NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.619 |
2.570 |
-0.049 |
-1.9% |
2.840 |
| High |
2.650 |
2.605 |
-0.045 |
-1.7% |
2.885 |
| Low |
2.551 |
2.529 |
-0.022 |
-0.9% |
2.722 |
| Close |
2.561 |
2.551 |
-0.010 |
-0.4% |
2.772 |
| Range |
0.099 |
0.076 |
-0.023 |
-23.2% |
0.163 |
| ATR |
0.101 |
0.099 |
-0.002 |
-1.8% |
0.000 |
| Volume |
187,743 |
181,826 |
-5,917 |
-3.2% |
685,366 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.790 |
2.746 |
2.593 |
|
| R3 |
2.714 |
2.670 |
2.572 |
|
| R2 |
2.638 |
2.638 |
2.565 |
|
| R1 |
2.594 |
2.594 |
2.558 |
2.578 |
| PP |
2.562 |
2.562 |
2.562 |
2.554 |
| S1 |
2.518 |
2.518 |
2.544 |
2.502 |
| S2 |
2.486 |
2.486 |
2.537 |
|
| S3 |
2.410 |
2.442 |
2.530 |
|
| S4 |
2.334 |
2.366 |
2.509 |
|
|
| 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 |
2.832 |
2.529 |
0.303 |
11.9% |
0.089 |
3.5% |
7% |
False |
True |
182,366 |
| 10 |
2.911 |
2.529 |
0.382 |
15.0% |
0.092 |
3.6% |
6% |
False |
True |
156,885 |
| 20 |
2.911 |
2.529 |
0.382 |
15.0% |
0.099 |
3.9% |
6% |
False |
True |
132,633 |
| 40 |
2.990 |
2.529 |
0.461 |
18.1% |
0.100 |
3.9% |
5% |
False |
True |
94,253 |
| 60 |
2.990 |
2.195 |
0.795 |
31.2% |
0.091 |
3.6% |
45% |
False |
False |
76,856 |
| 80 |
2.990 |
2.195 |
0.795 |
31.2% |
0.085 |
3.3% |
45% |
False |
False |
63,663 |
| 100 |
2.990 |
2.150 |
0.840 |
32.9% |
0.082 |
3.2% |
48% |
False |
False |
54,219 |
| 120 |
2.990 |
2.009 |
0.981 |
38.5% |
0.079 |
3.1% |
55% |
False |
False |
47,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.928 |
|
2.618 |
2.804 |
|
1.618 |
2.728 |
|
1.000 |
2.681 |
|
0.618 |
2.652 |
|
HIGH |
2.605 |
|
0.618 |
2.576 |
|
0.500 |
2.567 |
|
0.382 |
2.558 |
|
LOW |
2.529 |
|
0.618 |
2.482 |
|
1.000 |
2.453 |
|
1.618 |
2.406 |
|
2.618 |
2.330 |
|
4.250 |
2.206 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.567 |
2.637 |
| PP |
2.562 |
2.608 |
| S1 |
2.556 |
2.580 |
|