NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 31-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
3.004 |
3.013 |
0.009 |
0.3% |
3.020 |
High |
3.054 |
3.020 |
-0.034 |
-1.1% |
3.054 |
Low |
3.000 |
2.983 |
-0.017 |
-0.6% |
2.981 |
Close |
3.048 |
3.016 |
-0.032 |
-1.0% |
3.048 |
Range |
0.054 |
0.037 |
-0.017 |
-31.5% |
0.073 |
ATR |
0.062 |
0.062 |
0.000 |
0.3% |
0.000 |
Volume |
10,331 |
17,031 |
6,700 |
64.9% |
94,087 |
|
Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.117 |
3.104 |
3.036 |
|
R3 |
3.080 |
3.067 |
3.026 |
|
R2 |
3.043 |
3.043 |
3.023 |
|
R1 |
3.030 |
3.030 |
3.019 |
3.037 |
PP |
3.006 |
3.006 |
3.006 |
3.010 |
S1 |
2.993 |
2.993 |
3.013 |
3.000 |
S2 |
2.969 |
2.969 |
3.009 |
|
S3 |
2.932 |
2.956 |
3.006 |
|
S4 |
2.895 |
2.919 |
2.996 |
|
|
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% |
0.048 |
1.6% |
48% |
False |
False |
18,202 |
10 |
3.146 |
2.981 |
0.165 |
5.5% |
0.056 |
1.8% |
21% |
False |
False |
20,235 |
20 |
3.293 |
2.981 |
0.312 |
10.3% |
0.057 |
1.9% |
11% |
False |
False |
22,912 |
40 |
3.343 |
2.981 |
0.362 |
12.0% |
0.062 |
2.1% |
10% |
False |
False |
19,466 |
60 |
3.383 |
2.981 |
0.402 |
13.3% |
0.066 |
2.2% |
9% |
False |
False |
18,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.177 |
2.618 |
3.117 |
1.618 |
3.080 |
1.000 |
3.057 |
0.618 |
3.043 |
HIGH |
3.020 |
0.618 |
3.006 |
0.500 |
3.002 |
0.382 |
2.997 |
LOW |
2.983 |
0.618 |
2.960 |
1.000 |
2.946 |
1.618 |
2.923 |
2.618 |
2.886 |
4.250 |
2.826 |
|
|
Fisher Pivots for day following 31-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
3.011 |
3.019 |
PP |
3.006 |
3.018 |
S1 |
3.002 |
3.017 |
|