NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.236 |
3.194 |
-0.042 |
-1.3% |
3.220 |
| High |
3.261 |
3.288 |
0.027 |
0.8% |
3.330 |
| Low |
3.192 |
3.190 |
-0.002 |
-0.1% |
3.146 |
| Close |
3.199 |
3.276 |
0.077 |
2.4% |
3.320 |
| Range |
0.069 |
0.098 |
0.029 |
42.0% |
0.184 |
| ATR |
0.076 |
0.078 |
0.002 |
2.1% |
0.000 |
| Volume |
21,063 |
22,380 |
1,317 |
6.3% |
85,638 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.545 |
3.509 |
3.330 |
|
| R3 |
3.447 |
3.411 |
3.303 |
|
| R2 |
3.349 |
3.349 |
3.294 |
|
| R1 |
3.313 |
3.313 |
3.285 |
3.331 |
| PP |
3.251 |
3.251 |
3.251 |
3.261 |
| S1 |
3.215 |
3.215 |
3.267 |
3.233 |
| S2 |
3.153 |
3.153 |
3.258 |
|
| S3 |
3.055 |
3.117 |
3.249 |
|
| S4 |
2.957 |
3.019 |
3.222 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.817 |
3.753 |
3.421 |
|
| R3 |
3.633 |
3.569 |
3.371 |
|
| R2 |
3.449 |
3.449 |
3.354 |
|
| R1 |
3.385 |
3.385 |
3.337 |
3.417 |
| PP |
3.265 |
3.265 |
3.265 |
3.282 |
| S1 |
3.201 |
3.201 |
3.303 |
3.233 |
| S2 |
3.081 |
3.081 |
3.286 |
|
| S3 |
2.897 |
3.017 |
3.269 |
|
| S4 |
2.713 |
2.833 |
3.219 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.330 |
3.156 |
0.174 |
5.3% |
0.095 |
2.9% |
69% |
False |
False |
21,141 |
| 10 |
3.330 |
3.095 |
0.235 |
7.2% |
0.079 |
2.4% |
77% |
False |
False |
17,325 |
| 20 |
3.330 |
3.095 |
0.235 |
7.2% |
0.075 |
2.3% |
77% |
False |
False |
14,363 |
| 40 |
3.368 |
3.081 |
0.287 |
8.8% |
0.075 |
2.3% |
68% |
False |
False |
13,861 |
| 60 |
3.368 |
2.760 |
0.608 |
18.6% |
0.067 |
2.0% |
85% |
False |
False |
11,762 |
| 80 |
3.368 |
2.747 |
0.621 |
19.0% |
0.063 |
1.9% |
85% |
False |
False |
10,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.705 |
|
2.618 |
3.545 |
|
1.618 |
3.447 |
|
1.000 |
3.386 |
|
0.618 |
3.349 |
|
HIGH |
3.288 |
|
0.618 |
3.251 |
|
0.500 |
3.239 |
|
0.382 |
3.227 |
|
LOW |
3.190 |
|
0.618 |
3.129 |
|
1.000 |
3.092 |
|
1.618 |
3.031 |
|
2.618 |
2.933 |
|
4.250 |
2.774 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.264 |
3.270 |
| PP |
3.251 |
3.264 |
| S1 |
3.239 |
3.258 |
|