NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.978 |
2.942 |
-0.036 |
-1.2% |
2.960 |
| High |
3.001 |
3.054 |
0.053 |
1.8% |
3.091 |
| Low |
2.938 |
2.935 |
-0.003 |
-0.1% |
2.877 |
| Close |
2.943 |
3.034 |
0.091 |
3.1% |
3.076 |
| Range |
0.063 |
0.119 |
0.056 |
88.9% |
0.214 |
| ATR |
0.086 |
0.088 |
0.002 |
2.8% |
0.000 |
| Volume |
33,445 |
46,704 |
13,259 |
39.6% |
182,526 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.365 |
3.318 |
3.099 |
|
| R3 |
3.246 |
3.199 |
3.067 |
|
| R2 |
3.127 |
3.127 |
3.056 |
|
| R1 |
3.080 |
3.080 |
3.045 |
3.104 |
| PP |
3.008 |
3.008 |
3.008 |
3.019 |
| S1 |
2.961 |
2.961 |
3.023 |
2.985 |
| S2 |
2.889 |
2.889 |
3.012 |
|
| S3 |
2.770 |
2.842 |
3.001 |
|
| S4 |
2.651 |
2.723 |
2.969 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.657 |
3.580 |
3.194 |
|
| R3 |
3.443 |
3.366 |
3.135 |
|
| R2 |
3.229 |
3.229 |
3.115 |
|
| R1 |
3.152 |
3.152 |
3.096 |
3.191 |
| PP |
3.015 |
3.015 |
3.015 |
3.034 |
| S1 |
2.938 |
2.938 |
3.056 |
2.977 |
| S2 |
2.801 |
2.801 |
3.037 |
|
| S3 |
2.587 |
2.724 |
3.017 |
|
| S4 |
2.373 |
2.510 |
2.958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.091 |
2.888 |
0.203 |
6.7% |
0.107 |
3.5% |
72% |
False |
False |
41,554 |
| 10 |
3.091 |
2.817 |
0.274 |
9.0% |
0.091 |
3.0% |
79% |
False |
False |
33,887 |
| 20 |
3.091 |
2.817 |
0.274 |
9.0% |
0.086 |
2.8% |
79% |
False |
False |
27,896 |
| 40 |
3.148 |
2.817 |
0.331 |
10.9% |
0.084 |
2.8% |
66% |
False |
False |
23,610 |
| 60 |
3.148 |
2.460 |
0.688 |
22.7% |
0.075 |
2.5% |
83% |
False |
False |
19,313 |
| 80 |
3.148 |
2.460 |
0.688 |
22.7% |
0.071 |
2.3% |
83% |
False |
False |
16,648 |
| 100 |
3.148 |
2.361 |
0.787 |
25.9% |
0.069 |
2.3% |
86% |
False |
False |
14,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.560 |
|
2.618 |
3.366 |
|
1.618 |
3.247 |
|
1.000 |
3.173 |
|
0.618 |
3.128 |
|
HIGH |
3.054 |
|
0.618 |
3.009 |
|
0.500 |
2.995 |
|
0.382 |
2.980 |
|
LOW |
2.935 |
|
0.618 |
2.861 |
|
1.000 |
2.816 |
|
1.618 |
2.742 |
|
2.618 |
2.623 |
|
4.250 |
2.429 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.021 |
3.024 |
| PP |
3.008 |
3.015 |
| S1 |
2.995 |
3.005 |
|