NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 25-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3.020 |
3.003 |
-0.017 |
-0.6% |
3.180 |
High |
3.048 |
3.031 |
-0.017 |
-0.6% |
3.182 |
Low |
2.993 |
2.981 |
-0.012 |
-0.4% |
3.040 |
Close |
2.996 |
3.017 |
0.021 |
0.7% |
3.043 |
Range |
0.055 |
0.050 |
-0.005 |
-9.1% |
0.142 |
ATR |
0.066 |
0.065 |
-0.001 |
-1.8% |
0.000 |
Volume |
20,104 |
22,983 |
2,879 |
14.3% |
108,749 |
|
Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.160 |
3.138 |
3.045 |
|
R3 |
3.110 |
3.088 |
3.031 |
|
R2 |
3.060 |
3.060 |
3.026 |
|
R1 |
3.038 |
3.038 |
3.022 |
3.049 |
PP |
3.010 |
3.010 |
3.010 |
3.015 |
S1 |
2.988 |
2.988 |
3.012 |
2.999 |
S2 |
2.960 |
2.960 |
3.008 |
|
S3 |
2.910 |
2.938 |
3.003 |
|
S4 |
2.860 |
2.888 |
2.990 |
|
|
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 |
2.981 |
0.165 |
5.5% |
0.063 |
2.1% |
22% |
False |
True |
23,013 |
10 |
3.293 |
2.981 |
0.312 |
10.3% |
0.062 |
2.1% |
12% |
False |
True |
24,421 |
20 |
3.293 |
2.981 |
0.312 |
10.3% |
0.063 |
2.1% |
12% |
False |
True |
22,884 |
40 |
3.343 |
2.981 |
0.362 |
12.0% |
0.065 |
2.2% |
10% |
False |
True |
19,242 |
60 |
3.383 |
2.981 |
0.402 |
13.3% |
0.067 |
2.2% |
9% |
False |
True |
18,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.244 |
2.618 |
3.162 |
1.618 |
3.112 |
1.000 |
3.081 |
0.618 |
3.062 |
HIGH |
3.031 |
0.618 |
3.012 |
0.500 |
3.006 |
0.382 |
3.000 |
LOW |
2.981 |
0.618 |
2.950 |
1.000 |
2.931 |
1.618 |
2.900 |
2.618 |
2.850 |
4.250 |
2.769 |
|
|
Fisher Pivots for day following 25-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3.013 |
3.056 |
PP |
3.010 |
3.043 |
S1 |
3.006 |
3.030 |
|