NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.844 |
2.805 |
-0.039 |
-1.4% |
3.048 |
| High |
2.870 |
2.841 |
-0.029 |
-1.0% |
3.075 |
| Low |
2.796 |
2.769 |
-0.027 |
-1.0% |
2.935 |
| Close |
2.801 |
2.792 |
-0.009 |
-0.3% |
2.965 |
| Range |
0.074 |
0.072 |
-0.002 |
-2.7% |
0.140 |
| ATR |
0.085 |
0.084 |
-0.001 |
-1.1% |
0.000 |
| Volume |
74,077 |
74,702 |
625 |
0.8% |
205,950 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.017 |
2.976 |
2.832 |
|
| R3 |
2.945 |
2.904 |
2.812 |
|
| R2 |
2.873 |
2.873 |
2.805 |
|
| R1 |
2.832 |
2.832 |
2.799 |
2.817 |
| PP |
2.801 |
2.801 |
2.801 |
2.793 |
| S1 |
2.760 |
2.760 |
2.785 |
2.745 |
| S2 |
2.729 |
2.729 |
2.779 |
|
| S3 |
2.657 |
2.688 |
2.772 |
|
| S4 |
2.585 |
2.616 |
2.752 |
|
|
| 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 |
3.024 |
2.769 |
0.255 |
9.1% |
0.074 |
2.7% |
9% |
False |
True |
70,107 |
| 10 |
3.091 |
2.769 |
0.322 |
11.5% |
0.079 |
2.8% |
7% |
False |
True |
53,938 |
| 20 |
3.091 |
2.769 |
0.322 |
11.5% |
0.083 |
3.0% |
7% |
False |
True |
39,794 |
| 40 |
3.148 |
2.769 |
0.379 |
13.6% |
0.085 |
3.1% |
6% |
False |
True |
30,518 |
| 60 |
3.148 |
2.460 |
0.688 |
24.6% |
0.078 |
2.8% |
48% |
False |
False |
24,773 |
| 80 |
3.148 |
2.460 |
0.688 |
24.6% |
0.072 |
2.6% |
48% |
False |
False |
20,923 |
| 100 |
3.148 |
2.399 |
0.749 |
26.8% |
0.069 |
2.5% |
52% |
False |
False |
17,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.147 |
|
2.618 |
3.029 |
|
1.618 |
2.957 |
|
1.000 |
2.913 |
|
0.618 |
2.885 |
|
HIGH |
2.841 |
|
0.618 |
2.813 |
|
0.500 |
2.805 |
|
0.382 |
2.797 |
|
LOW |
2.769 |
|
0.618 |
2.725 |
|
1.000 |
2.697 |
|
1.618 |
2.653 |
|
2.618 |
2.581 |
|
4.250 |
2.463 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.805 |
2.854 |
| PP |
2.801 |
2.833 |
| S1 |
2.796 |
2.813 |
|