NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.829 |
2.749 |
-0.080 |
-2.8% |
2.840 |
| High |
2.832 |
2.761 |
-0.071 |
-2.5% |
2.885 |
| Low |
2.756 |
2.705 |
-0.051 |
-1.9% |
2.722 |
| Close |
2.772 |
2.748 |
-0.024 |
-0.9% |
2.772 |
| Range |
0.076 |
0.056 |
-0.020 |
-26.3% |
0.163 |
| ATR |
0.100 |
0.098 |
-0.002 |
-2.4% |
0.000 |
| Volume |
145,174 |
175,884 |
30,710 |
21.2% |
685,366 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.906 |
2.883 |
2.779 |
|
| R3 |
2.850 |
2.827 |
2.763 |
|
| R2 |
2.794 |
2.794 |
2.758 |
|
| R1 |
2.771 |
2.771 |
2.753 |
2.755 |
| PP |
2.738 |
2.738 |
2.738 |
2.730 |
| S1 |
2.715 |
2.715 |
2.743 |
2.699 |
| S2 |
2.682 |
2.682 |
2.738 |
|
| S3 |
2.626 |
2.659 |
2.733 |
|
| S4 |
2.570 |
2.603 |
2.717 |
|
|
| 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 |
2.705 |
0.180 |
6.6% |
0.084 |
3.1% |
24% |
False |
True |
146,567 |
| 10 |
2.911 |
2.645 |
0.266 |
9.7% |
0.101 |
3.7% |
39% |
False |
False |
147,672 |
| 20 |
2.911 |
2.591 |
0.320 |
11.6% |
0.095 |
3.4% |
49% |
False |
False |
117,039 |
| 40 |
2.990 |
2.591 |
0.399 |
14.5% |
0.097 |
3.5% |
39% |
False |
False |
82,882 |
| 60 |
2.990 |
2.195 |
0.795 |
28.9% |
0.088 |
3.2% |
70% |
False |
False |
68,168 |
| 80 |
2.990 |
2.191 |
0.799 |
29.1% |
0.084 |
3.1% |
70% |
False |
False |
56,988 |
| 100 |
2.990 |
2.150 |
0.840 |
30.6% |
0.081 |
3.0% |
71% |
False |
False |
48,710 |
| 120 |
2.990 |
2.009 |
0.981 |
35.7% |
0.078 |
2.8% |
75% |
False |
False |
42,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.999 |
|
2.618 |
2.908 |
|
1.618 |
2.852 |
|
1.000 |
2.817 |
|
0.618 |
2.796 |
|
HIGH |
2.761 |
|
0.618 |
2.740 |
|
0.500 |
2.733 |
|
0.382 |
2.726 |
|
LOW |
2.705 |
|
0.618 |
2.670 |
|
1.000 |
2.649 |
|
1.618 |
2.614 |
|
2.618 |
2.558 |
|
4.250 |
2.467 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.743 |
2.795 |
| PP |
2.738 |
2.779 |
| S1 |
2.733 |
2.764 |
|