NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.825 |
2.880 |
0.055 |
1.9% |
2.632 |
| High |
2.901 |
2.949 |
0.048 |
1.7% |
2.949 |
| Low |
2.782 |
2.832 |
0.050 |
1.8% |
2.632 |
| Close |
2.885 |
2.913 |
0.028 |
1.0% |
2.913 |
| Range |
0.119 |
0.117 |
-0.002 |
-1.7% |
0.317 |
| ATR |
0.092 |
0.094 |
0.002 |
1.9% |
0.000 |
| Volume |
139,901 |
154,062 |
14,161 |
10.1% |
669,205 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.249 |
3.198 |
2.977 |
|
| R3 |
3.132 |
3.081 |
2.945 |
|
| R2 |
3.015 |
3.015 |
2.934 |
|
| R1 |
2.964 |
2.964 |
2.924 |
2.990 |
| PP |
2.898 |
2.898 |
2.898 |
2.911 |
| S1 |
2.847 |
2.847 |
2.902 |
2.873 |
| S2 |
2.781 |
2.781 |
2.892 |
|
| S3 |
2.664 |
2.730 |
2.881 |
|
| S4 |
2.547 |
2.613 |
2.849 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.782 |
3.665 |
3.087 |
|
| R3 |
3.465 |
3.348 |
3.000 |
|
| R2 |
3.148 |
3.148 |
2.971 |
|
| R1 |
3.031 |
3.031 |
2.942 |
3.090 |
| PP |
2.831 |
2.831 |
2.831 |
2.861 |
| S1 |
2.714 |
2.714 |
2.884 |
2.773 |
| S2 |
2.514 |
2.514 |
2.855 |
|
| S3 |
2.197 |
2.397 |
2.826 |
|
| S4 |
1.880 |
2.080 |
2.739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.949 |
2.632 |
0.317 |
10.9% |
0.104 |
3.6% |
89% |
True |
False |
133,841 |
| 10 |
2.949 |
2.600 |
0.349 |
12.0% |
0.089 |
3.1% |
90% |
True |
False |
104,607 |
| 20 |
2.949 |
2.580 |
0.369 |
12.7% |
0.089 |
3.0% |
90% |
True |
False |
91,538 |
| 40 |
3.022 |
2.580 |
0.442 |
15.2% |
0.095 |
3.3% |
75% |
False |
False |
67,767 |
| 60 |
3.022 |
2.580 |
0.442 |
15.2% |
0.090 |
3.1% |
75% |
False |
False |
58,361 |
| 80 |
3.022 |
2.277 |
0.745 |
25.6% |
0.084 |
2.9% |
85% |
False |
False |
50,765 |
| 100 |
3.022 |
2.236 |
0.786 |
27.0% |
0.081 |
2.8% |
86% |
False |
False |
45,718 |
| 120 |
3.022 |
2.105 |
0.917 |
31.5% |
0.079 |
2.7% |
88% |
False |
False |
41,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.446 |
|
2.618 |
3.255 |
|
1.618 |
3.138 |
|
1.000 |
3.066 |
|
0.618 |
3.021 |
|
HIGH |
2.949 |
|
0.618 |
2.904 |
|
0.500 |
2.891 |
|
0.382 |
2.877 |
|
LOW |
2.832 |
|
0.618 |
2.760 |
|
1.000 |
2.715 |
|
1.618 |
2.643 |
|
2.618 |
2.526 |
|
4.250 |
2.335 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.906 |
2.897 |
| PP |
2.898 |
2.880 |
| S1 |
2.891 |
2.864 |
|