NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 24-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3.130 |
3.020 |
-0.110 |
-3.5% |
3.180 |
High |
3.131 |
3.048 |
-0.083 |
-2.7% |
3.182 |
Low |
3.040 |
2.993 |
-0.047 |
-1.5% |
3.040 |
Close |
3.043 |
2.996 |
-0.047 |
-1.5% |
3.043 |
Range |
0.091 |
0.055 |
-0.036 |
-39.6% |
0.142 |
ATR |
0.067 |
0.066 |
-0.001 |
-1.3% |
0.000 |
Volume |
15,840 |
20,104 |
4,264 |
26.9% |
108,749 |
|
Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.177 |
3.142 |
3.026 |
|
R3 |
3.122 |
3.087 |
3.011 |
|
R2 |
3.067 |
3.067 |
3.006 |
|
R1 |
3.032 |
3.032 |
3.001 |
3.022 |
PP |
3.012 |
3.012 |
3.012 |
3.008 |
S1 |
2.977 |
2.977 |
2.991 |
2.967 |
S2 |
2.957 |
2.957 |
2.986 |
|
S3 |
2.902 |
2.922 |
2.981 |
|
S4 |
2.847 |
2.867 |
2.966 |
|
|
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 |
3.146 |
2.993 |
0.153 |
5.1% |
0.063 |
2.1% |
2% |
False |
True |
22,268 |
10 |
3.293 |
2.993 |
0.300 |
10.0% |
0.062 |
2.1% |
1% |
False |
True |
24,143 |
20 |
3.293 |
2.993 |
0.300 |
10.0% |
0.063 |
2.1% |
1% |
False |
True |
22,357 |
40 |
3.343 |
2.993 |
0.350 |
11.7% |
0.066 |
2.2% |
1% |
False |
True |
19,100 |
60 |
3.383 |
2.993 |
0.390 |
13.0% |
0.067 |
2.2% |
1% |
False |
True |
17,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.282 |
2.618 |
3.192 |
1.618 |
3.137 |
1.000 |
3.103 |
0.618 |
3.082 |
HIGH |
3.048 |
0.618 |
3.027 |
0.500 |
3.021 |
0.382 |
3.014 |
LOW |
2.993 |
0.618 |
2.959 |
1.000 |
2.938 |
1.618 |
2.904 |
2.618 |
2.849 |
4.250 |
2.759 |
|
|
Fisher Pivots for day following 24-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3.021 |
3.070 |
PP |
3.012 |
3.045 |
S1 |
3.004 |
3.021 |
|