NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.168 |
3.203 |
0.035 |
1.1% |
3.164 |
| High |
3.214 |
3.232 |
0.018 |
0.6% |
3.290 |
| Low |
3.168 |
3.159 |
-0.009 |
-0.3% |
3.141 |
| Close |
3.204 |
3.175 |
-0.029 |
-0.9% |
3.152 |
| Range |
0.046 |
0.073 |
0.027 |
58.7% |
0.149 |
| ATR |
0.069 |
0.069 |
0.000 |
0.4% |
0.000 |
| Volume |
26,186 |
29,536 |
3,350 |
12.8% |
70,215 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.408 |
3.364 |
3.215 |
|
| R3 |
3.335 |
3.291 |
3.195 |
|
| R2 |
3.262 |
3.262 |
3.188 |
|
| R1 |
3.218 |
3.218 |
3.182 |
3.204 |
| PP |
3.189 |
3.189 |
3.189 |
3.181 |
| S1 |
3.145 |
3.145 |
3.168 |
3.131 |
| S2 |
3.116 |
3.116 |
3.162 |
|
| S3 |
3.043 |
3.072 |
3.155 |
|
| S4 |
2.970 |
2.999 |
3.135 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.641 |
3.546 |
3.234 |
|
| R3 |
3.492 |
3.397 |
3.193 |
|
| R2 |
3.343 |
3.343 |
3.179 |
|
| R1 |
3.248 |
3.248 |
3.166 |
3.221 |
| PP |
3.194 |
3.194 |
3.194 |
3.181 |
| S1 |
3.099 |
3.099 |
3.138 |
3.072 |
| S2 |
3.045 |
3.045 |
3.125 |
|
| S3 |
2.896 |
2.950 |
3.111 |
|
| S4 |
2.747 |
2.801 |
3.070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.287 |
3.137 |
0.150 |
4.7% |
0.072 |
2.3% |
25% |
False |
False |
21,635 |
| 10 |
3.343 |
3.137 |
0.206 |
6.5% |
0.070 |
2.2% |
18% |
False |
False |
17,250 |
| 20 |
3.343 |
3.131 |
0.212 |
6.7% |
0.067 |
2.1% |
21% |
False |
False |
17,367 |
| 40 |
3.383 |
3.131 |
0.252 |
7.9% |
0.068 |
2.1% |
17% |
False |
False |
16,103 |
| 60 |
3.483 |
3.060 |
0.423 |
13.3% |
0.070 |
2.2% |
27% |
False |
False |
15,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.542 |
|
2.618 |
3.423 |
|
1.618 |
3.350 |
|
1.000 |
3.305 |
|
0.618 |
3.277 |
|
HIGH |
3.232 |
|
0.618 |
3.204 |
|
0.500 |
3.196 |
|
0.382 |
3.187 |
|
LOW |
3.159 |
|
0.618 |
3.114 |
|
1.000 |
3.086 |
|
1.618 |
3.041 |
|
2.618 |
2.968 |
|
4.250 |
2.849 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.196 |
3.185 |
| PP |
3.189 |
3.181 |
| S1 |
3.182 |
3.178 |
|