NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.037 |
3.124 |
0.087 |
2.9% |
3.044 |
| High |
3.130 |
3.198 |
0.068 |
2.2% |
3.125 |
| Low |
3.026 |
3.117 |
0.091 |
3.0% |
3.010 |
| Close |
3.128 |
3.174 |
0.046 |
1.5% |
3.022 |
| Range |
0.104 |
0.081 |
-0.023 |
-22.1% |
0.115 |
| ATR |
0.073 |
0.074 |
0.001 |
0.8% |
0.000 |
| Volume |
21,364 |
19,731 |
-1,633 |
-7.6% |
89,475 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.406 |
3.371 |
3.219 |
|
| R3 |
3.325 |
3.290 |
3.196 |
|
| R2 |
3.244 |
3.244 |
3.189 |
|
| R1 |
3.209 |
3.209 |
3.181 |
3.227 |
| PP |
3.163 |
3.163 |
3.163 |
3.172 |
| S1 |
3.128 |
3.128 |
3.167 |
3.146 |
| S2 |
3.082 |
3.082 |
3.159 |
|
| S3 |
3.001 |
3.047 |
3.152 |
|
| S4 |
2.920 |
2.966 |
3.129 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.397 |
3.325 |
3.085 |
|
| R3 |
3.282 |
3.210 |
3.054 |
|
| R2 |
3.167 |
3.167 |
3.043 |
|
| R1 |
3.095 |
3.095 |
3.033 |
3.074 |
| PP |
3.052 |
3.052 |
3.052 |
3.042 |
| S1 |
2.980 |
2.980 |
3.011 |
2.959 |
| S2 |
2.937 |
2.937 |
3.001 |
|
| S3 |
2.822 |
2.865 |
2.990 |
|
| S4 |
2.707 |
2.750 |
2.959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.198 |
3.010 |
0.188 |
5.9% |
0.082 |
2.6% |
87% |
True |
False |
23,789 |
| 10 |
3.198 |
3.010 |
0.188 |
5.9% |
0.070 |
2.2% |
87% |
True |
False |
21,457 |
| 20 |
3.330 |
3.010 |
0.320 |
10.1% |
0.076 |
2.4% |
51% |
False |
False |
22,495 |
| 40 |
3.368 |
3.010 |
0.358 |
11.3% |
0.076 |
2.4% |
46% |
False |
False |
17,738 |
| 60 |
3.368 |
2.973 |
0.395 |
12.4% |
0.071 |
2.2% |
51% |
False |
False |
15,810 |
| 80 |
3.368 |
2.760 |
0.608 |
19.2% |
0.066 |
2.1% |
68% |
False |
False |
13,439 |
| 100 |
3.368 |
2.700 |
0.668 |
21.0% |
0.063 |
2.0% |
71% |
False |
False |
12,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.542 |
|
2.618 |
3.410 |
|
1.618 |
3.329 |
|
1.000 |
3.279 |
|
0.618 |
3.248 |
|
HIGH |
3.198 |
|
0.618 |
3.167 |
|
0.500 |
3.158 |
|
0.382 |
3.148 |
|
LOW |
3.117 |
|
0.618 |
3.067 |
|
1.000 |
3.036 |
|
1.618 |
2.986 |
|
2.618 |
2.905 |
|
4.250 |
2.773 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.169 |
3.153 |
| PP |
3.163 |
3.132 |
| S1 |
3.158 |
3.111 |
|