |
2.538 |
2.727 |
|
| S4 |
2.304 |
2.375 |
2.682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.885 |
2.722 |
0.163 |
5.9% |
0.095 |
3.4% |
31% |
False |
False |
137,073 |
| 10 |
2.911 |
2.645 |
0.266 |
9.6% |
0.105 |
3.8% |
48% |
False |
False |
140,935 |
| 20 |
2.911 |
2.591 |
0.320 |
11.5% |
0.101 |
3.6% |
57% |
False |
False |
112,637 |
| 40 |
2.990 |
2.591 |
0.399 |
14.4% |
0.097 |
3.5% |
45% |
False |
False |
80,076 |
| 60 |
2.990 |
2.195 |
0.795 |
28.7% |
0.088 |
3.2% |
73% |
False |
False |
65,653 |
| 80 |
2.990 |
2.191 |
0.799 |
28.8% |
0.084 |
3.0% |
73% |
False |
False |
55,004 |
| 100 |
2.990 |
2.150 |
0.840 |
30.3% |
0.081 |
2.9% |
74% |
False |
False |
47,026 |
| 120 |
2.990 |
2.009 |
0.981 |
35.4% |
0.078 |
2.8% |
78% |
False |
False |
41,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.155 |
|
2.618 |
3.031 |
|
1.618 |
2.955 |
|
1.000 |
2.908 |
|
0.618 |
2.879 |
|
HIGH |
2.832 |
|
0.618 |
2.803 |
|
0.500 |
2.794 |
|
0.382 |
2.785 |
|
LOW |
2.756 |
|
0.618 |
2.709 |
|
1.000 |
2.680 |
|
1.618 |
2.633 |
|
2.618 |
2.557 |
|
4.250 |
2.433 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.794 |
2.804 |
| PP |
2.787 |
2.793 |
| S1 |
2.779 |
2.783 |
|