NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 12-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3.214 |
3.237 |
0.023 |
0.7% |
3.160 |
High |
3.245 |
3.291 |
0.046 |
1.4% |
3.232 |
Low |
3.190 |
3.237 |
0.047 |
1.5% |
3.114 |
Close |
3.229 |
3.288 |
0.059 |
1.8% |
3.186 |
Range |
0.055 |
0.054 |
-0.001 |
-1.8% |
0.118 |
ATR |
0.067 |
0.066 |
0.000 |
-0.5% |
0.000 |
Volume |
20,195 |
44,930 |
24,735 |
122.5% |
122,523 |
|
Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.434 |
3.415 |
3.318 |
|
R3 |
3.380 |
3.361 |
3.303 |
|
R2 |
3.326 |
3.326 |
3.298 |
|
R1 |
3.307 |
3.307 |
3.293 |
3.317 |
PP |
3.272 |
3.272 |
3.272 |
3.277 |
S1 |
3.253 |
3.253 |
3.283 |
3.263 |
S2 |
3.218 |
3.218 |
3.278 |
|
S3 |
3.164 |
3.199 |
3.273 |
|
S4 |
3.110 |
3.145 |
3.258 |
|
|
Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.531 |
3.477 |
3.251 |
|
R3 |
3.413 |
3.359 |
3.218 |
|
R2 |
3.295 |
3.295 |
3.208 |
|
R1 |
3.241 |
3.241 |
3.197 |
3.268 |
PP |
3.177 |
3.177 |
3.177 |
3.191 |
S1 |
3.123 |
3.123 |
3.175 |
3.150 |
S2 |
3.059 |
3.059 |
3.164 |
|
S3 |
2.941 |
3.005 |
3.154 |
|
S4 |
2.823 |
2.887 |
3.121 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.291 |
3.114 |
0.177 |
5.4% |
0.055 |
1.7% |
98% |
True |
False |
27,040 |
10 |
3.291 |
3.114 |
0.177 |
5.4% |
0.063 |
1.9% |
98% |
True |
False |
24,338 |
20 |
3.343 |
3.114 |
0.229 |
7.0% |
0.063 |
1.9% |
76% |
False |
False |
19,090 |
40 |
3.383 |
3.114 |
0.269 |
8.2% |
0.065 |
2.0% |
65% |
False |
False |
17,464 |
60 |
3.483 |
3.060 |
0.423 |
12.9% |
0.069 |
2.1% |
54% |
False |
False |
16,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.521 |
2.618 |
3.432 |
1.618 |
3.378 |
1.000 |
3.345 |
0.618 |
3.324 |
HIGH |
3.291 |
0.618 |
3.270 |
0.500 |
3.264 |
0.382 |
3.258 |
LOW |
3.237 |
0.618 |
3.204 |
1.000 |
3.183 |
1.618 |
3.150 |
2.618 |
3.096 |
4.250 |
3.008 |
|
|
Fisher Pivots for day following 12-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3.280 |
3.272 |
PP |
3.272 |
3.256 |
S1 |
3.264 |
3.241 |
|