NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.161 |
3.185 |
0.024 |
0.8% |
3.160 |
| High |
3.204 |
3.201 |
-0.003 |
-0.1% |
3.232 |
| Low |
3.114 |
3.154 |
0.040 |
1.3% |
3.114 |
| Close |
3.184 |
3.186 |
0.002 |
0.1% |
3.186 |
| Range |
0.090 |
0.047 |
-0.043 |
-47.8% |
0.118 |
| ATR |
0.071 |
0.069 |
-0.002 |
-2.4% |
0.000 |
| Volume |
25,141 |
22,231 |
-2,910 |
-11.6% |
122,523 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.321 |
3.301 |
3.212 |
|
| R3 |
3.274 |
3.254 |
3.199 |
|
| R2 |
3.227 |
3.227 |
3.195 |
|
| R1 |
3.207 |
3.207 |
3.190 |
3.217 |
| PP |
3.180 |
3.180 |
3.180 |
3.186 |
| S1 |
3.160 |
3.160 |
3.182 |
3.170 |
| S2 |
3.133 |
3.133 |
3.177 |
|
| S3 |
3.086 |
3.113 |
3.173 |
|
| S4 |
3.039 |
3.066 |
3.160 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.531 |
3.477 |
3.251 |
|
| R3 |
3.413 |
3.359 |
3.218 |
|
| R2 |
3.295 |
3.295 |
3.208 |
|
| R1 |
3.241 |
3.241 |
3.197 |
3.268 |
| PP |
3.177 |
3.177 |
3.177 |
3.191 |
| S1 |
3.123 |
3.123 |
3.175 |
3.150 |
| S2 |
3.059 |
3.059 |
3.164 |
|
| S3 |
2.941 |
3.005 |
3.154 |
|
| S4 |
2.823 |
2.887 |
3.121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.232 |
3.114 |
0.118 |
3.7% |
0.065 |
2.0% |
61% |
False |
False |
24,504 |
| 10 |
3.290 |
3.114 |
0.176 |
5.5% |
0.068 |
2.1% |
41% |
False |
False |
19,273 |
| 20 |
3.343 |
3.114 |
0.229 |
7.2% |
0.067 |
2.1% |
31% |
False |
False |
17,913 |
| 40 |
3.383 |
3.114 |
0.269 |
8.4% |
0.067 |
2.1% |
27% |
False |
False |
16,206 |
| 60 |
3.483 |
3.060 |
0.423 |
13.3% |
0.070 |
2.2% |
30% |
False |
False |
15,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.401 |
|
2.618 |
3.324 |
|
1.618 |
3.277 |
|
1.000 |
3.248 |
|
0.618 |
3.230 |
|
HIGH |
3.201 |
|
0.618 |
3.183 |
|
0.500 |
3.178 |
|
0.382 |
3.172 |
|
LOW |
3.154 |
|
0.618 |
3.125 |
|
1.000 |
3.107 |
|
1.618 |
3.078 |
|
2.618 |
3.031 |
|
4.250 |
2.954 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.183 |
3.182 |
| PP |
3.180 |
3.177 |
| S1 |
3.178 |
3.173 |
|