NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.535 |
2.565 |
0.030 |
1.2% |
2.749 |
| High |
2.625 |
2.636 |
0.011 |
0.4% |
2.761 |
| Low |
2.523 |
2.561 |
0.038 |
1.5% |
2.523 |
| Close |
2.586 |
2.590 |
0.004 |
0.2% |
2.586 |
| Range |
0.102 |
0.075 |
-0.027 |
-26.5% |
0.238 |
| ATR |
0.100 |
0.098 |
-0.002 |
-1.8% |
0.000 |
| Volume |
134,470 |
102,325 |
-32,145 |
-23.9% |
901,129 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.821 |
2.780 |
2.631 |
|
| R3 |
2.746 |
2.705 |
2.611 |
|
| R2 |
2.671 |
2.671 |
2.604 |
|
| R1 |
2.630 |
2.630 |
2.597 |
2.651 |
| PP |
2.596 |
2.596 |
2.596 |
2.606 |
| S1 |
2.555 |
2.555 |
2.583 |
2.576 |
| S2 |
2.521 |
2.521 |
2.576 |
|
| S3 |
2.446 |
2.480 |
2.569 |
|
| S4 |
2.371 |
2.405 |
2.549 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.337 |
3.200 |
2.717 |
|
| R3 |
3.099 |
2.962 |
2.651 |
|
| R2 |
2.861 |
2.861 |
2.630 |
|
| R1 |
2.724 |
2.724 |
2.608 |
2.674 |
| PP |
2.623 |
2.623 |
2.623 |
2.598 |
| S1 |
2.486 |
2.486 |
2.564 |
2.436 |
| S2 |
2.385 |
2.385 |
2.542 |
|
| S3 |
2.147 |
2.248 |
2.521 |
|
| S4 |
1.909 |
2.010 |
2.455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.744 |
2.523 |
0.221 |
8.5% |
0.098 |
3.8% |
30% |
False |
False |
165,514 |
| 10 |
2.885 |
2.523 |
0.362 |
14.0% |
0.091 |
3.5% |
19% |
False |
False |
156,040 |
| 20 |
2.911 |
2.523 |
0.388 |
15.0% |
0.099 |
3.8% |
17% |
False |
False |
138,339 |
| 40 |
2.990 |
2.523 |
0.467 |
18.0% |
0.101 |
3.9% |
14% |
False |
False |
98,675 |
| 60 |
2.990 |
2.271 |
0.719 |
27.8% |
0.091 |
3.5% |
44% |
False |
False |
79,873 |
| 80 |
2.990 |
2.195 |
0.795 |
30.7% |
0.085 |
3.3% |
50% |
False |
False |
65,994 |
| 100 |
2.990 |
2.150 |
0.840 |
32.4% |
0.082 |
3.2% |
52% |
False |
False |
56,360 |
| 120 |
2.990 |
2.009 |
0.981 |
37.9% |
0.080 |
3.1% |
59% |
False |
False |
49,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.955 |
|
2.618 |
2.832 |
|
1.618 |
2.757 |
|
1.000 |
2.711 |
|
0.618 |
2.682 |
|
HIGH |
2.636 |
|
0.618 |
2.607 |
|
0.500 |
2.599 |
|
0.382 |
2.590 |
|
LOW |
2.561 |
|
0.618 |
2.515 |
|
1.000 |
2.486 |
|
1.618 |
2.440 |
|
2.618 |
2.365 |
|
4.250 |
2.242 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.599 |
2.587 |
| PP |
2.596 |
2.583 |
| S1 |
2.593 |
2.580 |
|