NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 20-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3.101 |
3.080 |
-0.021 |
-0.7% |
3.213 |
High |
3.115 |
3.146 |
0.031 |
1.0% |
3.293 |
Low |
3.078 |
3.062 |
-0.016 |
-0.5% |
3.183 |
Close |
3.088 |
3.126 |
0.038 |
1.2% |
3.198 |
Range |
0.037 |
0.084 |
0.047 |
127.0% |
0.110 |
ATR |
0.064 |
0.065 |
0.001 |
2.3% |
0.000 |
Volume |
30,712 |
25,428 |
-5,284 |
-17.2% |
135,283 |
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.363 |
3.329 |
3.172 |
|
R3 |
3.279 |
3.245 |
3.149 |
|
R2 |
3.195 |
3.195 |
3.141 |
|
R1 |
3.161 |
3.161 |
3.134 |
3.178 |
PP |
3.111 |
3.111 |
3.111 |
3.120 |
S1 |
3.077 |
3.077 |
3.118 |
3.094 |
S2 |
3.027 |
3.027 |
3.111 |
|
S3 |
2.943 |
2.993 |
3.103 |
|
S4 |
2.859 |
2.909 |
3.080 |
|
|
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 |
3.222 |
3.062 |
0.160 |
5.1% |
0.052 |
1.7% |
40% |
False |
True |
20,884 |
10 |
3.293 |
3.062 |
0.231 |
7.4% |
0.055 |
1.8% |
28% |
False |
True |
25,042 |
20 |
3.293 |
3.062 |
0.231 |
7.4% |
0.061 |
2.0% |
28% |
False |
True |
21,566 |
40 |
3.343 |
3.062 |
0.281 |
9.0% |
0.065 |
2.1% |
23% |
False |
True |
18,981 |
60 |
3.383 |
3.060 |
0.323 |
10.3% |
0.068 |
2.2% |
20% |
False |
False |
17,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.503 |
2.618 |
3.366 |
1.618 |
3.282 |
1.000 |
3.230 |
0.618 |
3.198 |
HIGH |
3.146 |
0.618 |
3.114 |
0.500 |
3.104 |
0.382 |
3.094 |
LOW |
3.062 |
0.618 |
3.010 |
1.000 |
2.978 |
1.618 |
2.926 |
2.618 |
2.842 |
4.250 |
2.705 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3.119 |
3.119 |
PP |
3.111 |
3.111 |
S1 |
3.104 |
3.104 |
|