NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.030 |
3.019 |
-0.011 |
-0.4% |
3.048 |
| High |
3.067 |
3.024 |
-0.043 |
-1.4% |
3.075 |
| Low |
2.996 |
2.948 |
-0.048 |
-1.6% |
2.935 |
| Close |
3.022 |
2.965 |
-0.057 |
-1.9% |
2.965 |
| Range |
0.071 |
0.076 |
0.005 |
7.0% |
0.140 |
| ATR |
0.087 |
0.086 |
-0.001 |
-0.9% |
0.000 |
| Volume |
38,681 |
54,353 |
15,672 |
40.5% |
205,950 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.207 |
3.162 |
3.007 |
|
| R3 |
3.131 |
3.086 |
2.986 |
|
| R2 |
3.055 |
3.055 |
2.979 |
|
| R1 |
3.010 |
3.010 |
2.972 |
2.995 |
| PP |
2.979 |
2.979 |
2.979 |
2.971 |
| S1 |
2.934 |
2.934 |
2.958 |
2.919 |
| S2 |
2.903 |
2.903 |
2.951 |
|
| S3 |
2.827 |
2.858 |
2.944 |
|
| S4 |
2.751 |
2.782 |
2.923 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.412 |
3.328 |
3.042 |
|
| R3 |
3.272 |
3.188 |
3.004 |
|
| R2 |
3.132 |
3.132 |
2.991 |
|
| R1 |
3.048 |
3.048 |
2.978 |
3.020 |
| PP |
2.992 |
2.992 |
2.992 |
2.978 |
| S1 |
2.908 |
2.908 |
2.952 |
2.880 |
| S2 |
2.852 |
2.852 |
2.939 |
|
| S3 |
2.712 |
2.768 |
2.927 |
|
| S4 |
2.572 |
2.628 |
2.888 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.075 |
2.935 |
0.140 |
4.7% |
0.086 |
2.9% |
21% |
False |
False |
41,190 |
| 10 |
3.091 |
2.877 |
0.214 |
7.2% |
0.089 |
3.0% |
41% |
False |
False |
38,847 |
| 20 |
3.091 |
2.817 |
0.274 |
9.2% |
0.085 |
2.9% |
54% |
False |
False |
30,343 |
| 40 |
3.148 |
2.817 |
0.331 |
11.2% |
0.083 |
2.8% |
45% |
False |
False |
24,676 |
| 60 |
3.148 |
2.460 |
0.688 |
23.2% |
0.076 |
2.5% |
73% |
False |
False |
20,491 |
| 80 |
3.148 |
2.460 |
0.688 |
23.2% |
0.071 |
2.4% |
73% |
False |
False |
17,661 |
| 100 |
3.148 |
2.398 |
0.750 |
25.3% |
0.069 |
2.3% |
76% |
False |
False |
15,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.347 |
|
2.618 |
3.223 |
|
1.618 |
3.147 |
|
1.000 |
3.100 |
|
0.618 |
3.071 |
|
HIGH |
3.024 |
|
0.618 |
2.995 |
|
0.500 |
2.986 |
|
0.382 |
2.977 |
|
LOW |
2.948 |
|
0.618 |
2.901 |
|
1.000 |
2.872 |
|
1.618 |
2.825 |
|
2.618 |
2.749 |
|
4.250 |
2.625 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.986 |
3.001 |
| PP |
2.979 |
2.989 |
| S1 |
2.972 |
2.977 |
|