NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.806 |
2.841 |
0.035 |
1.2% |
2.938 |
| High |
2.842 |
2.854 |
0.012 |
0.4% |
2.951 |
| Low |
2.801 |
2.800 |
-0.001 |
0.0% |
2.767 |
| Close |
2.833 |
2.832 |
-0.001 |
0.0% |
2.804 |
| Range |
0.041 |
0.054 |
0.013 |
31.7% |
0.184 |
| ATR |
0.080 |
0.078 |
-0.002 |
-2.3% |
0.000 |
| Volume |
24,932 |
33,127 |
8,195 |
32.9% |
332,223 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.991 |
2.965 |
2.862 |
|
| R3 |
2.937 |
2.911 |
2.847 |
|
| R2 |
2.883 |
2.883 |
2.842 |
|
| R1 |
2.857 |
2.857 |
2.837 |
2.843 |
| PP |
2.829 |
2.829 |
2.829 |
2.822 |
| S1 |
2.803 |
2.803 |
2.827 |
2.789 |
| S2 |
2.775 |
2.775 |
2.822 |
|
| S3 |
2.721 |
2.749 |
2.817 |
|
| S4 |
2.667 |
2.695 |
2.802 |
|
|
| 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 |
2.854 |
2.767 |
0.087 |
3.1% |
0.063 |
2.2% |
75% |
True |
False |
40,324 |
| 10 |
3.067 |
2.767 |
0.300 |
10.6% |
0.069 |
2.4% |
22% |
False |
False |
51,613 |
| 20 |
3.091 |
2.767 |
0.324 |
11.4% |
0.080 |
2.8% |
20% |
False |
False |
42,750 |
| 40 |
3.148 |
2.767 |
0.381 |
13.5% |
0.085 |
3.0% |
17% |
False |
False |
32,080 |
| 60 |
3.148 |
2.572 |
0.576 |
20.3% |
0.077 |
2.7% |
45% |
False |
False |
26,424 |
| 80 |
3.148 |
2.460 |
0.688 |
24.3% |
0.071 |
2.5% |
54% |
False |
False |
22,105 |
| 100 |
3.148 |
2.424 |
0.724 |
25.6% |
0.069 |
2.4% |
56% |
False |
False |
19,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.084 |
|
2.618 |
2.995 |
|
1.618 |
2.941 |
|
1.000 |
2.908 |
|
0.618 |
2.887 |
|
HIGH |
2.854 |
|
0.618 |
2.833 |
|
0.500 |
2.827 |
|
0.382 |
2.821 |
|
LOW |
2.800 |
|
0.618 |
2.767 |
|
1.000 |
2.746 |
|
1.618 |
2.713 |
|
2.618 |
2.659 |
|
4.250 |
2.571 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.830 |
2.828 |
| PP |
2.829 |
2.823 |
| S1 |
2.827 |
2.819 |
|