NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.665 |
2.648 |
-0.017 |
-0.6% |
2.781 |
| High |
2.685 |
2.731 |
0.046 |
1.7% |
2.792 |
| Low |
2.628 |
2.639 |
0.011 |
0.4% |
2.580 |
| Close |
2.659 |
2.712 |
0.053 |
2.0% |
2.626 |
| Range |
0.057 |
0.092 |
0.035 |
61.4% |
0.212 |
| ATR |
0.087 |
0.087 |
0.000 |
0.4% |
0.000 |
| Volume |
70,881 |
92,520 |
21,639 |
30.5% |
481,328 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.970 |
2.933 |
2.763 |
|
| R3 |
2.878 |
2.841 |
2.737 |
|
| R2 |
2.786 |
2.786 |
2.729 |
|
| R1 |
2.749 |
2.749 |
2.720 |
2.768 |
| PP |
2.694 |
2.694 |
2.694 |
2.703 |
| S1 |
2.657 |
2.657 |
2.704 |
2.676 |
| S2 |
2.602 |
2.602 |
2.695 |
|
| S3 |
2.510 |
2.565 |
2.687 |
|
| S4 |
2.418 |
2.473 |
2.661 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.302 |
3.176 |
2.743 |
|
| R3 |
3.090 |
2.964 |
2.684 |
|
| R2 |
2.878 |
2.878 |
2.665 |
|
| R1 |
2.752 |
2.752 |
2.645 |
2.709 |
| PP |
2.666 |
2.666 |
2.666 |
2.645 |
| S1 |
2.540 |
2.540 |
2.607 |
2.497 |
| S2 |
2.454 |
2.454 |
2.587 |
|
| S3 |
2.242 |
2.328 |
2.568 |
|
| S4 |
2.030 |
2.116 |
2.509 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.731 |
2.580 |
0.151 |
5.6% |
0.073 |
2.7% |
87% |
True |
False |
72,795 |
| 10 |
2.876 |
2.580 |
0.296 |
10.9% |
0.078 |
2.9% |
45% |
False |
False |
84,514 |
| 20 |
2.947 |
2.580 |
0.367 |
13.5% |
0.090 |
3.3% |
36% |
False |
False |
69,092 |
| 40 |
3.022 |
2.580 |
0.442 |
16.3% |
0.095 |
3.5% |
30% |
False |
False |
54,845 |
| 60 |
3.022 |
2.358 |
0.664 |
24.5% |
0.087 |
3.2% |
53% |
False |
False |
49,427 |
| 80 |
3.022 |
2.277 |
0.745 |
27.5% |
0.081 |
3.0% |
58% |
False |
False |
43,683 |
| 100 |
3.022 |
2.236 |
0.786 |
29.0% |
0.079 |
2.9% |
61% |
False |
False |
39,442 |
| 120 |
3.022 |
2.052 |
0.970 |
35.8% |
0.077 |
2.8% |
68% |
False |
False |
36,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.122 |
|
2.618 |
2.972 |
|
1.618 |
2.880 |
|
1.000 |
2.823 |
|
0.618 |
2.788 |
|
HIGH |
2.731 |
|
0.618 |
2.696 |
|
0.500 |
2.685 |
|
0.382 |
2.674 |
|
LOW |
2.639 |
|
0.618 |
2.582 |
|
1.000 |
2.547 |
|
1.618 |
2.490 |
|
2.618 |
2.398 |
|
4.250 |
2.248 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.703 |
2.700 |
| PP |
2.694 |
2.688 |
| S1 |
2.685 |
2.676 |
|