NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.827 |
2.905 |
0.078 |
2.8% |
2.787 |
| High |
2.927 |
2.987 |
0.060 |
2.0% |
2.890 |
| Low |
2.817 |
2.905 |
0.088 |
3.1% |
2.771 |
| Close |
2.924 |
2.967 |
0.043 |
1.5% |
2.781 |
| Range |
0.110 |
0.082 |
-0.028 |
-25.5% |
0.119 |
| ATR |
0.082 |
0.082 |
0.000 |
0.0% |
0.000 |
| Volume |
43,104 |
31,607 |
-11,497 |
-26.7% |
168,491 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.199 |
3.165 |
3.012 |
|
| R3 |
3.117 |
3.083 |
2.990 |
|
| R2 |
3.035 |
3.035 |
2.982 |
|
| R1 |
3.001 |
3.001 |
2.975 |
3.018 |
| PP |
2.953 |
2.953 |
2.953 |
2.962 |
| S1 |
2.919 |
2.919 |
2.959 |
2.936 |
| S2 |
2.871 |
2.871 |
2.952 |
|
| S3 |
2.789 |
2.837 |
2.944 |
|
| S4 |
2.707 |
2.755 |
2.922 |
|
|
| 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 |
2.987 |
2.771 |
0.216 |
7.3% |
0.088 |
3.0% |
91% |
True |
False |
41,710 |
| 10 |
2.987 |
2.767 |
0.220 |
7.4% |
0.075 |
2.5% |
91% |
True |
False |
41,017 |
| 20 |
3.091 |
2.767 |
0.324 |
10.9% |
0.083 |
2.8% |
62% |
False |
False |
46,623 |
| 40 |
3.148 |
2.767 |
0.381 |
12.8% |
0.085 |
2.9% |
52% |
False |
False |
34,922 |
| 60 |
3.148 |
2.712 |
0.436 |
14.7% |
0.079 |
2.7% |
58% |
False |
False |
29,045 |
| 80 |
3.148 |
2.460 |
0.688 |
23.2% |
0.073 |
2.5% |
74% |
False |
False |
24,042 |
| 100 |
3.148 |
2.424 |
0.724 |
24.4% |
0.070 |
2.4% |
75% |
False |
False |
20,835 |
| 120 |
3.148 |
2.231 |
0.917 |
30.9% |
0.069 |
2.3% |
80% |
False |
False |
18,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.336 |
|
2.618 |
3.202 |
|
1.618 |
3.120 |
|
1.000 |
3.069 |
|
0.618 |
3.038 |
|
HIGH |
2.987 |
|
0.618 |
2.956 |
|
0.500 |
2.946 |
|
0.382 |
2.936 |
|
LOW |
2.905 |
|
0.618 |
2.854 |
|
1.000 |
2.823 |
|
1.618 |
2.772 |
|
2.618 |
2.690 |
|
4.250 |
2.557 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.960 |
2.941 |
| PP |
2.953 |
2.914 |
| S1 |
2.946 |
2.888 |
|