NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.194 |
3.270 |
0.076 |
2.4% |
3.220 |
| High |
3.288 |
3.299 |
0.011 |
0.3% |
3.330 |
| Low |
3.190 |
3.234 |
0.044 |
1.4% |
3.146 |
| Close |
3.276 |
3.267 |
-0.009 |
-0.3% |
3.320 |
| Range |
0.098 |
0.065 |
-0.033 |
-33.7% |
0.184 |
| ATR |
0.078 |
0.077 |
-0.001 |
-1.2% |
0.000 |
| Volume |
22,380 |
20,393 |
-1,987 |
-8.9% |
85,638 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.462 |
3.429 |
3.303 |
|
| R3 |
3.397 |
3.364 |
3.285 |
|
| R2 |
3.332 |
3.332 |
3.279 |
|
| R1 |
3.299 |
3.299 |
3.273 |
3.283 |
| PP |
3.267 |
3.267 |
3.267 |
3.259 |
| S1 |
3.234 |
3.234 |
3.261 |
3.218 |
| S2 |
3.202 |
3.202 |
3.255 |
|
| S3 |
3.137 |
3.169 |
3.249 |
|
| S4 |
3.072 |
3.104 |
3.231 |
|
|
| 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 |
3.190 |
0.140 |
4.3% |
0.079 |
2.4% |
55% |
False |
False |
19,120 |
| 10 |
3.330 |
3.130 |
0.200 |
6.1% |
0.079 |
2.4% |
69% |
False |
False |
17,951 |
| 20 |
3.330 |
3.095 |
0.235 |
7.2% |
0.074 |
2.3% |
73% |
False |
False |
14,638 |
| 40 |
3.368 |
3.081 |
0.287 |
8.8% |
0.076 |
2.3% |
65% |
False |
False |
14,114 |
| 60 |
3.368 |
2.760 |
0.608 |
18.6% |
0.068 |
2.1% |
83% |
False |
False |
11,997 |
| 80 |
3.368 |
2.747 |
0.621 |
19.0% |
0.063 |
1.9% |
84% |
False |
False |
10,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.575 |
|
2.618 |
3.469 |
|
1.618 |
3.404 |
|
1.000 |
3.364 |
|
0.618 |
3.339 |
|
HIGH |
3.299 |
|
0.618 |
3.274 |
|
0.500 |
3.267 |
|
0.382 |
3.259 |
|
LOW |
3.234 |
|
0.618 |
3.194 |
|
1.000 |
3.169 |
|
1.618 |
3.129 |
|
2.618 |
3.064 |
|
4.250 |
2.958 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.267 |
3.260 |
| PP |
3.267 |
3.252 |
| S1 |
3.267 |
3.245 |
|