NYMEX Natural Gas Future November 2016
Trading Metrics calculated at close of trading on 04-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
2.942 |
3.030 |
0.088 |
3.0% |
2.960 |
High |
3.054 |
3.067 |
0.013 |
0.4% |
3.091 |
Low |
2.935 |
2.996 |
0.061 |
2.1% |
2.877 |
Close |
3.034 |
3.022 |
-0.012 |
-0.4% |
3.076 |
Range |
0.119 |
0.071 |
-0.048 |
-40.3% |
0.214 |
ATR |
0.088 |
0.087 |
-0.001 |
-1.4% |
0.000 |
Volume |
46,704 |
38,681 |
-8,023 |
-17.2% |
182,526 |
|
Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.241 |
3.203 |
3.061 |
|
R3 |
3.170 |
3.132 |
3.042 |
|
R2 |
3.099 |
3.099 |
3.035 |
|
R1 |
3.061 |
3.061 |
3.029 |
3.045 |
PP |
3.028 |
3.028 |
3.028 |
3.020 |
S1 |
2.990 |
2.990 |
3.015 |
2.974 |
S2 |
2.957 |
2.957 |
3.009 |
|
S3 |
2.886 |
2.919 |
3.002 |
|
S4 |
2.815 |
2.848 |
2.983 |
|
|
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 |
2.935 |
0.156 |
5.2% |
0.083 |
2.8% |
56% |
False |
False |
37,769 |
10 |
3.091 |
2.855 |
0.236 |
7.8% |
0.092 |
3.0% |
71% |
False |
False |
35,648 |
20 |
3.091 |
2.817 |
0.274 |
9.1% |
0.084 |
2.8% |
75% |
False |
False |
28,804 |
40 |
3.148 |
2.817 |
0.331 |
11.0% |
0.085 |
2.8% |
62% |
False |
False |
24,159 |
60 |
3.148 |
2.460 |
0.688 |
22.8% |
0.075 |
2.5% |
82% |
False |
False |
19,770 |
80 |
3.148 |
2.460 |
0.688 |
22.8% |
0.071 |
2.3% |
82% |
False |
False |
17,068 |
100 |
3.148 |
2.398 |
0.750 |
24.8% |
0.069 |
2.3% |
83% |
False |
False |
14,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.369 |
2.618 |
3.253 |
1.618 |
3.182 |
1.000 |
3.138 |
0.618 |
3.111 |
HIGH |
3.067 |
0.618 |
3.040 |
0.500 |
3.032 |
0.382 |
3.023 |
LOW |
2.996 |
0.618 |
2.952 |
1.000 |
2.925 |
1.618 |
2.881 |
2.618 |
2.810 |
4.250 |
2.694 |
|
|
Fisher Pivots for day following 04-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
3.032 |
3.015 |
PP |
3.028 |
3.008 |
S1 |
3.025 |
3.001 |
|