NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 28-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3.026 |
3.004 |
-0.022 |
-0.7% |
3.020 |
High |
3.044 |
3.054 |
0.010 |
0.3% |
3.054 |
Low |
2.984 |
3.000 |
0.016 |
0.5% |
2.981 |
Close |
3.006 |
3.048 |
0.042 |
1.4% |
3.048 |
Range |
0.060 |
0.054 |
-0.006 |
-10.0% |
0.073 |
ATR |
0.063 |
0.062 |
-0.001 |
-1.0% |
0.000 |
Volume |
22,633 |
10,331 |
-12,302 |
-54.4% |
94,087 |
|
Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.196 |
3.176 |
3.078 |
|
R3 |
3.142 |
3.122 |
3.063 |
|
R2 |
3.088 |
3.088 |
3.058 |
|
R1 |
3.068 |
3.068 |
3.053 |
3.078 |
PP |
3.034 |
3.034 |
3.034 |
3.039 |
S1 |
3.014 |
3.014 |
3.043 |
3.024 |
S2 |
2.980 |
2.980 |
3.038 |
|
S3 |
2.926 |
2.960 |
3.033 |
|
S4 |
2.872 |
2.906 |
3.018 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.247 |
3.220 |
3.088 |
|
R3 |
3.174 |
3.147 |
3.068 |
|
R2 |
3.101 |
3.101 |
3.061 |
|
R1 |
3.074 |
3.074 |
3.055 |
3.088 |
PP |
3.028 |
3.028 |
3.028 |
3.034 |
S1 |
3.001 |
3.001 |
3.041 |
3.015 |
S2 |
2.955 |
2.955 |
3.035 |
|
S3 |
2.882 |
2.928 |
3.028 |
|
S4 |
2.809 |
2.855 |
3.008 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.054 |
2.981 |
0.073 |
2.4% |
0.051 |
1.7% |
92% |
True |
False |
18,817 |
10 |
3.182 |
2.981 |
0.201 |
6.6% |
0.057 |
1.9% |
33% |
False |
False |
20,283 |
20 |
3.293 |
2.981 |
0.312 |
10.2% |
0.059 |
1.9% |
21% |
False |
False |
23,032 |
40 |
3.343 |
2.981 |
0.362 |
11.9% |
0.064 |
2.1% |
19% |
False |
False |
19,322 |
60 |
3.383 |
2.981 |
0.402 |
13.2% |
0.066 |
2.2% |
17% |
False |
False |
18,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.284 |
2.618 |
3.195 |
1.618 |
3.141 |
1.000 |
3.108 |
0.618 |
3.087 |
HIGH |
3.054 |
0.618 |
3.033 |
0.500 |
3.027 |
0.382 |
3.021 |
LOW |
3.000 |
0.618 |
2.967 |
1.000 |
2.946 |
1.618 |
2.913 |
2.618 |
2.859 |
4.250 |
2.771 |
|
|
Fisher Pivots for day following 28-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3.041 |
3.038 |
PP |
3.034 |
3.029 |
S1 |
3.027 |
3.019 |
|