NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.769 |
2.664 |
-0.105 |
-3.8% |
2.870 |
| High |
2.777 |
2.691 |
-0.086 |
-3.1% |
2.921 |
| Low |
2.651 |
2.606 |
-0.045 |
-1.7% |
2.774 |
| Close |
2.659 |
2.616 |
-0.043 |
-1.6% |
2.809 |
| Range |
0.126 |
0.085 |
-0.041 |
-32.5% |
0.147 |
| ATR |
0.096 |
0.095 |
-0.001 |
-0.8% |
0.000 |
| Volume |
110,444 |
96,552 |
-13,892 |
-12.6% |
303,355 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.893 |
2.839 |
2.663 |
|
| R3 |
2.808 |
2.754 |
2.639 |
|
| R2 |
2.723 |
2.723 |
2.632 |
|
| R1 |
2.669 |
2.669 |
2.624 |
2.654 |
| PP |
2.638 |
2.638 |
2.638 |
2.630 |
| S1 |
2.584 |
2.584 |
2.608 |
2.569 |
| S2 |
2.553 |
2.553 |
2.600 |
|
| S3 |
2.468 |
2.499 |
2.593 |
|
| S4 |
2.383 |
2.414 |
2.569 |
|
|
| 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 |
2.606 |
0.315 |
12.0% |
0.083 |
3.2% |
3% |
False |
True |
87,416 |
| 10 |
2.947 |
2.606 |
0.341 |
13.0% |
0.101 |
3.9% |
3% |
False |
True |
74,078 |
| 20 |
2.947 |
2.606 |
0.341 |
13.0% |
0.092 |
3.5% |
3% |
False |
True |
56,219 |
| 40 |
3.022 |
2.606 |
0.416 |
15.9% |
0.095 |
3.6% |
2% |
False |
True |
47,885 |
| 60 |
3.022 |
2.277 |
0.745 |
28.5% |
0.087 |
3.3% |
46% |
False |
False |
43,981 |
| 80 |
3.022 |
2.277 |
0.745 |
28.5% |
0.082 |
3.1% |
46% |
False |
False |
39,885 |
| 100 |
3.022 |
2.201 |
0.821 |
31.4% |
0.079 |
3.0% |
51% |
False |
False |
35,850 |
| 120 |
3.022 |
2.049 |
0.973 |
37.2% |
0.076 |
2.9% |
58% |
False |
False |
33,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.052 |
|
2.618 |
2.914 |
|
1.618 |
2.829 |
|
1.000 |
2.776 |
|
0.618 |
2.744 |
|
HIGH |
2.691 |
|
0.618 |
2.659 |
|
0.500 |
2.649 |
|
0.382 |
2.638 |
|
LOW |
2.606 |
|
0.618 |
2.553 |
|
1.000 |
2.521 |
|
1.618 |
2.468 |
|
2.618 |
2.383 |
|
4.250 |
2.245 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.649 |
2.699 |
| PP |
2.638 |
2.671 |
| S1 |
2.627 |
2.644 |
|