NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 26-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3.003 |
3.016 |
0.013 |
0.4% |
3.180 |
High |
3.031 |
3.041 |
0.010 |
0.3% |
3.182 |
Low |
2.981 |
3.004 |
0.023 |
0.8% |
3.040 |
Close |
3.017 |
3.038 |
0.021 |
0.7% |
3.043 |
Range |
0.050 |
0.037 |
-0.013 |
-26.0% |
0.142 |
ATR |
0.065 |
0.063 |
-0.002 |
-3.1% |
0.000 |
Volume |
22,983 |
18,036 |
-4,947 |
-21.5% |
108,749 |
|
Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.139 |
3.125 |
3.058 |
|
R3 |
3.102 |
3.088 |
3.048 |
|
R2 |
3.065 |
3.065 |
3.045 |
|
R1 |
3.051 |
3.051 |
3.041 |
3.058 |
PP |
3.028 |
3.028 |
3.028 |
3.031 |
S1 |
3.014 |
3.014 |
3.035 |
3.021 |
S2 |
2.991 |
2.991 |
3.031 |
|
S3 |
2.954 |
2.977 |
3.028 |
|
S4 |
2.917 |
2.940 |
3.018 |
|
|
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 |
5.4% |
0.063 |
2.1% |
35% |
False |
False |
20,478 |
10 |
3.293 |
2.981 |
0.312 |
10.3% |
0.060 |
2.0% |
18% |
False |
False |
21,732 |
20 |
3.293 |
2.981 |
0.312 |
10.3% |
0.062 |
2.0% |
18% |
False |
False |
23,035 |
40 |
3.343 |
2.981 |
0.362 |
11.9% |
0.065 |
2.1% |
16% |
False |
False |
19,323 |
60 |
3.383 |
2.981 |
0.402 |
13.2% |
0.066 |
2.2% |
14% |
False |
False |
18,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.198 |
2.618 |
3.138 |
1.618 |
3.101 |
1.000 |
3.078 |
0.618 |
3.064 |
HIGH |
3.041 |
0.618 |
3.027 |
0.500 |
3.023 |
0.382 |
3.018 |
LOW |
3.004 |
0.618 |
2.981 |
1.000 |
2.967 |
1.618 |
2.944 |
2.618 |
2.907 |
4.250 |
2.847 |
|
|
Fisher Pivots for day following 26-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3.033 |
3.030 |
PP |
3.028 |
3.022 |
S1 |
3.023 |
3.015 |
|