NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.938 |
2.938 |
0.000 |
0.0% |
3.048 |
| High |
2.951 |
2.939 |
-0.012 |
-0.4% |
3.075 |
| Low |
2.903 |
2.837 |
-0.066 |
-2.3% |
2.935 |
| Close |
2.943 |
2.844 |
-0.099 |
-3.4% |
2.965 |
| Range |
0.048 |
0.102 |
0.054 |
112.5% |
0.140 |
| ATR |
0.084 |
0.086 |
0.002 |
1.8% |
0.000 |
| Volume |
69,895 |
77,511 |
7,616 |
10.9% |
205,950 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.179 |
3.114 |
2.900 |
|
| R3 |
3.077 |
3.012 |
2.872 |
|
| R2 |
2.975 |
2.975 |
2.863 |
|
| R1 |
2.910 |
2.910 |
2.853 |
2.892 |
| PP |
2.873 |
2.873 |
2.873 |
2.864 |
| S1 |
2.808 |
2.808 |
2.835 |
2.790 |
| S2 |
2.771 |
2.771 |
2.825 |
|
| S3 |
2.669 |
2.706 |
2.816 |
|
| S4 |
2.567 |
2.604 |
2.788 |
|
|
| 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 |
2.837 |
0.230 |
8.1% |
0.083 |
2.9% |
3% |
False |
True |
57,428 |
| 10 |
3.091 |
2.837 |
0.254 |
8.9% |
0.089 |
3.1% |
3% |
False |
True |
48,472 |
| 20 |
3.091 |
2.817 |
0.274 |
9.6% |
0.083 |
2.9% |
10% |
False |
False |
34,990 |
| 40 |
3.148 |
2.817 |
0.331 |
11.6% |
0.084 |
3.0% |
8% |
False |
False |
27,562 |
| 60 |
3.148 |
2.460 |
0.688 |
24.2% |
0.077 |
2.7% |
56% |
False |
False |
22,658 |
| 80 |
3.148 |
2.460 |
0.688 |
24.2% |
0.072 |
2.5% |
56% |
False |
False |
19,325 |
| 100 |
3.148 |
2.398 |
0.750 |
26.4% |
0.069 |
2.4% |
59% |
False |
False |
16,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.373 |
|
2.618 |
3.206 |
|
1.618 |
3.104 |
|
1.000 |
3.041 |
|
0.618 |
3.002 |
|
HIGH |
2.939 |
|
0.618 |
2.900 |
|
0.500 |
2.888 |
|
0.382 |
2.876 |
|
LOW |
2.837 |
|
0.618 |
2.774 |
|
1.000 |
2.735 |
|
1.618 |
2.672 |
|
2.618 |
2.570 |
|
4.250 |
2.404 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.888 |
2.931 |
| PP |
2.873 |
2.902 |
| S1 |
2.859 |
2.873 |
|