NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.005 |
3.011 |
0.006 |
0.2% |
2.789 |
| High |
3.050 |
3.055 |
0.005 |
0.2% |
3.065 |
| Low |
2.981 |
2.931 |
-0.050 |
-1.7% |
2.789 |
| Close |
3.011 |
2.949 |
-0.062 |
-2.1% |
3.030 |
| Range |
0.069 |
0.124 |
0.055 |
79.7% |
0.276 |
| ATR |
0.084 |
0.087 |
0.003 |
3.4% |
0.000 |
| Volume |
42,105 |
53,428 |
11,323 |
26.9% |
219,072 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.350 |
3.274 |
3.017 |
|
| R3 |
3.226 |
3.150 |
2.983 |
|
| R2 |
3.102 |
3.102 |
2.972 |
|
| R1 |
3.026 |
3.026 |
2.960 |
3.002 |
| PP |
2.978 |
2.978 |
2.978 |
2.967 |
| S1 |
2.902 |
2.902 |
2.938 |
2.878 |
| S2 |
2.854 |
2.854 |
2.926 |
|
| S3 |
2.730 |
2.778 |
2.915 |
|
| S4 |
2.606 |
2.654 |
2.881 |
|
|
| 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 |
2.905 |
0.160 |
5.4% |
0.098 |
3.3% |
28% |
False |
False |
43,053 |
| 10 |
3.065 |
2.771 |
0.294 |
10.0% |
0.090 |
3.1% |
61% |
False |
False |
42,534 |
| 20 |
3.067 |
2.767 |
0.300 |
10.2% |
0.083 |
2.8% |
61% |
False |
False |
47,752 |
| 40 |
3.091 |
2.767 |
0.324 |
11.0% |
0.084 |
2.8% |
56% |
False |
False |
37,248 |
| 60 |
3.148 |
2.767 |
0.381 |
12.9% |
0.083 |
2.8% |
48% |
False |
False |
31,224 |
| 80 |
3.148 |
2.460 |
0.688 |
23.3% |
0.076 |
2.6% |
71% |
False |
False |
25,966 |
| 100 |
3.148 |
2.448 |
0.700 |
23.7% |
0.072 |
2.4% |
72% |
False |
False |
22,456 |
| 120 |
3.148 |
2.361 |
0.787 |
26.7% |
0.070 |
2.4% |
75% |
False |
False |
19,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.582 |
|
2.618 |
3.380 |
|
1.618 |
3.256 |
|
1.000 |
3.179 |
|
0.618 |
3.132 |
|
HIGH |
3.055 |
|
0.618 |
3.008 |
|
0.500 |
2.993 |
|
0.382 |
2.978 |
|
LOW |
2.931 |
|
0.618 |
2.854 |
|
1.000 |
2.807 |
|
1.618 |
2.730 |
|
2.618 |
2.606 |
|
4.250 |
2.404 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.993 |
2.998 |
| PP |
2.978 |
2.982 |
| S1 |
2.964 |
2.965 |
|