NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 17-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3.195 |
3.180 |
-0.015 |
-0.5% |
3.213 |
High |
3.222 |
3.182 |
-0.040 |
-1.2% |
3.293 |
Low |
3.183 |
3.133 |
-0.050 |
-1.6% |
3.183 |
Close |
3.198 |
3.140 |
-0.058 |
-1.8% |
3.198 |
Range |
0.039 |
0.049 |
0.010 |
25.6% |
0.110 |
ATR |
0.067 |
0.067 |
0.000 |
-0.2% |
0.000 |
Volume |
11,512 |
17,513 |
6,001 |
52.1% |
135,283 |
|
Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.299 |
3.268 |
3.167 |
|
R3 |
3.250 |
3.219 |
3.153 |
|
R2 |
3.201 |
3.201 |
3.149 |
|
R1 |
3.170 |
3.170 |
3.144 |
3.161 |
PP |
3.152 |
3.152 |
3.152 |
3.147 |
S1 |
3.121 |
3.121 |
3.136 |
3.112 |
S2 |
3.103 |
3.103 |
3.131 |
|
S3 |
3.054 |
3.072 |
3.127 |
|
S4 |
3.005 |
3.023 |
3.113 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.555 |
3.486 |
3.259 |
|
R3 |
3.445 |
3.376 |
3.228 |
|
R2 |
3.335 |
3.335 |
3.218 |
|
R1 |
3.266 |
3.266 |
3.208 |
3.246 |
PP |
3.225 |
3.225 |
3.225 |
3.214 |
S1 |
3.156 |
3.156 |
3.188 |
3.136 |
S2 |
3.115 |
3.115 |
3.178 |
|
S3 |
3.005 |
3.046 |
3.168 |
|
S4 |
2.895 |
2.936 |
3.138 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.293 |
3.133 |
0.160 |
5.1% |
0.061 |
2.0% |
4% |
False |
True |
26,018 |
10 |
3.293 |
3.114 |
0.179 |
5.7% |
0.059 |
1.9% |
15% |
False |
False |
25,589 |
20 |
3.343 |
3.114 |
0.229 |
7.3% |
0.064 |
2.0% |
11% |
False |
False |
20,146 |
40 |
3.343 |
3.114 |
0.229 |
7.3% |
0.065 |
2.1% |
11% |
False |
False |
17,908 |
60 |
3.389 |
3.060 |
0.329 |
10.5% |
0.068 |
2.2% |
24% |
False |
False |
16,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.390 |
2.618 |
3.310 |
1.618 |
3.261 |
1.000 |
3.231 |
0.618 |
3.212 |
HIGH |
3.182 |
0.618 |
3.163 |
0.500 |
3.158 |
0.382 |
3.152 |
LOW |
3.133 |
0.618 |
3.103 |
1.000 |
3.084 |
1.618 |
3.054 |
2.618 |
3.005 |
4.250 |
2.925 |
|
|
Fisher Pivots for day following 17-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3.158 |
3.213 |
PP |
3.152 |
3.189 |
S1 |
3.146 |
3.164 |
|