NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.188 |
3.188 |
0.000 |
0.0% |
3.295 |
| High |
3.202 |
3.188 |
-0.014 |
-0.4% |
3.325 |
| Low |
3.158 |
3.093 |
-0.065 |
-2.1% |
3.190 |
| Close |
3.191 |
3.098 |
-0.093 |
-2.9% |
3.217 |
| Range |
0.044 |
0.095 |
0.051 |
115.9% |
0.135 |
| ATR |
0.075 |
0.077 |
0.002 |
2.2% |
0.000 |
| Volume |
24,653 |
31,491 |
6,838 |
27.7% |
104,286 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.411 |
3.350 |
3.150 |
|
| R3 |
3.316 |
3.255 |
3.124 |
|
| R2 |
3.221 |
3.221 |
3.115 |
|
| R1 |
3.160 |
3.160 |
3.107 |
3.143 |
| PP |
3.126 |
3.126 |
3.126 |
3.118 |
| S1 |
3.065 |
3.065 |
3.089 |
3.048 |
| S2 |
3.031 |
3.031 |
3.081 |
|
| S3 |
2.936 |
2.970 |
3.072 |
|
| S4 |
2.841 |
2.875 |
3.046 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.649 |
3.568 |
3.291 |
|
| R3 |
3.514 |
3.433 |
3.254 |
|
| R2 |
3.379 |
3.379 |
3.242 |
|
| R1 |
3.298 |
3.298 |
3.229 |
3.271 |
| PP |
3.244 |
3.244 |
3.244 |
3.231 |
| S1 |
3.163 |
3.163 |
3.205 |
3.136 |
| S2 |
3.109 |
3.109 |
3.192 |
|
| S3 |
2.974 |
3.028 |
3.180 |
|
| S4 |
2.839 |
2.893 |
3.143 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.299 |
3.093 |
0.206 |
6.6% |
0.075 |
2.4% |
2% |
False |
True |
24,447 |
| 10 |
3.330 |
3.093 |
0.237 |
7.7% |
0.080 |
2.6% |
2% |
False |
True |
22,118 |
| 20 |
3.330 |
3.093 |
0.237 |
7.7% |
0.073 |
2.4% |
2% |
False |
True |
16,707 |
| 40 |
3.368 |
3.081 |
0.287 |
9.3% |
0.075 |
2.4% |
6% |
False |
False |
14,995 |
| 60 |
3.368 |
2.760 |
0.608 |
19.6% |
0.069 |
2.2% |
56% |
False |
False |
13,047 |
| 80 |
3.368 |
2.747 |
0.621 |
20.0% |
0.065 |
2.1% |
57% |
False |
False |
11,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.592 |
|
2.618 |
3.437 |
|
1.618 |
3.342 |
|
1.000 |
3.283 |
|
0.618 |
3.247 |
|
HIGH |
3.188 |
|
0.618 |
3.152 |
|
0.500 |
3.141 |
|
0.382 |
3.129 |
|
LOW |
3.093 |
|
0.618 |
3.034 |
|
1.000 |
2.998 |
|
1.618 |
2.939 |
|
2.618 |
2.844 |
|
4.250 |
2.689 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.141 |
3.181 |
| PP |
3.126 |
3.153 |
| S1 |
3.112 |
3.126 |
|