NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 13-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3.237 |
3.285 |
0.048 |
1.5% |
3.160 |
High |
3.291 |
3.293 |
0.002 |
0.1% |
3.232 |
Low |
3.237 |
3.183 |
-0.054 |
-1.7% |
3.114 |
Close |
3.288 |
3.185 |
-0.103 |
-3.1% |
3.186 |
Range |
0.054 |
0.110 |
0.056 |
103.7% |
0.118 |
ATR |
0.066 |
0.070 |
0.003 |
4.7% |
0.000 |
Volume |
44,930 |
35,941 |
-8,989 |
-20.0% |
122,523 |
|
Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.550 |
3.478 |
3.246 |
|
R3 |
3.440 |
3.368 |
3.215 |
|
R2 |
3.330 |
3.330 |
3.205 |
|
R1 |
3.258 |
3.258 |
3.195 |
3.239 |
PP |
3.220 |
3.220 |
3.220 |
3.211 |
S1 |
3.148 |
3.148 |
3.175 |
3.129 |
S2 |
3.110 |
3.110 |
3.165 |
|
S3 |
3.000 |
3.038 |
3.155 |
|
S4 |
2.890 |
2.928 |
3.125 |
|
|
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 |
3.293 |
3.154 |
0.139 |
4.4% |
0.059 |
1.8% |
22% |
True |
False |
29,200 |
10 |
3.293 |
3.114 |
0.179 |
5.6% |
0.064 |
2.0% |
40% |
True |
False |
26,179 |
20 |
3.343 |
3.114 |
0.229 |
7.2% |
0.065 |
2.1% |
31% |
False |
False |
19,881 |
40 |
3.343 |
3.114 |
0.229 |
7.2% |
0.066 |
2.1% |
31% |
False |
False |
17,828 |
60 |
3.430 |
3.060 |
0.370 |
11.6% |
0.069 |
2.2% |
34% |
False |
False |
16,882 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.761 |
2.618 |
3.581 |
1.618 |
3.471 |
1.000 |
3.403 |
0.618 |
3.361 |
HIGH |
3.293 |
0.618 |
3.251 |
0.500 |
3.238 |
0.382 |
3.225 |
LOW |
3.183 |
0.618 |
3.115 |
1.000 |
3.073 |
1.618 |
3.005 |
2.618 |
2.895 |
4.250 |
2.716 |
|
|
Fisher Pivots for day following 13-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3.238 |
3.238 |
PP |
3.220 |
3.220 |
S1 |
3.203 |
3.203 |
|