NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.664 |
2.620 |
-0.044 |
-1.7% |
2.870 |
| High |
2.691 |
2.659 |
-0.032 |
-1.2% |
2.921 |
| Low |
2.606 |
2.584 |
-0.022 |
-0.8% |
2.774 |
| Close |
2.616 |
2.607 |
-0.009 |
-0.3% |
2.809 |
| Range |
0.085 |
0.075 |
-0.010 |
-11.8% |
0.147 |
| ATR |
0.095 |
0.094 |
-0.001 |
-1.5% |
0.000 |
| Volume |
96,552 |
107,031 |
10,479 |
10.9% |
303,355 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.842 |
2.799 |
2.648 |
|
| R3 |
2.767 |
2.724 |
2.628 |
|
| R2 |
2.692 |
2.692 |
2.621 |
|
| R1 |
2.649 |
2.649 |
2.614 |
2.633 |
| PP |
2.617 |
2.617 |
2.617 |
2.609 |
| S1 |
2.574 |
2.574 |
2.600 |
2.558 |
| S2 |
2.542 |
2.542 |
2.593 |
|
| S3 |
2.467 |
2.499 |
2.586 |
|
| S4 |
2.392 |
2.424 |
2.566 |
|
|
| 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 |
2.876 |
2.584 |
0.292 |
11.2% |
0.084 |
3.2% |
8% |
False |
True |
96,232 |
| 10 |
2.947 |
2.584 |
0.363 |
13.9% |
0.086 |
3.3% |
6% |
False |
True |
75,409 |
| 20 |
2.947 |
2.584 |
0.363 |
13.9% |
0.093 |
3.6% |
6% |
False |
True |
59,567 |
| 40 |
3.022 |
2.584 |
0.438 |
16.8% |
0.096 |
3.7% |
5% |
False |
True |
49,842 |
| 60 |
3.022 |
2.277 |
0.745 |
28.6% |
0.087 |
3.3% |
44% |
False |
False |
45,368 |
| 80 |
3.022 |
2.277 |
0.745 |
28.6% |
0.081 |
3.1% |
44% |
False |
False |
40,772 |
| 100 |
3.022 |
2.201 |
0.821 |
31.5% |
0.079 |
3.0% |
49% |
False |
False |
36,781 |
| 120 |
3.022 |
2.049 |
0.973 |
37.3% |
0.076 |
2.9% |
57% |
False |
False |
34,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.978 |
|
2.618 |
2.855 |
|
1.618 |
2.780 |
|
1.000 |
2.734 |
|
0.618 |
2.705 |
|
HIGH |
2.659 |
|
0.618 |
2.630 |
|
0.500 |
2.622 |
|
0.382 |
2.613 |
|
LOW |
2.584 |
|
0.618 |
2.538 |
|
1.000 |
2.509 |
|
1.618 |
2.463 |
|
2.618 |
2.388 |
|
4.250 |
2.265 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.622 |
2.681 |
| PP |
2.617 |
2.656 |
| S1 |
2.612 |
2.632 |
|