NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.565 |
2.591 |
0.026 |
1.0% |
2.749 |
| High |
2.636 |
2.630 |
-0.006 |
-0.2% |
2.761 |
| Low |
2.561 |
2.580 |
0.019 |
0.7% |
2.523 |
| Close |
2.590 |
2.617 |
0.027 |
1.0% |
2.586 |
| Range |
0.075 |
0.050 |
-0.025 |
-33.3% |
0.238 |
| ATR |
0.098 |
0.094 |
-0.003 |
-3.5% |
0.000 |
| Volume |
102,325 |
98,534 |
-3,791 |
-3.7% |
901,129 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.759 |
2.738 |
2.645 |
|
| R3 |
2.709 |
2.688 |
2.631 |
|
| R2 |
2.659 |
2.659 |
2.626 |
|
| R1 |
2.638 |
2.638 |
2.622 |
2.649 |
| PP |
2.609 |
2.609 |
2.609 |
2.614 |
| S1 |
2.588 |
2.588 |
2.612 |
2.599 |
| S2 |
2.559 |
2.559 |
2.608 |
|
| S3 |
2.509 |
2.538 |
2.603 |
|
| S4 |
2.459 |
2.488 |
2.590 |
|
|
| 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 |
2.650 |
2.523 |
0.127 |
4.9% |
0.080 |
3.1% |
74% |
False |
False |
140,979 |
| 10 |
2.885 |
2.523 |
0.362 |
13.8% |
0.089 |
3.4% |
26% |
False |
False |
155,116 |
| 20 |
2.911 |
2.523 |
0.388 |
14.8% |
0.098 |
3.7% |
24% |
False |
False |
139,878 |
| 40 |
2.990 |
2.523 |
0.467 |
17.8% |
0.100 |
3.8% |
20% |
False |
False |
100,315 |
| 60 |
2.990 |
2.271 |
0.719 |
27.5% |
0.091 |
3.5% |
48% |
False |
False |
81,092 |
| 80 |
2.990 |
2.195 |
0.795 |
30.4% |
0.085 |
3.2% |
53% |
False |
False |
66,890 |
| 100 |
2.990 |
2.150 |
0.840 |
32.1% |
0.082 |
3.1% |
56% |
False |
False |
57,214 |
| 120 |
2.990 |
2.009 |
0.981 |
37.5% |
0.080 |
3.0% |
62% |
False |
False |
49,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.843 |
|
2.618 |
2.761 |
|
1.618 |
2.711 |
|
1.000 |
2.680 |
|
0.618 |
2.661 |
|
HIGH |
2.630 |
|
0.618 |
2.611 |
|
0.500 |
2.605 |
|
0.382 |
2.599 |
|
LOW |
2.580 |
|
0.618 |
2.549 |
|
1.000 |
2.530 |
|
1.618 |
2.499 |
|
2.618 |
2.449 |
|
4.250 |
2.368 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.613 |
2.605 |
| PP |
2.609 |
2.592 |
| S1 |
2.605 |
2.580 |
|