NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.019 |
2.938 |
-0.081 |
-2.7% |
3.048 |
| High |
3.024 |
2.951 |
-0.073 |
-2.4% |
3.075 |
| Low |
2.948 |
2.903 |
-0.045 |
-1.5% |
2.935 |
| Close |
2.965 |
2.943 |
-0.022 |
-0.7% |
2.965 |
| Range |
0.076 |
0.048 |
-0.028 |
-36.8% |
0.140 |
| ATR |
0.086 |
0.084 |
-0.002 |
-2.0% |
0.000 |
| Volume |
54,353 |
69,895 |
15,542 |
28.6% |
205,950 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.076 |
3.058 |
2.969 |
|
| R3 |
3.028 |
3.010 |
2.956 |
|
| R2 |
2.980 |
2.980 |
2.952 |
|
| R1 |
2.962 |
2.962 |
2.947 |
2.971 |
| PP |
2.932 |
2.932 |
2.932 |
2.937 |
| S1 |
2.914 |
2.914 |
2.939 |
2.923 |
| S2 |
2.884 |
2.884 |
2.934 |
|
| S3 |
2.836 |
2.866 |
2.930 |
|
| S4 |
2.788 |
2.818 |
2.917 |
|
|
| 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 |
3.067 |
2.903 |
0.164 |
5.6% |
0.075 |
2.6% |
24% |
False |
True |
48,615 |
| 10 |
3.091 |
2.877 |
0.214 |
7.3% |
0.087 |
3.0% |
31% |
False |
False |
43,087 |
| 20 |
3.091 |
2.817 |
0.274 |
9.3% |
0.081 |
2.8% |
46% |
False |
False |
32,672 |
| 40 |
3.148 |
2.817 |
0.331 |
11.2% |
0.083 |
2.8% |
38% |
False |
False |
26,035 |
| 60 |
3.148 |
2.460 |
0.688 |
23.4% |
0.076 |
2.6% |
70% |
False |
False |
21,475 |
| 80 |
3.148 |
2.460 |
0.688 |
23.4% |
0.071 |
2.4% |
70% |
False |
False |
18,436 |
| 100 |
3.148 |
2.398 |
0.750 |
25.5% |
0.069 |
2.3% |
73% |
False |
False |
15,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.155 |
|
2.618 |
3.077 |
|
1.618 |
3.029 |
|
1.000 |
2.999 |
|
0.618 |
2.981 |
|
HIGH |
2.951 |
|
0.618 |
2.933 |
|
0.500 |
2.927 |
|
0.382 |
2.921 |
|
LOW |
2.903 |
|
0.618 |
2.873 |
|
1.000 |
2.855 |
|
1.618 |
2.825 |
|
2.618 |
2.777 |
|
4.250 |
2.699 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.938 |
2.985 |
| PP |
2.932 |
2.971 |
| S1 |
2.927 |
2.957 |
|