NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.632 |
2.695 |
0.063 |
2.4% |
2.604 |
| High |
2.718 |
2.799 |
0.081 |
3.0% |
2.731 |
| Low |
2.632 |
2.680 |
0.048 |
1.8% |
2.600 |
| Close |
2.701 |
2.794 |
0.093 |
3.4% |
2.619 |
| Range |
0.086 |
0.119 |
0.033 |
38.4% |
0.131 |
| ATR |
0.089 |
0.091 |
0.002 |
2.4% |
0.000 |
| Volume |
115,908 |
125,215 |
9,307 |
8.0% |
376,874 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.115 |
3.073 |
2.859 |
|
| R3 |
2.996 |
2.954 |
2.827 |
|
| R2 |
2.877 |
2.877 |
2.816 |
|
| R1 |
2.835 |
2.835 |
2.805 |
2.856 |
| PP |
2.758 |
2.758 |
2.758 |
2.768 |
| S1 |
2.716 |
2.716 |
2.783 |
2.737 |
| S2 |
2.639 |
2.639 |
2.772 |
|
| S3 |
2.520 |
2.597 |
2.761 |
|
| S4 |
2.401 |
2.478 |
2.729 |
|
|
| 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 |
2.799 |
2.608 |
0.191 |
6.8% |
0.091 |
3.3% |
97% |
True |
False |
99,433 |
| 10 |
2.799 |
2.580 |
0.219 |
7.8% |
0.083 |
3.0% |
98% |
True |
False |
90,133 |
| 20 |
2.947 |
2.580 |
0.367 |
13.1% |
0.091 |
3.3% |
58% |
False |
False |
79,563 |
| 40 |
3.022 |
2.580 |
0.442 |
15.8% |
0.096 |
3.4% |
48% |
False |
False |
60,948 |
| 60 |
3.022 |
2.430 |
0.592 |
21.2% |
0.089 |
3.2% |
61% |
False |
False |
53,204 |
| 80 |
3.022 |
2.277 |
0.745 |
26.7% |
0.082 |
2.9% |
69% |
False |
False |
46,289 |
| 100 |
3.022 |
2.236 |
0.786 |
28.1% |
0.080 |
2.8% |
71% |
False |
False |
42,040 |
| 120 |
3.022 |
2.052 |
0.970 |
34.7% |
0.078 |
2.8% |
76% |
False |
False |
38,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.305 |
|
2.618 |
3.111 |
|
1.618 |
2.992 |
|
1.000 |
2.918 |
|
0.618 |
2.873 |
|
HIGH |
2.799 |
|
0.618 |
2.754 |
|
0.500 |
2.740 |
|
0.382 |
2.725 |
|
LOW |
2.680 |
|
0.618 |
2.606 |
|
1.000 |
2.561 |
|
1.618 |
2.487 |
|
2.618 |
2.368 |
|
4.250 |
2.174 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.776 |
2.764 |
| PP |
2.758 |
2.734 |
| S1 |
2.740 |
2.704 |
|