NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.880 |
2.889 |
0.009 |
0.3% |
2.632 |
| High |
2.949 |
2.932 |
-0.017 |
-0.6% |
2.949 |
| Low |
2.832 |
2.864 |
0.032 |
1.1% |
2.632 |
| Close |
2.913 |
2.896 |
-0.017 |
-0.6% |
2.913 |
| Range |
0.117 |
0.068 |
-0.049 |
-41.9% |
0.317 |
| ATR |
0.094 |
0.092 |
-0.002 |
-2.0% |
0.000 |
| Volume |
154,062 |
119,653 |
-34,409 |
-22.3% |
669,205 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.101 |
3.067 |
2.933 |
|
| R3 |
3.033 |
2.999 |
2.915 |
|
| R2 |
2.965 |
2.965 |
2.908 |
|
| R1 |
2.931 |
2.931 |
2.902 |
2.948 |
| PP |
2.897 |
2.897 |
2.897 |
2.906 |
| S1 |
2.863 |
2.863 |
2.890 |
2.880 |
| S2 |
2.829 |
2.829 |
2.884 |
|
| S3 |
2.761 |
2.795 |
2.877 |
|
| S4 |
2.693 |
2.727 |
2.859 |
|
|
| 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 |
2.680 |
0.269 |
9.3% |
0.100 |
3.5% |
80% |
False |
False |
134,590 |
| 10 |
2.949 |
2.608 |
0.341 |
11.8% |
0.089 |
3.1% |
84% |
False |
False |
110,702 |
| 20 |
2.949 |
2.580 |
0.369 |
12.7% |
0.087 |
3.0% |
86% |
False |
False |
94,873 |
| 40 |
2.981 |
2.580 |
0.401 |
13.8% |
0.094 |
3.3% |
79% |
False |
False |
69,788 |
| 60 |
3.022 |
2.580 |
0.442 |
15.3% |
0.091 |
3.1% |
71% |
False |
False |
59,942 |
| 80 |
3.022 |
2.277 |
0.745 |
25.7% |
0.083 |
2.9% |
83% |
False |
False |
51,961 |
| 100 |
3.022 |
2.249 |
0.773 |
26.7% |
0.080 |
2.8% |
84% |
False |
False |
46,679 |
| 120 |
3.022 |
2.144 |
0.878 |
30.3% |
0.079 |
2.7% |
86% |
False |
False |
42,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.221 |
|
2.618 |
3.110 |
|
1.618 |
3.042 |
|
1.000 |
3.000 |
|
0.618 |
2.974 |
|
HIGH |
2.932 |
|
0.618 |
2.906 |
|
0.500 |
2.898 |
|
0.382 |
2.890 |
|
LOW |
2.864 |
|
0.618 |
2.822 |
|
1.000 |
2.796 |
|
1.618 |
2.754 |
|
2.618 |
2.686 |
|
4.250 |
2.575 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.898 |
2.886 |
| PP |
2.897 |
2.876 |
| S1 |
2.897 |
2.866 |
|