NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.011 |
2.950 |
-0.061 |
-2.0% |
2.789 |
| High |
3.055 |
3.014 |
-0.041 |
-1.3% |
3.065 |
| Low |
2.931 |
2.928 |
-0.003 |
-0.1% |
2.789 |
| Close |
2.949 |
3.003 |
0.054 |
1.8% |
3.030 |
| Range |
0.124 |
0.086 |
-0.038 |
-30.6% |
0.276 |
| ATR |
0.087 |
0.087 |
0.000 |
-0.1% |
0.000 |
| Volume |
53,428 |
52,439 |
-989 |
-1.9% |
219,072 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.240 |
3.207 |
3.050 |
|
| R3 |
3.154 |
3.121 |
3.027 |
|
| R2 |
3.068 |
3.068 |
3.019 |
|
| R1 |
3.035 |
3.035 |
3.011 |
3.052 |
| PP |
2.982 |
2.982 |
2.982 |
2.990 |
| S1 |
2.949 |
2.949 |
2.995 |
2.966 |
| S2 |
2.896 |
2.896 |
2.987 |
|
| S3 |
2.810 |
2.863 |
2.979 |
|
| S4 |
2.724 |
2.777 |
2.956 |
|
|
| 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 |
2.913 |
0.152 |
5.1% |
0.099 |
3.3% |
59% |
False |
False |
47,220 |
| 10 |
3.065 |
2.771 |
0.294 |
9.8% |
0.094 |
3.1% |
79% |
False |
False |
44,465 |
| 20 |
3.067 |
2.767 |
0.300 |
10.0% |
0.081 |
2.7% |
79% |
False |
False |
48,039 |
| 40 |
3.091 |
2.767 |
0.324 |
10.8% |
0.084 |
2.8% |
73% |
False |
False |
37,967 |
| 60 |
3.148 |
2.767 |
0.381 |
12.7% |
0.083 |
2.8% |
62% |
False |
False |
31,753 |
| 80 |
3.148 |
2.460 |
0.688 |
22.9% |
0.076 |
2.5% |
79% |
False |
False |
26,495 |
| 100 |
3.148 |
2.460 |
0.688 |
22.9% |
0.073 |
2.4% |
79% |
False |
False |
22,926 |
| 120 |
3.148 |
2.361 |
0.787 |
26.2% |
0.071 |
2.4% |
82% |
False |
False |
19,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.380 |
|
2.618 |
3.239 |
|
1.618 |
3.153 |
|
1.000 |
3.100 |
|
0.618 |
3.067 |
|
HIGH |
3.014 |
|
0.618 |
2.981 |
|
0.500 |
2.971 |
|
0.382 |
2.961 |
|
LOW |
2.928 |
|
0.618 |
2.875 |
|
1.000 |
2.842 |
|
1.618 |
2.789 |
|
2.618 |
2.703 |
|
4.250 |
2.563 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.992 |
2.999 |
| PP |
2.982 |
2.995 |
| S1 |
2.971 |
2.992 |
|