NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.821 |
2.842 |
0.021 |
0.7% |
2.787 |
| High |
2.890 |
2.865 |
-0.025 |
-0.9% |
2.890 |
| Low |
2.809 |
2.771 |
-0.038 |
-1.4% |
2.771 |
| Close |
2.873 |
2.781 |
-0.092 |
-3.2% |
2.781 |
| Range |
0.081 |
0.094 |
0.013 |
16.0% |
0.119 |
| ATR |
0.078 |
0.080 |
0.002 |
2.2% |
0.000 |
| Volume |
40,900 |
36,710 |
-4,190 |
-10.2% |
168,491 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.088 |
3.028 |
2.833 |
|
| R3 |
2.994 |
2.934 |
2.807 |
|
| R2 |
2.900 |
2.900 |
2.798 |
|
| R1 |
2.840 |
2.840 |
2.790 |
2.823 |
| PP |
2.806 |
2.806 |
2.806 |
2.797 |
| S1 |
2.746 |
2.746 |
2.772 |
2.729 |
| S2 |
2.712 |
2.712 |
2.764 |
|
| S3 |
2.618 |
2.652 |
2.755 |
|
| S4 |
2.524 |
2.558 |
2.729 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.171 |
3.095 |
2.846 |
|
| R3 |
3.052 |
2.976 |
2.814 |
|
| R2 |
2.933 |
2.933 |
2.803 |
|
| R1 |
2.857 |
2.857 |
2.792 |
2.836 |
| PP |
2.814 |
2.814 |
2.814 |
2.803 |
| S1 |
2.738 |
2.738 |
2.770 |
2.717 |
| S2 |
2.695 |
2.695 |
2.759 |
|
| S3 |
2.576 |
2.619 |
2.748 |
|
| S4 |
2.457 |
2.500 |
2.716 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.890 |
2.771 |
0.119 |
4.3% |
0.067 |
2.4% |
8% |
False |
True |
33,698 |
| 10 |
2.951 |
2.767 |
0.184 |
6.6% |
0.071 |
2.6% |
8% |
False |
False |
50,071 |
| 20 |
3.091 |
2.767 |
0.324 |
11.7% |
0.080 |
2.9% |
4% |
False |
False |
44,459 |
| 40 |
3.148 |
2.767 |
0.381 |
13.7% |
0.085 |
3.0% |
4% |
False |
False |
33,070 |
| 60 |
3.148 |
2.622 |
0.526 |
18.9% |
0.078 |
2.8% |
30% |
False |
False |
27,420 |
| 80 |
3.148 |
2.460 |
0.688 |
24.7% |
0.072 |
2.6% |
47% |
False |
False |
22,775 |
| 100 |
3.148 |
2.424 |
0.724 |
26.0% |
0.070 |
2.5% |
49% |
False |
False |
19,743 |
| 120 |
3.148 |
2.225 |
0.923 |
33.2% |
0.068 |
2.4% |
60% |
False |
False |
17,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.265 |
|
2.618 |
3.111 |
|
1.618 |
3.017 |
|
1.000 |
2.959 |
|
0.618 |
2.923 |
|
HIGH |
2.865 |
|
0.618 |
2.829 |
|
0.500 |
2.818 |
|
0.382 |
2.807 |
|
LOW |
2.771 |
|
0.618 |
2.713 |
|
1.000 |
2.677 |
|
1.618 |
2.619 |
|
2.618 |
2.525 |
|
4.250 |
2.372 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.818 |
2.831 |
| PP |
2.806 |
2.814 |
| S1 |
2.793 |
2.798 |
|