NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.704 |
2.632 |
-0.072 |
-2.7% |
2.604 |
| High |
2.710 |
2.718 |
0.008 |
0.3% |
2.731 |
| Low |
2.608 |
2.632 |
0.024 |
0.9% |
2.600 |
| Close |
2.619 |
2.701 |
0.082 |
3.1% |
2.619 |
| Range |
0.102 |
0.086 |
-0.016 |
-15.7% |
0.131 |
| ATR |
0.088 |
0.089 |
0.001 |
0.9% |
0.000 |
| Volume |
92,645 |
115,908 |
23,263 |
25.1% |
376,874 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.942 |
2.907 |
2.748 |
|
| R3 |
2.856 |
2.821 |
2.725 |
|
| R2 |
2.770 |
2.770 |
2.717 |
|
| R1 |
2.735 |
2.735 |
2.709 |
2.753 |
| PP |
2.684 |
2.684 |
2.684 |
2.692 |
| S1 |
2.649 |
2.649 |
2.693 |
2.667 |
| S2 |
2.598 |
2.598 |
2.685 |
|
| S3 |
2.512 |
2.563 |
2.677 |
|
| S4 |
2.426 |
2.477 |
2.654 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.043 |
2.962 |
2.691 |
|
| R3 |
2.912 |
2.831 |
2.655 |
|
| R2 |
2.781 |
2.781 |
2.643 |
|
| R1 |
2.700 |
2.700 |
2.631 |
2.741 |
| PP |
2.650 |
2.650 |
2.650 |
2.670 |
| S1 |
2.569 |
2.569 |
2.607 |
2.610 |
| S2 |
2.519 |
2.519 |
2.595 |
|
| S3 |
2.388 |
2.438 |
2.583 |
|
| S4 |
2.257 |
2.307 |
2.547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.731 |
2.608 |
0.123 |
4.6% |
0.077 |
2.9% |
76% |
False |
False |
86,814 |
| 10 |
2.777 |
2.580 |
0.197 |
7.3% |
0.084 |
3.1% |
61% |
False |
False |
88,655 |
| 20 |
2.947 |
2.580 |
0.367 |
13.6% |
0.090 |
3.3% |
33% |
False |
False |
75,245 |
| 40 |
3.022 |
2.580 |
0.442 |
16.4% |
0.095 |
3.5% |
27% |
False |
False |
58,502 |
| 60 |
3.022 |
2.392 |
0.630 |
23.3% |
0.088 |
3.3% |
49% |
False |
False |
51,616 |
| 80 |
3.022 |
2.277 |
0.745 |
27.6% |
0.081 |
3.0% |
57% |
False |
False |
45,351 |
| 100 |
3.022 |
2.236 |
0.786 |
29.1% |
0.079 |
2.9% |
59% |
False |
False |
40,958 |
| 120 |
3.022 |
2.052 |
0.970 |
35.9% |
0.077 |
2.9% |
67% |
False |
False |
37,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.084 |
|
2.618 |
2.943 |
|
1.618 |
2.857 |
|
1.000 |
2.804 |
|
0.618 |
2.771 |
|
HIGH |
2.718 |
|
0.618 |
2.685 |
|
0.500 |
2.675 |
|
0.382 |
2.665 |
|
LOW |
2.632 |
|
0.618 |
2.579 |
|
1.000 |
2.546 |
|
1.618 |
2.493 |
|
2.618 |
2.407 |
|
4.250 |
2.267 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.692 |
2.691 |
| PP |
2.684 |
2.680 |
| S1 |
2.675 |
2.670 |
|