NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.063 |
3.095 |
0.032 |
1.0% |
3.188 |
| High |
3.097 |
3.105 |
0.008 |
0.3% |
3.202 |
| Low |
3.063 |
3.055 |
-0.008 |
-0.3% |
3.022 |
| Close |
3.092 |
3.083 |
-0.009 |
-0.3% |
3.064 |
| Range |
0.034 |
0.050 |
0.016 |
47.1% |
0.180 |
| ATR |
0.071 |
0.070 |
-0.002 |
-2.1% |
0.000 |
| Volume |
11,110 |
18,647 |
7,537 |
67.8% |
138,218 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.231 |
3.207 |
3.111 |
|
| R3 |
3.181 |
3.157 |
3.097 |
|
| R2 |
3.131 |
3.131 |
3.092 |
|
| R1 |
3.107 |
3.107 |
3.088 |
3.094 |
| PP |
3.081 |
3.081 |
3.081 |
3.075 |
| S1 |
3.057 |
3.057 |
3.078 |
3.044 |
| S2 |
3.031 |
3.031 |
3.074 |
|
| S3 |
2.981 |
3.007 |
3.069 |
|
| S4 |
2.931 |
2.957 |
3.056 |
|
|
| 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 |
3.105 |
3.022 |
0.083 |
2.7% |
0.058 |
1.9% |
73% |
True |
False |
19,125 |
| 10 |
3.299 |
3.022 |
0.277 |
9.0% |
0.063 |
2.0% |
22% |
False |
False |
22,526 |
| 20 |
3.330 |
3.022 |
0.308 |
10.0% |
0.071 |
2.3% |
20% |
False |
False |
19,925 |
| 40 |
3.368 |
3.022 |
0.346 |
11.2% |
0.076 |
2.5% |
18% |
False |
False |
16,458 |
| 60 |
3.368 |
2.867 |
0.501 |
16.3% |
0.069 |
2.2% |
43% |
False |
False |
14,528 |
| 80 |
3.368 |
2.760 |
0.608 |
19.7% |
0.064 |
2.1% |
53% |
False |
False |
12,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.318 |
|
2.618 |
3.236 |
|
1.618 |
3.186 |
|
1.000 |
3.155 |
|
0.618 |
3.136 |
|
HIGH |
3.105 |
|
0.618 |
3.086 |
|
0.500 |
3.080 |
|
0.382 |
3.074 |
|
LOW |
3.055 |
|
0.618 |
3.024 |
|
1.000 |
3.005 |
|
1.618 |
2.974 |
|
2.618 |
2.924 |
|
4.250 |
2.843 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.082 |
3.080 |
| PP |
3.081 |
3.076 |
| S1 |
3.080 |
3.073 |
|