NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.095 |
3.067 |
-0.028 |
-0.9% |
3.188 |
| High |
3.105 |
3.125 |
0.020 |
0.6% |
3.202 |
| Low |
3.055 |
3.058 |
0.003 |
0.1% |
3.022 |
| Close |
3.083 |
3.110 |
0.027 |
0.9% |
3.064 |
| Range |
0.050 |
0.067 |
0.017 |
34.0% |
0.180 |
| ATR |
0.070 |
0.070 |
0.000 |
-0.3% |
0.000 |
| Volume |
18,647 |
20,432 |
1,785 |
9.6% |
138,218 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.299 |
3.271 |
3.147 |
|
| R3 |
3.232 |
3.204 |
3.128 |
|
| R2 |
3.165 |
3.165 |
3.122 |
|
| R1 |
3.137 |
3.137 |
3.116 |
3.151 |
| PP |
3.098 |
3.098 |
3.098 |
3.105 |
| S1 |
3.070 |
3.070 |
3.104 |
3.084 |
| S2 |
3.031 |
3.031 |
3.098 |
|
| S3 |
2.964 |
3.003 |
3.092 |
|
| S4 |
2.897 |
2.936 |
3.073 |
|
|
| 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 |
3.125 |
3.022 |
0.103 |
3.3% |
0.057 |
1.8% |
85% |
True |
False |
16,743 |
| 10 |
3.268 |
3.022 |
0.246 |
7.9% |
0.063 |
2.0% |
36% |
False |
False |
22,530 |
| 20 |
3.330 |
3.022 |
0.308 |
9.9% |
0.071 |
2.3% |
29% |
False |
False |
20,240 |
| 40 |
3.368 |
3.022 |
0.346 |
11.1% |
0.075 |
2.4% |
25% |
False |
False |
16,603 |
| 60 |
3.368 |
2.878 |
0.490 |
15.8% |
0.069 |
2.2% |
47% |
False |
False |
14,764 |
| 80 |
3.368 |
2.760 |
0.608 |
19.5% |
0.064 |
2.1% |
58% |
False |
False |
12,625 |
| 100 |
3.368 |
2.700 |
0.668 |
21.5% |
0.062 |
2.0% |
61% |
False |
False |
11,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.410 |
|
2.618 |
3.300 |
|
1.618 |
3.233 |
|
1.000 |
3.192 |
|
0.618 |
3.166 |
|
HIGH |
3.125 |
|
0.618 |
3.099 |
|
0.500 |
3.092 |
|
0.382 |
3.084 |
|
LOW |
3.058 |
|
0.618 |
3.017 |
|
1.000 |
2.991 |
|
1.618 |
2.950 |
|
2.618 |
2.883 |
|
4.250 |
2.773 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.104 |
3.103 |
| PP |
3.098 |
3.097 |
| S1 |
3.092 |
3.090 |
|