NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.671 |
2.761 |
0.090 |
3.4% |
2.565 |
| High |
2.765 |
2.819 |
0.054 |
2.0% |
2.697 |
| Low |
2.652 |
2.749 |
0.097 |
3.7% |
2.561 |
| Close |
2.761 |
2.796 |
0.035 |
1.3% |
2.584 |
| Range |
0.113 |
0.070 |
-0.043 |
-38.1% |
0.136 |
| ATR |
0.096 |
0.094 |
-0.002 |
-1.9% |
0.000 |
| Volume |
131,600 |
108,008 |
-23,592 |
-17.9% |
592,548 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.998 |
2.967 |
2.835 |
|
| R3 |
2.928 |
2.897 |
2.815 |
|
| R2 |
2.858 |
2.858 |
2.809 |
|
| R1 |
2.827 |
2.827 |
2.802 |
2.843 |
| PP |
2.788 |
2.788 |
2.788 |
2.796 |
| S1 |
2.757 |
2.757 |
2.790 |
2.773 |
| S2 |
2.718 |
2.718 |
2.783 |
|
| S3 |
2.648 |
2.687 |
2.777 |
|
| S4 |
2.578 |
2.617 |
2.758 |
|
|
| 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 |
2.819 |
2.569 |
0.250 |
8.9% |
0.096 |
3.4% |
91% |
True |
False |
130,506 |
| 10 |
2.819 |
2.523 |
0.296 |
10.6% |
0.085 |
3.0% |
92% |
True |
False |
129,170 |
| 20 |
2.911 |
2.523 |
0.388 |
13.9% |
0.096 |
3.4% |
70% |
False |
False |
146,403 |
| 40 |
2.990 |
2.523 |
0.467 |
16.7% |
0.099 |
3.5% |
58% |
False |
False |
113,710 |
| 60 |
2.990 |
2.432 |
0.558 |
20.0% |
0.093 |
3.3% |
65% |
False |
False |
91,056 |
| 80 |
2.990 |
2.195 |
0.795 |
28.4% |
0.086 |
3.1% |
76% |
False |
False |
74,777 |
| 100 |
2.990 |
2.183 |
0.807 |
28.9% |
0.083 |
3.0% |
76% |
False |
False |
64,075 |
| 120 |
2.990 |
2.009 |
0.981 |
35.1% |
0.081 |
2.9% |
80% |
False |
False |
55,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.117 |
|
2.618 |
3.002 |
|
1.618 |
2.932 |
|
1.000 |
2.889 |
|
0.618 |
2.862 |
|
HIGH |
2.819 |
|
0.618 |
2.792 |
|
0.500 |
2.784 |
|
0.382 |
2.776 |
|
LOW |
2.749 |
|
0.618 |
2.706 |
|
1.000 |
2.679 |
|
1.618 |
2.636 |
|
2.618 |
2.566 |
|
4.250 |
2.452 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.792 |
2.767 |
| PP |
2.788 |
2.737 |
| S1 |
2.784 |
2.708 |
|