NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
2.905 |
2.958 |
0.053 |
1.8% |
2.787 |
| High |
2.987 |
3.029 |
0.042 |
1.4% |
2.890 |
| Low |
2.905 |
2.913 |
0.008 |
0.3% |
2.771 |
| Close |
2.967 |
3.010 |
0.043 |
1.4% |
2.781 |
| Range |
0.082 |
0.116 |
0.034 |
41.5% |
0.119 |
| ATR |
0.082 |
0.084 |
0.002 |
3.0% |
0.000 |
| Volume |
31,607 |
38,541 |
6,934 |
21.9% |
168,491 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.332 |
3.287 |
3.074 |
|
| R3 |
3.216 |
3.171 |
3.042 |
|
| R2 |
3.100 |
3.100 |
3.031 |
|
| R1 |
3.055 |
3.055 |
3.021 |
3.078 |
| PP |
2.984 |
2.984 |
2.984 |
2.995 |
| S1 |
2.939 |
2.939 |
2.999 |
2.962 |
| S2 |
2.868 |
2.868 |
2.989 |
|
| S3 |
2.752 |
2.823 |
2.978 |
|
| S4 |
2.636 |
2.707 |
2.946 |
|
|
| 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 |
3.029 |
2.771 |
0.258 |
8.6% |
0.095 |
3.2% |
93% |
True |
False |
41,238 |
| 10 |
3.029 |
2.767 |
0.262 |
8.7% |
0.080 |
2.7% |
93% |
True |
False |
37,401 |
| 20 |
3.091 |
2.767 |
0.324 |
10.8% |
0.079 |
2.6% |
75% |
False |
False |
45,669 |
| 40 |
3.148 |
2.767 |
0.381 |
12.7% |
0.085 |
2.8% |
64% |
False |
False |
35,224 |
| 60 |
3.148 |
2.740 |
0.408 |
13.6% |
0.080 |
2.7% |
66% |
False |
False |
29,446 |
| 80 |
3.148 |
2.460 |
0.688 |
22.9% |
0.074 |
2.5% |
80% |
False |
False |
24,449 |
| 100 |
3.148 |
2.424 |
0.724 |
24.1% |
0.071 |
2.3% |
81% |
False |
False |
21,176 |
| 120 |
3.148 |
2.248 |
0.900 |
29.9% |
0.069 |
2.3% |
85% |
False |
False |
18,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.522 |
|
2.618 |
3.333 |
|
1.618 |
3.217 |
|
1.000 |
3.145 |
|
0.618 |
3.101 |
|
HIGH |
3.029 |
|
0.618 |
2.985 |
|
0.500 |
2.971 |
|
0.382 |
2.957 |
|
LOW |
2.913 |
|
0.618 |
2.841 |
|
1.000 |
2.797 |
|
1.618 |
2.725 |
|
2.618 |
2.609 |
|
4.250 |
2.420 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.997 |
2.981 |
| PP |
2.984 |
2.952 |
| S1 |
2.971 |
2.923 |
|