NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.596 |
2.671 |
0.075 |
2.9% |
2.565 |
| High |
2.696 |
2.765 |
0.069 |
2.6% |
2.697 |
| Low |
2.596 |
2.652 |
0.056 |
2.2% |
2.561 |
| Close |
2.679 |
2.761 |
0.082 |
3.1% |
2.584 |
| Range |
0.100 |
0.113 |
0.013 |
13.0% |
0.136 |
| ATR |
0.095 |
0.096 |
0.001 |
1.4% |
0.000 |
| Volume |
143,253 |
131,600 |
-11,653 |
-8.1% |
592,548 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.065 |
3.026 |
2.823 |
|
| R3 |
2.952 |
2.913 |
2.792 |
|
| R2 |
2.839 |
2.839 |
2.782 |
|
| R1 |
2.800 |
2.800 |
2.771 |
2.820 |
| PP |
2.726 |
2.726 |
2.726 |
2.736 |
| S1 |
2.687 |
2.687 |
2.751 |
2.707 |
| S2 |
2.613 |
2.613 |
2.740 |
|
| S3 |
2.500 |
2.574 |
2.730 |
|
| S4 |
2.387 |
2.461 |
2.699 |
|
|
| 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 |
2.765 |
2.569 |
0.196 |
7.1% |
0.094 |
3.4% |
98% |
True |
False |
133,308 |
| 10 |
2.765 |
2.523 |
0.242 |
8.8% |
0.087 |
3.2% |
98% |
True |
False |
137,144 |
| 20 |
2.911 |
2.523 |
0.388 |
14.1% |
0.097 |
3.5% |
61% |
False |
False |
147,293 |
| 40 |
2.990 |
2.523 |
0.467 |
16.9% |
0.101 |
3.7% |
51% |
False |
False |
112,662 |
| 60 |
2.990 |
2.326 |
0.664 |
24.0% |
0.093 |
3.4% |
66% |
False |
False |
89,852 |
| 80 |
2.990 |
2.195 |
0.795 |
28.8% |
0.086 |
3.1% |
71% |
False |
False |
73,680 |
| 100 |
2.990 |
2.183 |
0.807 |
29.2% |
0.083 |
3.0% |
72% |
False |
False |
63,135 |
| 120 |
2.990 |
2.009 |
0.981 |
35.5% |
0.081 |
2.9% |
77% |
False |
False |
54,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.245 |
|
2.618 |
3.061 |
|
1.618 |
2.948 |
|
1.000 |
2.878 |
|
0.618 |
2.835 |
|
HIGH |
2.765 |
|
0.618 |
2.722 |
|
0.500 |
2.709 |
|
0.382 |
2.695 |
|
LOW |
2.652 |
|
0.618 |
2.582 |
|
1.000 |
2.539 |
|
1.618 |
2.469 |
|
2.618 |
2.356 |
|
4.250 |
2.172 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.744 |
2.730 |
| PP |
2.726 |
2.698 |
| S1 |
2.709 |
2.667 |
|