NYMEX Natural Gas Future December 2016
Trading Metrics calculated at close of trading on 10-Aug-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
Open |
3.188 |
3.093 |
-0.095 |
-3.0% |
3.295 |
High |
3.188 |
3.120 |
-0.068 |
-2.1% |
3.325 |
Low |
3.093 |
3.056 |
-0.037 |
-1.2% |
3.190 |
Close |
3.098 |
3.059 |
-0.039 |
-1.3% |
3.217 |
Range |
0.095 |
0.064 |
-0.031 |
-32.6% |
0.135 |
ATR |
0.077 |
0.076 |
-0.001 |
-1.2% |
0.000 |
Volume |
31,491 |
29,780 |
-1,711 |
-5.4% |
104,286 |
|
Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.270 |
3.229 |
3.094 |
|
R3 |
3.206 |
3.165 |
3.077 |
|
R2 |
3.142 |
3.142 |
3.071 |
|
R1 |
3.101 |
3.101 |
3.065 |
3.090 |
PP |
3.078 |
3.078 |
3.078 |
3.073 |
S1 |
3.037 |
3.037 |
3.053 |
3.026 |
S2 |
3.014 |
3.014 |
3.047 |
|
S3 |
2.950 |
2.973 |
3.041 |
|
S4 |
2.886 |
2.909 |
3.024 |
|
|
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 |
3.056 |
0.243 |
7.9% |
0.068 |
2.2% |
1% |
False |
True |
25,927 |
10 |
3.330 |
3.056 |
0.274 |
9.0% |
0.081 |
2.7% |
1% |
False |
True |
23,534 |
20 |
3.330 |
3.056 |
0.274 |
9.0% |
0.073 |
2.4% |
1% |
False |
True |
17,559 |
40 |
3.368 |
3.056 |
0.312 |
10.2% |
0.076 |
2.5% |
1% |
False |
True |
15,406 |
60 |
3.368 |
2.760 |
0.608 |
19.9% |
0.070 |
2.3% |
49% |
False |
False |
13,423 |
80 |
3.368 |
2.760 |
0.608 |
19.9% |
0.065 |
2.1% |
49% |
False |
False |
11,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.392 |
2.618 |
3.288 |
1.618 |
3.224 |
1.000 |
3.184 |
0.618 |
3.160 |
HIGH |
3.120 |
0.618 |
3.096 |
0.500 |
3.088 |
0.382 |
3.080 |
LOW |
3.056 |
0.618 |
3.016 |
1.000 |
2.992 |
1.618 |
2.952 |
2.618 |
2.888 |
4.250 |
2.784 |
|
|
Fisher Pivots for day following 10-Aug-2016 |
Pivot |
1 day |
3 day |
R1 |
3.088 |
3.129 |
PP |
3.078 |
3.106 |
S1 |
3.069 |
3.082 |
|