NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.591 |
2.627 |
0.036 |
1.4% |
2.749 |
| High |
2.630 |
2.648 |
0.018 |
0.7% |
2.761 |
| Low |
2.580 |
2.585 |
0.005 |
0.2% |
2.523 |
| Close |
2.617 |
2.619 |
0.002 |
0.1% |
2.586 |
| Range |
0.050 |
0.063 |
0.013 |
26.0% |
0.238 |
| ATR |
0.094 |
0.092 |
-0.002 |
-2.4% |
0.000 |
| Volume |
98,534 |
122,020 |
23,486 |
23.8% |
901,129 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.806 |
2.776 |
2.654 |
|
| R3 |
2.743 |
2.713 |
2.636 |
|
| R2 |
2.680 |
2.680 |
2.631 |
|
| R1 |
2.650 |
2.650 |
2.625 |
2.634 |
| PP |
2.617 |
2.617 |
2.617 |
2.609 |
| S1 |
2.587 |
2.587 |
2.613 |
2.571 |
| S2 |
2.554 |
2.554 |
2.607 |
|
| S3 |
2.491 |
2.524 |
2.602 |
|
| S4 |
2.428 |
2.461 |
2.584 |
|
|
| 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 |
2.648 |
2.523 |
0.125 |
4.8% |
0.073 |
2.8% |
77% |
True |
False |
127,835 |
| 10 |
2.885 |
2.523 |
0.362 |
13.8% |
0.081 |
3.1% |
27% |
False |
False |
151,747 |
| 20 |
2.911 |
2.523 |
0.388 |
14.8% |
0.096 |
3.7% |
25% |
False |
False |
141,706 |
| 40 |
2.990 |
2.523 |
0.467 |
17.8% |
0.100 |
3.8% |
21% |
False |
False |
102,555 |
| 60 |
2.990 |
2.271 |
0.719 |
27.5% |
0.091 |
3.5% |
48% |
False |
False |
82,844 |
| 80 |
2.990 |
2.195 |
0.795 |
30.4% |
0.084 |
3.2% |
53% |
False |
False |
68,246 |
| 100 |
2.990 |
2.183 |
0.807 |
30.8% |
0.082 |
3.1% |
54% |
False |
False |
58,322 |
| 120 |
2.990 |
2.009 |
0.981 |
37.5% |
0.080 |
3.0% |
62% |
False |
False |
50,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.916 |
|
2.618 |
2.813 |
|
1.618 |
2.750 |
|
1.000 |
2.711 |
|
0.618 |
2.687 |
|
HIGH |
2.648 |
|
0.618 |
2.624 |
|
0.500 |
2.617 |
|
0.382 |
2.609 |
|
LOW |
2.585 |
|
0.618 |
2.546 |
|
1.000 |
2.522 |
|
1.618 |
2.483 |
|
2.618 |
2.420 |
|
4.250 |
2.317 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.618 |
2.614 |
| PP |
2.617 |
2.609 |
| S1 |
2.617 |
2.605 |
|