NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.842 |
2.789 |
-0.053 |
-1.9% |
2.787 |
| High |
2.865 |
2.862 |
-0.003 |
-0.1% |
2.890 |
| Low |
2.771 |
2.789 |
0.018 |
0.6% |
2.771 |
| Close |
2.781 |
2.838 |
0.057 |
2.0% |
2.781 |
| Range |
0.094 |
0.073 |
-0.021 |
-22.3% |
0.119 |
| ATR |
0.080 |
0.080 |
0.000 |
0.1% |
0.000 |
| Volume |
36,710 |
56,232 |
19,522 |
53.2% |
168,491 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.049 |
3.016 |
2.878 |
|
| R3 |
2.976 |
2.943 |
2.858 |
|
| R2 |
2.903 |
2.903 |
2.851 |
|
| R1 |
2.870 |
2.870 |
2.845 |
2.887 |
| PP |
2.830 |
2.830 |
2.830 |
2.838 |
| S1 |
2.797 |
2.797 |
2.831 |
2.814 |
| S2 |
2.757 |
2.757 |
2.825 |
|
| S3 |
2.684 |
2.724 |
2.818 |
|
| S4 |
2.611 |
2.651 |
2.798 |
|
|
| 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 |
4.2% |
0.069 |
2.4% |
56% |
False |
False |
38,380 |
| 10 |
2.939 |
2.767 |
0.172 |
6.1% |
0.074 |
2.6% |
41% |
False |
False |
48,705 |
| 20 |
3.091 |
2.767 |
0.324 |
11.4% |
0.080 |
2.8% |
22% |
False |
False |
45,896 |
| 40 |
3.148 |
2.767 |
0.381 |
13.4% |
0.085 |
3.0% |
19% |
False |
False |
34,085 |
| 60 |
3.148 |
2.622 |
0.526 |
18.5% |
0.078 |
2.8% |
41% |
False |
False |
28,180 |
| 80 |
3.148 |
2.460 |
0.688 |
24.2% |
0.072 |
2.5% |
55% |
False |
False |
23,336 |
| 100 |
3.148 |
2.424 |
0.724 |
25.5% |
0.069 |
2.4% |
57% |
False |
False |
20,240 |
| 120 |
3.148 |
2.225 |
0.923 |
32.5% |
0.068 |
2.4% |
66% |
False |
False |
17,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.172 |
|
2.618 |
3.053 |
|
1.618 |
2.980 |
|
1.000 |
2.935 |
|
0.618 |
2.907 |
|
HIGH |
2.862 |
|
0.618 |
2.834 |
|
0.500 |
2.826 |
|
0.382 |
2.817 |
|
LOW |
2.789 |
|
0.618 |
2.744 |
|
1.000 |
2.716 |
|
1.618 |
2.671 |
|
2.618 |
2.598 |
|
4.250 |
2.479 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.834 |
2.836 |
| PP |
2.830 |
2.833 |
| S1 |
2.826 |
2.831 |
|