NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 04-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
2.962 |
3.032 |
0.070 |
2.4% |
3.013 |
High |
3.051 |
3.032 |
-0.019 |
-0.6% |
3.051 |
Low |
2.953 |
2.997 |
0.044 |
1.5% |
2.953 |
Close |
3.042 |
3.007 |
-0.035 |
-1.2% |
3.007 |
Range |
0.098 |
0.035 |
-0.063 |
-64.3% |
0.098 |
ATR |
0.064 |
0.062 |
-0.001 |
-2.1% |
0.000 |
Volume |
33,595 |
22,977 |
-10,618 |
-31.6% |
113,012 |
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.117 |
3.097 |
3.026 |
|
R3 |
3.082 |
3.062 |
3.017 |
|
R2 |
3.047 |
3.047 |
3.013 |
|
R1 |
3.027 |
3.027 |
3.010 |
3.020 |
PP |
3.012 |
3.012 |
3.012 |
3.008 |
S1 |
2.992 |
2.992 |
3.004 |
2.985 |
S2 |
2.977 |
2.977 |
3.001 |
|
S3 |
2.942 |
2.957 |
2.997 |
|
S4 |
2.907 |
2.922 |
2.988 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.298 |
3.250 |
3.061 |
|
R3 |
3.200 |
3.152 |
3.034 |
|
R2 |
3.102 |
3.102 |
3.025 |
|
R1 |
3.054 |
3.054 |
3.016 |
3.029 |
PP |
3.004 |
3.004 |
3.004 |
2.991 |
S1 |
2.956 |
2.956 |
2.998 |
2.931 |
S2 |
2.906 |
2.906 |
2.989 |
|
S3 |
2.808 |
2.858 |
2.980 |
|
S4 |
2.710 |
2.760 |
2.953 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.051 |
2.953 |
0.098 |
3.3% |
0.053 |
1.8% |
55% |
False |
False |
22,602 |
10 |
3.054 |
2.953 |
0.101 |
3.4% |
0.052 |
1.7% |
53% |
False |
False |
20,709 |
20 |
3.293 |
2.953 |
0.340 |
11.3% |
0.056 |
1.9% |
16% |
False |
False |
22,556 |
40 |
3.343 |
2.953 |
0.390 |
13.0% |
0.062 |
2.0% |
14% |
False |
False |
20,235 |
60 |
3.383 |
2.953 |
0.430 |
14.3% |
0.064 |
2.1% |
13% |
False |
False |
18,323 |
80 |
3.483 |
2.953 |
0.530 |
17.6% |
0.066 |
2.2% |
10% |
False |
False |
17,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.181 |
2.618 |
3.124 |
1.618 |
3.089 |
1.000 |
3.067 |
0.618 |
3.054 |
HIGH |
3.032 |
0.618 |
3.019 |
0.500 |
3.015 |
0.382 |
3.010 |
LOW |
2.997 |
0.618 |
2.975 |
1.000 |
2.962 |
1.618 |
2.940 |
2.618 |
2.905 |
4.250 |
2.848 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3.015 |
3.005 |
PP |
3.012 |
3.004 |
S1 |
3.010 |
3.002 |
|