NYMEX Natural Gas Future September 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.840 |
2.847 |
0.007 |
0.2% |
2.596 |
| High |
2.907 |
2.896 |
-0.011 |
-0.4% |
2.907 |
| Low |
2.797 |
2.827 |
0.030 |
1.1% |
2.596 |
| Close |
2.871 |
2.853 |
-0.018 |
-0.6% |
2.871 |
| Range |
0.110 |
0.069 |
-0.041 |
-37.3% |
0.311 |
| ATR |
0.096 |
0.095 |
-0.002 |
-2.0% |
0.000 |
| Volume |
49,829 |
9,786 |
-40,043 |
-80.4% |
501,619 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.066 |
3.028 |
2.891 |
|
| R3 |
2.997 |
2.959 |
2.872 |
|
| R2 |
2.928 |
2.928 |
2.866 |
|
| R1 |
2.890 |
2.890 |
2.859 |
2.909 |
| PP |
2.859 |
2.859 |
2.859 |
2.868 |
| S1 |
2.821 |
2.821 |
2.847 |
2.840 |
| S2 |
2.790 |
2.790 |
2.840 |
|
| S3 |
2.721 |
2.752 |
2.834 |
|
| S4 |
2.652 |
2.683 |
2.815 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.724 |
3.609 |
3.042 |
|
| R3 |
3.413 |
3.298 |
2.957 |
|
| R2 |
3.102 |
3.102 |
2.928 |
|
| R1 |
2.987 |
2.987 |
2.900 |
3.045 |
| PP |
2.791 |
2.791 |
2.791 |
2.820 |
| S1 |
2.676 |
2.676 |
2.842 |
2.734 |
| S2 |
2.480 |
2.480 |
2.814 |
|
| S3 |
2.169 |
2.365 |
2.785 |
|
| S4 |
1.858 |
2.054 |
2.700 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.907 |
2.652 |
0.255 |
8.9% |
0.095 |
3.3% |
79% |
False |
False |
73,630 |
| 10 |
2.907 |
2.569 |
0.338 |
11.8% |
0.089 |
3.1% |
84% |
False |
False |
100,162 |
| 20 |
2.907 |
2.523 |
0.384 |
13.5% |
0.090 |
3.2% |
86% |
False |
False |
128,101 |
| 40 |
2.944 |
2.523 |
0.421 |
14.8% |
0.098 |
3.4% |
78% |
False |
False |
112,731 |
| 60 |
2.990 |
2.518 |
0.472 |
16.5% |
0.094 |
3.3% |
71% |
False |
False |
91,435 |
| 80 |
2.990 |
2.195 |
0.795 |
27.9% |
0.087 |
3.0% |
83% |
False |
False |
75,605 |
| 100 |
2.990 |
2.191 |
0.799 |
28.0% |
0.084 |
2.9% |
83% |
False |
False |
64,865 |
| 120 |
2.990 |
2.102 |
0.888 |
31.1% |
0.082 |
2.9% |
85% |
False |
False |
56,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.189 |
|
2.618 |
3.077 |
|
1.618 |
3.008 |
|
1.000 |
2.965 |
|
0.618 |
2.939 |
|
HIGH |
2.896 |
|
0.618 |
2.870 |
|
0.500 |
2.862 |
|
0.382 |
2.853 |
|
LOW |
2.827 |
|
0.618 |
2.784 |
|
1.000 |
2.758 |
|
1.618 |
2.715 |
|
2.618 |
2.646 |
|
4.250 |
2.534 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.862 |
2.845 |
| PP |
2.859 |
2.836 |
| S1 |
2.856 |
2.828 |
|