NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.787 |
2.806 |
0.019 |
0.7% |
2.938 |
| High |
2.849 |
2.842 |
-0.007 |
-0.2% |
2.951 |
| Low |
2.783 |
2.801 |
0.018 |
0.6% |
2.767 |
| Close |
2.811 |
2.833 |
0.022 |
0.8% |
2.804 |
| Range |
0.066 |
0.041 |
-0.025 |
-37.9% |
0.184 |
| ATR |
0.083 |
0.080 |
-0.003 |
-3.6% |
0.000 |
| Volume |
32,822 |
24,932 |
-7,890 |
-24.0% |
332,223 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.948 |
2.932 |
2.856 |
|
| R3 |
2.907 |
2.891 |
2.844 |
|
| R2 |
2.866 |
2.866 |
2.841 |
|
| R1 |
2.850 |
2.850 |
2.837 |
2.858 |
| PP |
2.825 |
2.825 |
2.825 |
2.830 |
| S1 |
2.809 |
2.809 |
2.829 |
2.817 |
| S2 |
2.784 |
2.784 |
2.825 |
|
| S3 |
2.743 |
2.768 |
2.822 |
|
| S4 |
2.702 |
2.727 |
2.810 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.393 |
3.282 |
2.905 |
|
| R3 |
3.209 |
3.098 |
2.855 |
|
| R2 |
3.025 |
3.025 |
2.838 |
|
| R1 |
2.914 |
2.914 |
2.821 |
2.878 |
| PP |
2.841 |
2.841 |
2.841 |
2.822 |
| S1 |
2.730 |
2.730 |
2.787 |
2.694 |
| S2 |
2.657 |
2.657 |
2.770 |
|
| S3 |
2.473 |
2.546 |
2.753 |
|
| S4 |
2.289 |
2.362 |
2.703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.870 |
2.767 |
0.103 |
3.6% |
0.067 |
2.4% |
64% |
False |
False |
48,514 |
| 10 |
3.067 |
2.767 |
0.300 |
10.6% |
0.075 |
2.6% |
22% |
False |
False |
52,971 |
| 20 |
3.091 |
2.767 |
0.324 |
11.4% |
0.081 |
2.9% |
20% |
False |
False |
42,064 |
| 40 |
3.148 |
2.767 |
0.381 |
13.4% |
0.085 |
3.0% |
17% |
False |
False |
31,648 |
| 60 |
3.148 |
2.572 |
0.576 |
20.3% |
0.077 |
2.7% |
45% |
False |
False |
25,964 |
| 80 |
3.148 |
2.460 |
0.688 |
24.3% |
0.072 |
2.5% |
54% |
False |
False |
21,808 |
| 100 |
3.148 |
2.403 |
0.745 |
26.3% |
0.069 |
2.4% |
58% |
False |
False |
18,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.016 |
|
2.618 |
2.949 |
|
1.618 |
2.908 |
|
1.000 |
2.883 |
|
0.618 |
2.867 |
|
HIGH |
2.842 |
|
0.618 |
2.826 |
|
0.500 |
2.822 |
|
0.382 |
2.817 |
|
LOW |
2.801 |
|
0.618 |
2.776 |
|
1.000 |
2.760 |
|
1.618 |
2.735 |
|
2.618 |
2.694 |
|
4.250 |
2.627 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.829 |
2.825 |
| PP |
2.825 |
2.816 |
| S1 |
2.822 |
2.808 |
|