NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 06-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3.203 |
3.161 |
-0.042 |
-1.3% |
3.164 |
High |
3.232 |
3.204 |
-0.028 |
-0.9% |
3.290 |
Low |
3.159 |
3.114 |
-0.045 |
-1.4% |
3.141 |
Close |
3.175 |
3.184 |
0.009 |
0.3% |
3.152 |
Range |
0.073 |
0.090 |
0.017 |
23.3% |
0.149 |
ATR |
0.069 |
0.071 |
0.001 |
2.1% |
0.000 |
Volume |
29,536 |
25,141 |
-4,395 |
-14.9% |
70,215 |
|
Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.437 |
3.401 |
3.234 |
|
R3 |
3.347 |
3.311 |
3.209 |
|
R2 |
3.257 |
3.257 |
3.201 |
|
R1 |
3.221 |
3.221 |
3.192 |
3.239 |
PP |
3.167 |
3.167 |
3.167 |
3.177 |
S1 |
3.131 |
3.131 |
3.176 |
3.149 |
S2 |
3.077 |
3.077 |
3.168 |
|
S3 |
2.987 |
3.041 |
3.159 |
|
S4 |
2.897 |
2.951 |
3.135 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.641 |
3.546 |
3.234 |
|
R3 |
3.492 |
3.397 |
3.193 |
|
R2 |
3.343 |
3.343 |
3.179 |
|
R1 |
3.248 |
3.248 |
3.166 |
3.221 |
PP |
3.194 |
3.194 |
3.194 |
3.181 |
S1 |
3.099 |
3.099 |
3.138 |
3.072 |
S2 |
3.045 |
3.045 |
3.125 |
|
S3 |
2.896 |
2.950 |
3.111 |
|
S4 |
2.747 |
2.801 |
3.070 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.232 |
3.114 |
0.118 |
3.7% |
0.070 |
2.2% |
59% |
False |
True |
23,158 |
10 |
3.290 |
3.114 |
0.176 |
5.5% |
0.067 |
2.1% |
40% |
False |
True |
18,091 |
20 |
3.343 |
3.114 |
0.229 |
7.2% |
0.068 |
2.1% |
31% |
False |
True |
17,563 |
40 |
3.383 |
3.114 |
0.269 |
8.4% |
0.068 |
2.1% |
26% |
False |
True |
16,157 |
60 |
3.483 |
3.060 |
0.423 |
13.3% |
0.070 |
2.2% |
29% |
False |
False |
15,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.587 |
2.618 |
3.440 |
1.618 |
3.350 |
1.000 |
3.294 |
0.618 |
3.260 |
HIGH |
3.204 |
0.618 |
3.170 |
0.500 |
3.159 |
0.382 |
3.148 |
LOW |
3.114 |
0.618 |
3.058 |
1.000 |
3.024 |
1.618 |
2.968 |
2.618 |
2.878 |
4.250 |
2.732 |
|
|
Fisher Pivots for day following 06-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3.176 |
3.180 |
PP |
3.167 |
3.177 |
S1 |
3.159 |
3.173 |
|