NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 03-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3.007 |
2.962 |
-0.045 |
-1.5% |
3.020 |
High |
3.007 |
3.051 |
0.044 |
1.5% |
3.054 |
Low |
2.957 |
2.953 |
-0.004 |
-0.1% |
2.981 |
Close |
2.969 |
3.042 |
0.073 |
2.5% |
3.048 |
Range |
0.050 |
0.098 |
0.048 |
96.0% |
0.073 |
ATR |
0.061 |
0.064 |
0.003 |
4.3% |
0.000 |
Volume |
18,488 |
33,595 |
15,107 |
81.7% |
94,087 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.309 |
3.274 |
3.096 |
|
R3 |
3.211 |
3.176 |
3.069 |
|
R2 |
3.113 |
3.113 |
3.060 |
|
R1 |
3.078 |
3.078 |
3.051 |
3.096 |
PP |
3.015 |
3.015 |
3.015 |
3.024 |
S1 |
2.980 |
2.980 |
3.033 |
2.998 |
S2 |
2.917 |
2.917 |
3.024 |
|
S3 |
2.819 |
2.882 |
3.015 |
|
S4 |
2.721 |
2.784 |
2.988 |
|
|
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 |
2.953 |
0.101 |
3.3% |
0.057 |
1.9% |
88% |
False |
True |
20,073 |
10 |
3.131 |
2.953 |
0.178 |
5.9% |
0.058 |
1.9% |
50% |
False |
True |
19,996 |
20 |
3.293 |
2.953 |
0.340 |
11.2% |
0.056 |
1.9% |
26% |
False |
True |
22,519 |
40 |
3.343 |
2.953 |
0.390 |
12.8% |
0.062 |
2.0% |
23% |
False |
True |
20,041 |
60 |
3.383 |
2.953 |
0.430 |
14.1% |
0.064 |
2.1% |
21% |
False |
True |
18,278 |
80 |
3.483 |
2.953 |
0.530 |
17.4% |
0.067 |
2.2% |
17% |
False |
True |
17,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.468 |
2.618 |
3.308 |
1.618 |
3.210 |
1.000 |
3.149 |
0.618 |
3.112 |
HIGH |
3.051 |
0.618 |
3.014 |
0.500 |
3.002 |
0.382 |
2.990 |
LOW |
2.953 |
0.618 |
2.892 |
1.000 |
2.855 |
1.618 |
2.794 |
2.618 |
2.696 |
4.250 |
2.537 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3.029 |
3.029 |
PP |
3.015 |
3.015 |
S1 |
3.002 |
3.002 |
|