NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.660 |
2.596 |
-0.064 |
-2.4% |
2.565 |
| High |
2.670 |
2.696 |
0.026 |
1.0% |
2.697 |
| Low |
2.569 |
2.596 |
0.027 |
1.1% |
2.561 |
| Close |
2.584 |
2.679 |
0.095 |
3.7% |
2.584 |
| Range |
0.101 |
0.100 |
-0.001 |
-1.0% |
0.136 |
| ATR |
0.093 |
0.095 |
0.001 |
1.4% |
0.000 |
| Volume |
122,687 |
143,253 |
20,566 |
16.8% |
592,548 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.957 |
2.918 |
2.734 |
|
| R3 |
2.857 |
2.818 |
2.707 |
|
| R2 |
2.757 |
2.757 |
2.697 |
|
| R1 |
2.718 |
2.718 |
2.688 |
2.738 |
| PP |
2.657 |
2.657 |
2.657 |
2.667 |
| S1 |
2.618 |
2.618 |
2.670 |
2.638 |
| S2 |
2.557 |
2.557 |
2.661 |
|
| S3 |
2.457 |
2.518 |
2.652 |
|
| S4 |
2.357 |
2.418 |
2.624 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.022 |
2.939 |
2.659 |
|
| R3 |
2.886 |
2.803 |
2.621 |
|
| R2 |
2.750 |
2.750 |
2.609 |
|
| R1 |
2.667 |
2.667 |
2.596 |
2.709 |
| PP |
2.614 |
2.614 |
2.614 |
2.635 |
| S1 |
2.531 |
2.531 |
2.572 |
2.573 |
| S2 |
2.478 |
2.478 |
2.559 |
|
| S3 |
2.342 |
2.395 |
2.547 |
|
| S4 |
2.206 |
2.259 |
2.509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.697 |
2.569 |
0.128 |
4.8% |
0.082 |
3.1% |
86% |
False |
False |
126,695 |
| 10 |
2.744 |
2.523 |
0.221 |
8.2% |
0.090 |
3.4% |
71% |
False |
False |
146,104 |
| 20 |
2.911 |
2.523 |
0.388 |
14.5% |
0.096 |
3.6% |
40% |
False |
False |
146,888 |
| 40 |
2.990 |
2.523 |
0.467 |
17.4% |
0.100 |
3.7% |
33% |
False |
False |
110,151 |
| 60 |
2.990 |
2.280 |
0.710 |
26.5% |
0.093 |
3.5% |
56% |
False |
False |
88,111 |
| 80 |
2.990 |
2.195 |
0.795 |
29.7% |
0.085 |
3.2% |
61% |
False |
False |
72,577 |
| 100 |
2.990 |
2.183 |
0.807 |
30.1% |
0.083 |
3.1% |
61% |
False |
False |
61,929 |
| 120 |
2.990 |
2.009 |
0.981 |
36.6% |
0.080 |
3.0% |
68% |
False |
False |
53,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.121 |
|
2.618 |
2.958 |
|
1.618 |
2.858 |
|
1.000 |
2.796 |
|
0.618 |
2.758 |
|
HIGH |
2.696 |
|
0.618 |
2.658 |
|
0.500 |
2.646 |
|
0.382 |
2.634 |
|
LOW |
2.596 |
|
0.618 |
2.534 |
|
1.000 |
2.496 |
|
1.618 |
2.434 |
|
2.618 |
2.334 |
|
4.250 |
2.171 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.668 |
2.664 |
| PP |
2.657 |
2.648 |
| S1 |
2.646 |
2.633 |
|