NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.781 |
2.769 |
-0.012 |
-0.4% |
2.870 |
| High |
2.792 |
2.777 |
-0.015 |
-0.5% |
2.921 |
| Low |
2.741 |
2.651 |
-0.090 |
-3.3% |
2.774 |
| Close |
2.779 |
2.659 |
-0.120 |
-4.3% |
2.809 |
| Range |
0.051 |
0.126 |
0.075 |
147.1% |
0.147 |
| ATR |
0.093 |
0.096 |
0.002 |
2.6% |
0.000 |
| Volume |
87,551 |
110,444 |
22,893 |
26.1% |
303,355 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.074 |
2.992 |
2.728 |
|
| R3 |
2.948 |
2.866 |
2.694 |
|
| R2 |
2.822 |
2.822 |
2.682 |
|
| R1 |
2.740 |
2.740 |
2.671 |
2.718 |
| PP |
2.696 |
2.696 |
2.696 |
2.685 |
| S1 |
2.614 |
2.614 |
2.647 |
2.592 |
| S2 |
2.570 |
2.570 |
2.636 |
|
| S3 |
2.444 |
2.488 |
2.624 |
|
| S4 |
2.318 |
2.362 |
2.590 |
|
|
| 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 |
2.651 |
0.270 |
10.2% |
0.092 |
3.5% |
3% |
False |
True |
80,407 |
| 10 |
2.947 |
2.651 |
0.296 |
11.1% |
0.100 |
3.7% |
3% |
False |
True |
68,993 |
| 20 |
2.947 |
2.632 |
0.315 |
11.8% |
0.093 |
3.5% |
9% |
False |
False |
53,624 |
| 40 |
3.022 |
2.632 |
0.390 |
14.7% |
0.094 |
3.5% |
7% |
False |
False |
46,443 |
| 60 |
3.022 |
2.277 |
0.745 |
28.0% |
0.086 |
3.2% |
51% |
False |
False |
42,826 |
| 80 |
3.022 |
2.254 |
0.768 |
28.9% |
0.082 |
3.1% |
53% |
False |
False |
38,870 |
| 100 |
3.022 |
2.201 |
0.821 |
30.9% |
0.079 |
3.0% |
56% |
False |
False |
35,056 |
| 120 |
3.022 |
2.049 |
0.973 |
36.6% |
0.076 |
2.9% |
63% |
False |
False |
32,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.313 |
|
2.618 |
3.107 |
|
1.618 |
2.981 |
|
1.000 |
2.903 |
|
0.618 |
2.855 |
|
HIGH |
2.777 |
|
0.618 |
2.729 |
|
0.500 |
2.714 |
|
0.382 |
2.699 |
|
LOW |
2.651 |
|
0.618 |
2.573 |
|
1.000 |
2.525 |
|
1.618 |
2.447 |
|
2.618 |
2.321 |
|
4.250 |
2.116 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.714 |
2.764 |
| PP |
2.696 |
2.729 |
| S1 |
2.677 |
2.694 |
|