NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.695 |
2.792 |
0.097 |
3.6% |
2.604 |
| High |
2.799 |
2.856 |
0.057 |
2.0% |
2.731 |
| Low |
2.680 |
2.779 |
0.099 |
3.7% |
2.600 |
| Close |
2.794 |
2.835 |
0.041 |
1.5% |
2.619 |
| Range |
0.119 |
0.077 |
-0.042 |
-35.3% |
0.131 |
| ATR |
0.091 |
0.090 |
-0.001 |
-1.1% |
0.000 |
| Volume |
125,215 |
134,119 |
8,904 |
7.1% |
376,874 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.054 |
3.022 |
2.877 |
|
| R3 |
2.977 |
2.945 |
2.856 |
|
| R2 |
2.900 |
2.900 |
2.849 |
|
| R1 |
2.868 |
2.868 |
2.842 |
2.884 |
| PP |
2.823 |
2.823 |
2.823 |
2.832 |
| S1 |
2.791 |
2.791 |
2.828 |
2.807 |
| S2 |
2.746 |
2.746 |
2.821 |
|
| S3 |
2.669 |
2.714 |
2.814 |
|
| S4 |
2.592 |
2.637 |
2.793 |
|
|
| 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 |
2.856 |
2.608 |
0.248 |
8.7% |
0.095 |
3.4% |
92% |
True |
False |
112,081 |
| 10 |
2.856 |
2.580 |
0.276 |
9.7% |
0.082 |
2.9% |
92% |
True |
False |
93,889 |
| 20 |
2.947 |
2.580 |
0.367 |
12.9% |
0.092 |
3.2% |
69% |
False |
False |
83,984 |
| 40 |
3.022 |
2.580 |
0.442 |
15.6% |
0.094 |
3.3% |
58% |
False |
False |
62,973 |
| 60 |
3.022 |
2.524 |
0.498 |
17.6% |
0.088 |
3.1% |
62% |
False |
False |
54,779 |
| 80 |
3.022 |
2.277 |
0.745 |
26.3% |
0.082 |
2.9% |
75% |
False |
False |
47,632 |
| 100 |
3.022 |
2.236 |
0.786 |
27.7% |
0.080 |
2.8% |
76% |
False |
False |
43,144 |
| 120 |
3.022 |
2.052 |
0.970 |
34.2% |
0.078 |
2.8% |
81% |
False |
False |
39,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.183 |
|
2.618 |
3.058 |
|
1.618 |
2.981 |
|
1.000 |
2.933 |
|
0.618 |
2.904 |
|
HIGH |
2.856 |
|
0.618 |
2.827 |
|
0.500 |
2.818 |
|
0.382 |
2.808 |
|
LOW |
2.779 |
|
0.618 |
2.731 |
|
1.000 |
2.702 |
|
1.618 |
2.654 |
|
2.618 |
2.577 |
|
4.250 |
2.452 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.829 |
2.805 |
| PP |
2.823 |
2.774 |
| S1 |
2.818 |
2.744 |
|