NYMEX Natural Gas Future October 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.893 |
2.834 |
-0.059 |
-2.0% |
2.632 |
| High |
2.943 |
2.900 |
-0.043 |
-1.5% |
2.949 |
| Low |
2.815 |
2.808 |
-0.007 |
-0.2% |
2.632 |
| Close |
2.827 |
2.887 |
0.060 |
2.1% |
2.913 |
| Range |
0.128 |
0.092 |
-0.036 |
-28.1% |
0.317 |
| ATR |
0.095 |
0.095 |
0.000 |
-0.2% |
0.000 |
| Volume |
133,443 |
140,178 |
6,735 |
5.0% |
669,205 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.141 |
3.106 |
2.938 |
|
| R3 |
3.049 |
3.014 |
2.912 |
|
| R2 |
2.957 |
2.957 |
2.904 |
|
| R1 |
2.922 |
2.922 |
2.895 |
2.940 |
| PP |
2.865 |
2.865 |
2.865 |
2.874 |
| S1 |
2.830 |
2.830 |
2.879 |
2.848 |
| S2 |
2.773 |
2.773 |
2.870 |
|
| S3 |
2.681 |
2.738 |
2.862 |
|
| S4 |
2.589 |
2.646 |
2.836 |
|
|
| 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 |
2.782 |
0.167 |
5.8% |
0.105 |
3.6% |
63% |
False |
False |
137,447 |
| 10 |
2.949 |
2.608 |
0.341 |
11.8% |
0.100 |
3.5% |
82% |
False |
False |
124,764 |
| 20 |
2.949 |
2.580 |
0.369 |
12.8% |
0.088 |
3.1% |
83% |
False |
False |
103,160 |
| 40 |
2.949 |
2.580 |
0.369 |
12.8% |
0.093 |
3.2% |
83% |
False |
False |
74,369 |
| 60 |
3.022 |
2.580 |
0.442 |
15.3% |
0.092 |
3.2% |
69% |
False |
False |
63,283 |
| 80 |
3.022 |
2.277 |
0.745 |
25.8% |
0.085 |
2.9% |
82% |
False |
False |
54,860 |
| 100 |
3.022 |
2.254 |
0.768 |
26.6% |
0.082 |
2.8% |
82% |
False |
False |
49,026 |
| 120 |
3.022 |
2.181 |
0.841 |
29.1% |
0.080 |
2.8% |
84% |
False |
False |
44,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.291 |
|
2.618 |
3.141 |
|
1.618 |
3.049 |
|
1.000 |
2.992 |
|
0.618 |
2.957 |
|
HIGH |
2.900 |
|
0.618 |
2.865 |
|
0.500 |
2.854 |
|
0.382 |
2.843 |
|
LOW |
2.808 |
|
0.618 |
2.751 |
|
1.000 |
2.716 |
|
1.618 |
2.659 |
|
2.618 |
2.567 |
|
4.250 |
2.417 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.876 |
2.883 |
| PP |
2.865 |
2.879 |
| S1 |
2.854 |
2.876 |
|