NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.124 |
3.164 |
0.040 |
1.3% |
3.044 |
| High |
3.198 |
3.232 |
0.034 |
1.1% |
3.125 |
| Low |
3.117 |
3.118 |
0.001 |
0.0% |
3.010 |
| Close |
3.174 |
3.212 |
0.038 |
1.2% |
3.022 |
| Range |
0.081 |
0.114 |
0.033 |
40.7% |
0.115 |
| ATR |
0.074 |
0.077 |
0.003 |
3.9% |
0.000 |
| Volume |
19,731 |
20,533 |
802 |
4.1% |
89,475 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.529 |
3.485 |
3.275 |
|
| R3 |
3.415 |
3.371 |
3.243 |
|
| R2 |
3.301 |
3.301 |
3.233 |
|
| R1 |
3.257 |
3.257 |
3.222 |
3.279 |
| PP |
3.187 |
3.187 |
3.187 |
3.199 |
| S1 |
3.143 |
3.143 |
3.202 |
3.165 |
| S2 |
3.073 |
3.073 |
3.191 |
|
| S3 |
2.959 |
3.029 |
3.181 |
|
| S4 |
2.845 |
2.915 |
3.149 |
|
|
| 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 |
3.232 |
3.010 |
0.222 |
6.9% |
0.091 |
2.8% |
91% |
True |
False |
23,809 |
| 10 |
3.232 |
3.010 |
0.222 |
6.9% |
0.074 |
2.3% |
91% |
True |
False |
20,276 |
| 20 |
3.330 |
3.010 |
0.320 |
10.0% |
0.074 |
2.3% |
63% |
False |
False |
21,997 |
| 40 |
3.368 |
3.010 |
0.358 |
11.1% |
0.077 |
2.4% |
56% |
False |
False |
17,813 |
| 60 |
3.368 |
2.998 |
0.370 |
11.5% |
0.072 |
2.3% |
58% |
False |
False |
15,940 |
| 80 |
3.368 |
2.760 |
0.608 |
18.9% |
0.067 |
2.1% |
74% |
False |
False |
13,641 |
| 100 |
3.368 |
2.700 |
0.668 |
20.8% |
0.064 |
2.0% |
77% |
False |
False |
12,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.717 |
|
2.618 |
3.530 |
|
1.618 |
3.416 |
|
1.000 |
3.346 |
|
0.618 |
3.302 |
|
HIGH |
3.232 |
|
0.618 |
3.188 |
|
0.500 |
3.175 |
|
0.382 |
3.162 |
|
LOW |
3.118 |
|
0.618 |
3.048 |
|
1.000 |
3.004 |
|
1.618 |
2.934 |
|
2.618 |
2.820 |
|
4.250 |
2.634 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.200 |
3.184 |
| PP |
3.187 |
3.157 |
| S1 |
3.175 |
3.129 |
|