NYMEX Natural Gas Future November 2016
Trading Metrics calculated at close of trading on 29-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
3.013 |
3.005 |
-0.008 |
-0.3% |
2.789 |
High |
3.065 |
3.050 |
-0.015 |
-0.5% |
3.065 |
Low |
2.964 |
2.981 |
0.017 |
0.6% |
2.789 |
Close |
3.030 |
3.011 |
-0.019 |
-0.6% |
3.030 |
Range |
0.101 |
0.069 |
-0.032 |
-31.7% |
0.276 |
ATR |
0.086 |
0.084 |
-0.001 |
-1.4% |
0.000 |
Volume |
49,588 |
42,105 |
-7,483 |
-15.1% |
219,072 |
|
Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.221 |
3.185 |
3.049 |
|
R3 |
3.152 |
3.116 |
3.030 |
|
R2 |
3.083 |
3.083 |
3.024 |
|
R1 |
3.047 |
3.047 |
3.017 |
3.065 |
PP |
3.014 |
3.014 |
3.014 |
3.023 |
S1 |
2.978 |
2.978 |
3.005 |
2.996 |
S2 |
2.945 |
2.945 |
2.998 |
|
S3 |
2.876 |
2.909 |
2.992 |
|
S4 |
2.807 |
2.840 |
2.973 |
|
|
Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.789 |
3.686 |
3.182 |
|
R3 |
3.513 |
3.410 |
3.106 |
|
R2 |
3.237 |
3.237 |
3.081 |
|
R1 |
3.134 |
3.134 |
3.055 |
3.186 |
PP |
2.961 |
2.961 |
2.961 |
2.987 |
S1 |
2.858 |
2.858 |
3.005 |
2.910 |
S2 |
2.685 |
2.685 |
2.979 |
|
S3 |
2.409 |
2.582 |
2.954 |
|
S4 |
2.133 |
2.306 |
2.878 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.065 |
2.817 |
0.248 |
8.2% |
0.096 |
3.2% |
78% |
False |
False |
40,989 |
10 |
3.065 |
2.771 |
0.294 |
9.8% |
0.082 |
2.7% |
82% |
False |
False |
39,684 |
20 |
3.067 |
2.767 |
0.300 |
10.0% |
0.080 |
2.6% |
81% |
False |
False |
46,753 |
40 |
3.115 |
2.767 |
0.348 |
11.6% |
0.085 |
2.8% |
70% |
False |
False |
36,452 |
60 |
3.148 |
2.763 |
0.385 |
12.8% |
0.081 |
2.7% |
64% |
False |
False |
30,565 |
80 |
3.148 |
2.460 |
0.688 |
22.8% |
0.075 |
2.5% |
80% |
False |
False |
25,420 |
100 |
3.148 |
2.448 |
0.700 |
23.2% |
0.071 |
2.4% |
80% |
False |
False |
21,983 |
120 |
3.148 |
2.316 |
0.832 |
27.6% |
0.070 |
2.3% |
84% |
False |
False |
19,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.343 |
2.618 |
3.231 |
1.618 |
3.162 |
1.000 |
3.119 |
0.618 |
3.093 |
HIGH |
3.050 |
0.618 |
3.024 |
0.500 |
3.016 |
0.382 |
3.007 |
LOW |
2.981 |
0.618 |
2.938 |
1.000 |
2.912 |
1.618 |
2.869 |
2.618 |
2.800 |
4.250 |
2.688 |
|
|
Fisher Pivots for day following 29-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
3.016 |
3.004 |
PP |
3.014 |
2.996 |
S1 |
3.013 |
2.989 |
|