NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.819 |
2.781 |
-0.038 |
-1.3% |
2.779 |
| High |
2.843 |
2.905 |
0.062 |
2.2% |
2.947 |
| Low |
2.778 |
2.774 |
-0.004 |
-0.1% |
2.692 |
| Close |
2.783 |
2.881 |
0.098 |
3.5% |
2.917 |
| Range |
0.065 |
0.131 |
0.066 |
101.5% |
0.255 |
| ATR |
0.096 |
0.098 |
0.003 |
2.6% |
0.000 |
| Volume |
46,359 |
61,505 |
15,146 |
32.7% |
274,890 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.246 |
3.195 |
2.953 |
|
| R3 |
3.115 |
3.064 |
2.917 |
|
| R2 |
2.984 |
2.984 |
2.905 |
|
| R1 |
2.933 |
2.933 |
2.893 |
2.959 |
| PP |
2.853 |
2.853 |
2.853 |
2.866 |
| S1 |
2.802 |
2.802 |
2.869 |
2.828 |
| S2 |
2.722 |
2.722 |
2.857 |
|
| S3 |
2.591 |
2.671 |
2.845 |
|
| S4 |
2.460 |
2.540 |
2.809 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.617 |
3.522 |
3.057 |
|
| R3 |
3.362 |
3.267 |
2.987 |
|
| R2 |
3.107 |
3.107 |
2.964 |
|
| R1 |
3.012 |
3.012 |
2.940 |
3.060 |
| PP |
2.852 |
2.852 |
2.852 |
2.876 |
| S1 |
2.757 |
2.757 |
2.894 |
2.805 |
| S2 |
2.597 |
2.597 |
2.870 |
|
| S3 |
2.342 |
2.502 |
2.847 |
|
| S4 |
2.087 |
2.247 |
2.777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.947 |
2.701 |
0.246 |
8.5% |
0.119 |
4.1% |
73% |
False |
False |
60,740 |
| 10 |
2.947 |
2.632 |
0.315 |
10.9% |
0.103 |
3.6% |
79% |
False |
False |
51,461 |
| 20 |
2.947 |
2.632 |
0.315 |
10.9% |
0.097 |
3.4% |
79% |
False |
False |
45,577 |
| 40 |
3.022 |
2.632 |
0.390 |
13.5% |
0.094 |
3.3% |
64% |
False |
False |
43,345 |
| 60 |
3.022 |
2.277 |
0.745 |
25.9% |
0.084 |
2.9% |
81% |
False |
False |
38,759 |
| 80 |
3.022 |
2.254 |
0.768 |
26.7% |
0.080 |
2.8% |
82% |
False |
False |
35,492 |
| 100 |
3.022 |
2.181 |
0.841 |
29.2% |
0.078 |
2.7% |
83% |
False |
False |
32,391 |
| 120 |
3.022 |
2.049 |
0.973 |
33.8% |
0.075 |
2.6% |
86% |
False |
False |
30,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.462 |
|
2.618 |
3.248 |
|
1.618 |
3.117 |
|
1.000 |
3.036 |
|
0.618 |
2.986 |
|
HIGH |
2.905 |
|
0.618 |
2.855 |
|
0.500 |
2.840 |
|
0.382 |
2.824 |
|
LOW |
2.774 |
|
0.618 |
2.693 |
|
1.000 |
2.643 |
|
1.618 |
2.562 |
|
2.618 |
2.431 |
|
4.250 |
2.217 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.867 |
2.869 |
| PP |
2.853 |
2.857 |
| S1 |
2.840 |
2.846 |
|