NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.870 |
2.781 |
-0.089 |
-3.1% |
2.870 |
| High |
2.876 |
2.792 |
-0.084 |
-2.9% |
2.921 |
| Low |
2.793 |
2.741 |
-0.052 |
-1.9% |
2.774 |
| Close |
2.809 |
2.779 |
-0.030 |
-1.1% |
2.809 |
| Range |
0.083 |
0.051 |
-0.032 |
-38.6% |
0.147 |
| ATR |
0.095 |
0.093 |
-0.002 |
-2.0% |
0.000 |
| Volume |
79,583 |
87,551 |
7,968 |
10.0% |
303,355 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.924 |
2.902 |
2.807 |
|
| R3 |
2.873 |
2.851 |
2.793 |
|
| R2 |
2.822 |
2.822 |
2.788 |
|
| R1 |
2.800 |
2.800 |
2.784 |
2.786 |
| PP |
2.771 |
2.771 |
2.771 |
2.763 |
| S1 |
2.749 |
2.749 |
2.774 |
2.735 |
| S2 |
2.720 |
2.720 |
2.770 |
|
| S3 |
2.669 |
2.698 |
2.765 |
|
| S4 |
2.618 |
2.647 |
2.751 |
|
|
| 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 |
2.741 |
0.180 |
6.5% |
0.080 |
2.9% |
21% |
False |
True |
67,590 |
| 10 |
2.947 |
2.692 |
0.255 |
9.2% |
0.095 |
3.4% |
34% |
False |
False |
61,834 |
| 20 |
2.947 |
2.632 |
0.315 |
11.3% |
0.090 |
3.2% |
47% |
False |
False |
51,237 |
| 40 |
3.022 |
2.632 |
0.390 |
14.0% |
0.092 |
3.3% |
38% |
False |
False |
44,716 |
| 60 |
3.022 |
2.277 |
0.745 |
26.8% |
0.085 |
3.1% |
67% |
False |
False |
41,383 |
| 80 |
3.022 |
2.254 |
0.768 |
27.6% |
0.081 |
2.9% |
68% |
False |
False |
37,720 |
| 100 |
3.022 |
2.201 |
0.821 |
29.5% |
0.078 |
2.8% |
70% |
False |
False |
34,230 |
| 120 |
3.022 |
2.049 |
0.973 |
35.0% |
0.075 |
2.7% |
75% |
False |
False |
32,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.009 |
|
2.618 |
2.926 |
|
1.618 |
2.875 |
|
1.000 |
2.843 |
|
0.618 |
2.824 |
|
HIGH |
2.792 |
|
0.618 |
2.773 |
|
0.500 |
2.767 |
|
0.382 |
2.760 |
|
LOW |
2.741 |
|
0.618 |
2.709 |
|
1.000 |
2.690 |
|
1.618 |
2.658 |
|
2.618 |
2.607 |
|
4.250 |
2.524 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.775 |
2.831 |
| PP |
2.771 |
2.814 |
| S1 |
2.767 |
2.796 |
|