NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.063 |
3.031 |
-0.032 |
-1.0% |
3.188 |
| High |
3.098 |
3.097 |
-0.001 |
0.0% |
3.202 |
| Low |
3.028 |
3.022 |
-0.006 |
-0.2% |
3.022 |
| Close |
3.051 |
3.064 |
0.013 |
0.4% |
3.064 |
| Range |
0.070 |
0.075 |
0.005 |
7.1% |
0.180 |
| ATR |
0.075 |
0.075 |
0.000 |
0.0% |
0.000 |
| Volume |
32,339 |
19,955 |
-12,384 |
-38.3% |
138,218 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.286 |
3.250 |
3.105 |
|
| R3 |
3.211 |
3.175 |
3.085 |
|
| R2 |
3.136 |
3.136 |
3.078 |
|
| R1 |
3.100 |
3.100 |
3.071 |
3.118 |
| PP |
3.061 |
3.061 |
3.061 |
3.070 |
| S1 |
3.025 |
3.025 |
3.057 |
3.043 |
| S2 |
2.986 |
2.986 |
3.050 |
|
| S3 |
2.911 |
2.950 |
3.043 |
|
| S4 |
2.836 |
2.875 |
3.023 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.636 |
3.530 |
3.163 |
|
| R3 |
3.456 |
3.350 |
3.114 |
|
| R2 |
3.276 |
3.276 |
3.097 |
|
| R1 |
3.170 |
3.170 |
3.081 |
3.133 |
| PP |
3.096 |
3.096 |
3.096 |
3.078 |
| S1 |
2.990 |
2.990 |
3.048 |
2.953 |
| S2 |
2.916 |
2.916 |
3.031 |
|
| S3 |
2.736 |
2.810 |
3.015 |
|
| S4 |
2.556 |
2.630 |
2.965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.202 |
3.022 |
0.180 |
5.9% |
0.070 |
2.3% |
23% |
False |
True |
27,643 |
| 10 |
3.325 |
3.022 |
0.303 |
9.9% |
0.074 |
2.4% |
14% |
False |
True |
24,250 |
| 20 |
3.330 |
3.022 |
0.308 |
10.1% |
0.074 |
2.4% |
14% |
False |
True |
19,094 |
| 40 |
3.368 |
3.022 |
0.346 |
11.3% |
0.077 |
2.5% |
12% |
False |
True |
16,220 |
| 60 |
3.368 |
2.760 |
0.608 |
19.8% |
0.071 |
2.3% |
50% |
False |
False |
14,075 |
| 80 |
3.368 |
2.760 |
0.608 |
19.8% |
0.065 |
2.1% |
50% |
False |
False |
12,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.416 |
|
2.618 |
3.293 |
|
1.618 |
3.218 |
|
1.000 |
3.172 |
|
0.618 |
3.143 |
|
HIGH |
3.097 |
|
0.618 |
3.068 |
|
0.500 |
3.060 |
|
0.382 |
3.051 |
|
LOW |
3.022 |
|
0.618 |
2.976 |
|
1.000 |
2.947 |
|
1.618 |
2.901 |
|
2.618 |
2.826 |
|
4.250 |
2.703 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.063 |
3.071 |
| PP |
3.061 |
3.069 |
| S1 |
3.060 |
3.066 |
|