NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.749 |
2.738 |
-0.011 |
-0.4% |
2.840 |
| High |
2.761 |
2.744 |
-0.017 |
-0.6% |
2.885 |
| Low |
2.705 |
2.605 |
-0.100 |
-3.7% |
2.722 |
| Close |
2.748 |
2.615 |
-0.133 |
-4.8% |
2.772 |
| Range |
0.056 |
0.139 |
0.083 |
148.2% |
0.163 |
| ATR |
0.098 |
0.101 |
0.003 |
3.3% |
0.000 |
| Volume |
175,884 |
221,206 |
45,322 |
25.8% |
685,366 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.072 |
2.982 |
2.691 |
|
| R3 |
2.933 |
2.843 |
2.653 |
|
| R2 |
2.794 |
2.794 |
2.640 |
|
| R1 |
2.704 |
2.704 |
2.628 |
2.680 |
| PP |
2.655 |
2.655 |
2.655 |
2.642 |
| S1 |
2.565 |
2.565 |
2.602 |
2.541 |
| S2 |
2.516 |
2.516 |
2.590 |
|
| S3 |
2.377 |
2.426 |
2.577 |
|
| S4 |
2.238 |
2.287 |
2.539 |
|
|
| 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 |
2.605 |
0.280 |
10.7% |
0.098 |
3.7% |
4% |
False |
True |
169,252 |
| 10 |
2.911 |
2.605 |
0.306 |
11.7% |
0.106 |
4.1% |
3% |
False |
True |
157,442 |
| 20 |
2.911 |
2.591 |
0.320 |
12.2% |
0.098 |
3.8% |
8% |
False |
False |
122,459 |
| 40 |
2.990 |
2.591 |
0.399 |
15.3% |
0.099 |
3.8% |
6% |
False |
False |
86,776 |
| 60 |
2.990 |
2.195 |
0.795 |
30.4% |
0.090 |
3.4% |
53% |
False |
False |
71,457 |
| 80 |
2.990 |
2.191 |
0.799 |
30.6% |
0.085 |
3.3% |
53% |
False |
False |
59,546 |
| 100 |
2.990 |
2.150 |
0.840 |
32.1% |
0.082 |
3.1% |
55% |
False |
False |
50,754 |
| 120 |
2.990 |
2.009 |
0.981 |
37.5% |
0.078 |
3.0% |
62% |
False |
False |
44,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.335 |
|
2.618 |
3.108 |
|
1.618 |
2.969 |
|
1.000 |
2.883 |
|
0.618 |
2.830 |
|
HIGH |
2.744 |
|
0.618 |
2.691 |
|
0.500 |
2.675 |
|
0.382 |
2.658 |
|
LOW |
2.605 |
|
0.618 |
2.519 |
|
1.000 |
2.466 |
|
1.618 |
2.380 |
|
2.618 |
2.241 |
|
4.250 |
2.014 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.675 |
2.719 |
| PP |
2.655 |
2.684 |
| S1 |
2.635 |
2.650 |
|