NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.761 |
2.790 |
0.029 |
1.1% |
2.565 |
| High |
2.819 |
2.863 |
0.044 |
1.6% |
2.697 |
| Low |
2.749 |
2.749 |
0.000 |
0.0% |
2.561 |
| Close |
2.796 |
2.846 |
0.050 |
1.8% |
2.584 |
| Range |
0.070 |
0.114 |
0.044 |
62.9% |
0.136 |
| ATR |
0.094 |
0.095 |
0.001 |
1.5% |
0.000 |
| Volume |
108,008 |
68,929 |
-39,079 |
-36.2% |
592,548 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.161 |
3.118 |
2.909 |
|
| R3 |
3.047 |
3.004 |
2.877 |
|
| R2 |
2.933 |
2.933 |
2.867 |
|
| R1 |
2.890 |
2.890 |
2.856 |
2.912 |
| PP |
2.819 |
2.819 |
2.819 |
2.830 |
| S1 |
2.776 |
2.776 |
2.836 |
2.798 |
| S2 |
2.705 |
2.705 |
2.825 |
|
| S3 |
2.591 |
2.662 |
2.815 |
|
| S4 |
2.477 |
2.548 |
2.783 |
|
|
| 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 |
2.863 |
2.569 |
0.294 |
10.3% |
0.100 |
3.5% |
94% |
True |
False |
114,895 |
| 10 |
2.863 |
2.523 |
0.340 |
11.9% |
0.088 |
3.1% |
95% |
True |
False |
117,880 |
| 20 |
2.911 |
2.523 |
0.388 |
13.6% |
0.090 |
3.2% |
83% |
False |
False |
137,383 |
| 40 |
2.990 |
2.523 |
0.467 |
16.4% |
0.099 |
3.5% |
69% |
False |
False |
113,927 |
| 60 |
2.990 |
2.484 |
0.506 |
17.8% |
0.093 |
3.3% |
72% |
False |
False |
91,457 |
| 80 |
2.990 |
2.195 |
0.795 |
27.9% |
0.086 |
3.0% |
82% |
False |
False |
75,391 |
| 100 |
2.990 |
2.183 |
0.807 |
28.4% |
0.083 |
2.9% |
82% |
False |
False |
64,638 |
| 120 |
2.990 |
2.030 |
0.960 |
33.7% |
0.081 |
2.9% |
85% |
False |
False |
56,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.348 |
|
2.618 |
3.161 |
|
1.618 |
3.047 |
|
1.000 |
2.977 |
|
0.618 |
2.933 |
|
HIGH |
2.863 |
|
0.618 |
2.819 |
|
0.500 |
2.806 |
|
0.382 |
2.793 |
|
LOW |
2.749 |
|
0.618 |
2.679 |
|
1.000 |
2.635 |
|
1.618 |
2.565 |
|
2.618 |
2.451 |
|
4.250 |
2.265 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.833 |
2.817 |
| PP |
2.819 |
2.787 |
| S1 |
2.806 |
2.758 |
|