NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 27-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3.016 |
3.026 |
0.010 |
0.3% |
3.180 |
High |
3.041 |
3.044 |
0.003 |
0.1% |
3.182 |
Low |
3.004 |
2.984 |
-0.020 |
-0.7% |
3.040 |
Close |
3.038 |
3.006 |
-0.032 |
-1.1% |
3.043 |
Range |
0.037 |
0.060 |
0.023 |
62.2% |
0.142 |
ATR |
0.063 |
0.063 |
0.000 |
-0.4% |
0.000 |
Volume |
18,036 |
22,633 |
4,597 |
25.5% |
108,749 |
|
Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.191 |
3.159 |
3.039 |
|
R3 |
3.131 |
3.099 |
3.023 |
|
R2 |
3.071 |
3.071 |
3.017 |
|
R1 |
3.039 |
3.039 |
3.012 |
3.025 |
PP |
3.011 |
3.011 |
3.011 |
3.005 |
S1 |
2.979 |
2.979 |
3.001 |
2.965 |
S2 |
2.951 |
2.951 |
2.995 |
|
S3 |
2.891 |
2.919 |
2.990 |
|
S4 |
2.831 |
2.859 |
2.973 |
|
|
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 |
3.131 |
2.981 |
0.150 |
5.0% |
0.059 |
1.9% |
17% |
False |
False |
19,919 |
10 |
3.222 |
2.981 |
0.241 |
8.0% |
0.055 |
1.8% |
10% |
False |
False |
20,401 |
20 |
3.293 |
2.981 |
0.312 |
10.4% |
0.060 |
2.0% |
8% |
False |
False |
23,290 |
40 |
3.343 |
2.981 |
0.362 |
12.0% |
0.064 |
2.1% |
7% |
False |
False |
19,472 |
60 |
3.383 |
2.981 |
0.402 |
13.4% |
0.066 |
2.2% |
6% |
False |
False |
18,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.299 |
2.618 |
3.201 |
1.618 |
3.141 |
1.000 |
3.104 |
0.618 |
3.081 |
HIGH |
3.044 |
0.618 |
3.021 |
0.500 |
3.014 |
0.382 |
3.007 |
LOW |
2.984 |
0.618 |
2.947 |
1.000 |
2.924 |
1.618 |
2.887 |
2.618 |
2.827 |
4.250 |
2.729 |
|
|
Fisher Pivots for day following 27-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3.014 |
3.013 |
PP |
3.011 |
3.010 |
S1 |
3.009 |
3.008 |
|