NYMEX Natural Gas Future October 2016
Trading Metrics calculated at close of trading on 05-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
2.882 |
2.870 |
-0.012 |
-0.4% |
2.870 |
High |
2.921 |
2.876 |
-0.045 |
-1.5% |
2.921 |
Low |
2.850 |
2.793 |
-0.057 |
-2.0% |
2.774 |
Close |
2.877 |
2.809 |
-0.068 |
-2.4% |
2.809 |
Range |
0.071 |
0.083 |
0.012 |
16.9% |
0.147 |
ATR |
0.096 |
0.095 |
-0.001 |
-0.9% |
0.000 |
Volume |
62,953 |
79,583 |
16,630 |
26.4% |
303,355 |
|
Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.075 |
3.025 |
2.855 |
|
R3 |
2.992 |
2.942 |
2.832 |
|
R2 |
2.909 |
2.909 |
2.824 |
|
R1 |
2.859 |
2.859 |
2.817 |
2.843 |
PP |
2.826 |
2.826 |
2.826 |
2.818 |
S1 |
2.776 |
2.776 |
2.801 |
2.760 |
S2 |
2.743 |
2.743 |
2.794 |
|
S3 |
2.660 |
2.693 |
2.786 |
|
S4 |
2.577 |
2.610 |
2.763 |
|
|
Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.276 |
3.189 |
2.890 |
|
R3 |
3.129 |
3.042 |
2.849 |
|
R2 |
2.982 |
2.982 |
2.836 |
|
R1 |
2.895 |
2.895 |
2.822 |
2.865 |
PP |
2.835 |
2.835 |
2.835 |
2.820 |
S1 |
2.748 |
2.748 |
2.796 |
2.718 |
S2 |
2.688 |
2.688 |
2.782 |
|
S3 |
2.541 |
2.601 |
2.769 |
|
S4 |
2.394 |
2.454 |
2.728 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.921 |
2.774 |
0.147 |
5.2% |
0.090 |
3.2% |
24% |
False |
False |
60,671 |
10 |
2.947 |
2.692 |
0.255 |
9.1% |
0.098 |
3.5% |
46% |
False |
False |
57,824 |
20 |
2.947 |
2.632 |
0.315 |
11.2% |
0.095 |
3.4% |
56% |
False |
False |
49,076 |
40 |
3.022 |
2.632 |
0.390 |
13.9% |
0.093 |
3.3% |
45% |
False |
False |
43,988 |
60 |
3.022 |
2.277 |
0.745 |
26.5% |
0.085 |
3.0% |
71% |
False |
False |
40,361 |
80 |
3.022 |
2.254 |
0.768 |
27.3% |
0.081 |
2.9% |
72% |
False |
False |
36,910 |
100 |
3.022 |
2.201 |
0.821 |
29.2% |
0.078 |
2.8% |
74% |
False |
False |
33,462 |
120 |
3.022 |
2.049 |
0.973 |
34.6% |
0.075 |
2.7% |
78% |
False |
False |
31,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.229 |
2.618 |
3.093 |
1.618 |
3.010 |
1.000 |
2.959 |
0.618 |
2.927 |
HIGH |
2.876 |
0.618 |
2.844 |
0.500 |
2.835 |
0.382 |
2.825 |
LOW |
2.793 |
0.618 |
2.742 |
1.000 |
2.710 |
1.618 |
2.659 |
2.618 |
2.576 |
4.250 |
2.440 |
|
|
Fisher Pivots for day following 05-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
2.835 |
2.848 |
PP |
2.826 |
2.835 |
S1 |
2.818 |
2.822 |
|