NYMEX Natural Gas Future December 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
3.164 |
3.217 |
0.053 |
1.7% |
3.039 |
| High |
3.232 |
3.258 |
0.026 |
0.8% |
3.258 |
| Low |
3.118 |
3.173 |
0.055 |
1.8% |
3.023 |
| Close |
3.212 |
3.228 |
0.016 |
0.5% |
3.228 |
| Range |
0.114 |
0.085 |
-0.029 |
-25.4% |
0.235 |
| ATR |
0.077 |
0.077 |
0.001 |
0.8% |
0.000 |
| Volume |
20,533 |
25,507 |
4,974 |
24.2% |
118,841 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.475 |
3.436 |
3.275 |
|
| R3 |
3.390 |
3.351 |
3.251 |
|
| R2 |
3.305 |
3.305 |
3.244 |
|
| R1 |
3.266 |
3.266 |
3.236 |
3.286 |
| PP |
3.220 |
3.220 |
3.220 |
3.229 |
| S1 |
3.181 |
3.181 |
3.220 |
3.201 |
| S2 |
3.135 |
3.135 |
3.212 |
|
| S3 |
3.050 |
3.096 |
3.205 |
|
| S4 |
2.965 |
3.011 |
3.181 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.875 |
3.786 |
3.357 |
|
| R3 |
3.640 |
3.551 |
3.293 |
|
| R2 |
3.405 |
3.405 |
3.271 |
|
| R1 |
3.316 |
3.316 |
3.250 |
3.361 |
| PP |
3.170 |
3.170 |
3.170 |
3.192 |
| S1 |
3.081 |
3.081 |
3.206 |
3.126 |
| S2 |
2.935 |
2.935 |
3.185 |
|
| S3 |
2.700 |
2.846 |
3.163 |
|
| S4 |
2.465 |
2.611 |
3.099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.258 |
3.023 |
0.235 |
7.3% |
0.088 |
2.7% |
87% |
True |
False |
23,768 |
| 10 |
3.258 |
3.010 |
0.248 |
7.7% |
0.075 |
2.3% |
88% |
True |
False |
20,831 |
| 20 |
3.325 |
3.010 |
0.315 |
9.8% |
0.075 |
2.3% |
69% |
False |
False |
22,541 |
| 40 |
3.368 |
3.010 |
0.358 |
11.1% |
0.077 |
2.4% |
61% |
False |
False |
17,992 |
| 60 |
3.368 |
3.010 |
0.358 |
11.1% |
0.073 |
2.3% |
61% |
False |
False |
16,197 |
| 80 |
3.368 |
2.760 |
0.608 |
18.8% |
0.067 |
2.1% |
77% |
False |
False |
13,902 |
| 100 |
3.368 |
2.700 |
0.668 |
20.7% |
0.064 |
2.0% |
79% |
False |
False |
12,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.619 |
|
2.618 |
3.481 |
|
1.618 |
3.396 |
|
1.000 |
3.343 |
|
0.618 |
3.311 |
|
HIGH |
3.258 |
|
0.618 |
3.226 |
|
0.500 |
3.216 |
|
0.382 |
3.205 |
|
LOW |
3.173 |
|
0.618 |
3.120 |
|
1.000 |
3.088 |
|
1.618 |
3.035 |
|
2.618 |
2.950 |
|
4.250 |
2.812 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.224 |
3.215 |
| PP |
3.220 |
3.201 |
| S1 |
3.216 |
3.188 |
|