NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3.080 |
3.130 |
0.050 |
1.6% |
3.180 |
High |
3.146 |
3.131 |
-0.015 |
-0.5% |
3.182 |
Low |
3.062 |
3.040 |
-0.022 |
-0.7% |
3.040 |
Close |
3.126 |
3.043 |
-0.083 |
-2.7% |
3.043 |
Range |
0.084 |
0.091 |
0.007 |
8.3% |
0.142 |
ATR |
0.065 |
0.067 |
0.002 |
2.8% |
0.000 |
Volume |
25,428 |
15,840 |
-9,588 |
-37.7% |
108,749 |
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.344 |
3.285 |
3.093 |
|
R3 |
3.253 |
3.194 |
3.068 |
|
R2 |
3.162 |
3.162 |
3.060 |
|
R1 |
3.103 |
3.103 |
3.051 |
3.087 |
PP |
3.071 |
3.071 |
3.071 |
3.064 |
S1 |
3.012 |
3.012 |
3.035 |
2.996 |
S2 |
2.980 |
2.980 |
3.026 |
|
S3 |
2.889 |
2.921 |
3.018 |
|
S4 |
2.798 |
2.830 |
2.993 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.514 |
3.421 |
3.121 |
|
R3 |
3.372 |
3.279 |
3.082 |
|
R2 |
3.230 |
3.230 |
3.069 |
|
R1 |
3.137 |
3.137 |
3.056 |
3.113 |
PP |
3.088 |
3.088 |
3.088 |
3.076 |
S1 |
2.995 |
2.995 |
3.030 |
2.971 |
S2 |
2.946 |
2.946 |
3.017 |
|
S3 |
2.804 |
2.853 |
3.004 |
|
S4 |
2.662 |
2.711 |
2.965 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.182 |
3.040 |
0.142 |
4.7% |
0.062 |
2.0% |
2% |
False |
True |
21,749 |
10 |
3.293 |
3.040 |
0.253 |
8.3% |
0.060 |
2.0% |
1% |
False |
True |
24,403 |
20 |
3.293 |
3.040 |
0.253 |
8.3% |
0.064 |
2.1% |
1% |
False |
True |
21,838 |
40 |
3.343 |
3.040 |
0.303 |
10.0% |
0.066 |
2.2% |
1% |
False |
True |
18,964 |
60 |
3.383 |
3.040 |
0.343 |
11.3% |
0.067 |
2.2% |
1% |
False |
True |
17,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.518 |
2.618 |
3.369 |
1.618 |
3.278 |
1.000 |
3.222 |
0.618 |
3.187 |
HIGH |
3.131 |
0.618 |
3.096 |
0.500 |
3.086 |
0.382 |
3.075 |
LOW |
3.040 |
0.618 |
2.984 |
1.000 |
2.949 |
1.618 |
2.893 |
2.618 |
2.802 |
4.250 |
2.653 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3.086 |
3.093 |
PP |
3.071 |
3.076 |
S1 |
3.057 |
3.060 |
|