NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.093 |
3.063 |
-0.030 |
-1.0% |
3.295 |
| High |
3.120 |
3.098 |
-0.022 |
-0.7% |
3.325 |
| Low |
3.056 |
3.028 |
-0.028 |
-0.9% |
3.190 |
| Close |
3.059 |
3.051 |
-0.008 |
-0.3% |
3.217 |
| Range |
0.064 |
0.070 |
0.006 |
9.4% |
0.135 |
| ATR |
0.076 |
0.075 |
0.000 |
-0.5% |
0.000 |
| Volume |
29,780 |
32,339 |
2,559 |
8.6% |
104,286 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.269 |
3.230 |
3.090 |
|
| R3 |
3.199 |
3.160 |
3.070 |
|
| R2 |
3.129 |
3.129 |
3.064 |
|
| R1 |
3.090 |
3.090 |
3.057 |
3.075 |
| PP |
3.059 |
3.059 |
3.059 |
3.051 |
| S1 |
3.020 |
3.020 |
3.045 |
3.005 |
| S2 |
2.989 |
2.989 |
3.038 |
|
| S3 |
2.919 |
2.950 |
3.032 |
|
| S4 |
2.849 |
2.880 |
3.013 |
|
|
| 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 |
3.268 |
3.028 |
0.240 |
7.9% |
0.069 |
2.3% |
10% |
False |
True |
28,316 |
| 10 |
3.330 |
3.028 |
0.302 |
9.9% |
0.074 |
2.4% |
8% |
False |
True |
23,718 |
| 20 |
3.330 |
3.028 |
0.302 |
9.9% |
0.074 |
2.4% |
8% |
False |
True |
18,534 |
| 40 |
3.368 |
3.028 |
0.340 |
11.1% |
0.076 |
2.5% |
7% |
False |
True |
15,994 |
| 60 |
3.368 |
2.760 |
0.608 |
19.9% |
0.070 |
2.3% |
48% |
False |
False |
13,836 |
| 80 |
3.368 |
2.760 |
0.608 |
19.9% |
0.065 |
2.1% |
48% |
False |
False |
12,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.396 |
|
2.618 |
3.281 |
|
1.618 |
3.211 |
|
1.000 |
3.168 |
|
0.618 |
3.141 |
|
HIGH |
3.098 |
|
0.618 |
3.071 |
|
0.500 |
3.063 |
|
0.382 |
3.055 |
|
LOW |
3.028 |
|
0.618 |
2.985 |
|
1.000 |
2.958 |
|
1.618 |
2.915 |
|
2.618 |
2.845 |
|
4.250 |
2.731 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.063 |
3.108 |
| PP |
3.059 |
3.089 |
| S1 |
3.055 |
3.070 |
|