NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.285 |
3.195 |
-0.090 |
-2.7% |
3.213 |
| High |
3.293 |
3.222 |
-0.071 |
-2.2% |
3.293 |
| Low |
3.183 |
3.183 |
0.000 |
0.0% |
3.183 |
| Close |
3.185 |
3.198 |
0.013 |
0.4% |
3.198 |
| Range |
0.110 |
0.039 |
-0.071 |
-64.5% |
0.110 |
| ATR |
0.070 |
0.067 |
-0.002 |
-3.1% |
0.000 |
| Volume |
35,941 |
11,512 |
-24,429 |
-68.0% |
135,283 |
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.318 |
3.297 |
3.219 |
|
| R3 |
3.279 |
3.258 |
3.209 |
|
| R2 |
3.240 |
3.240 |
3.205 |
|
| R1 |
3.219 |
3.219 |
3.202 |
3.230 |
| PP |
3.201 |
3.201 |
3.201 |
3.206 |
| S1 |
3.180 |
3.180 |
3.194 |
3.191 |
| S2 |
3.162 |
3.162 |
3.191 |
|
| S3 |
3.123 |
3.141 |
3.187 |
|
| S4 |
3.084 |
3.102 |
3.177 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.555 |
3.486 |
3.259 |
|
| R3 |
3.445 |
3.376 |
3.228 |
|
| R2 |
3.335 |
3.335 |
3.218 |
|
| R1 |
3.266 |
3.266 |
3.208 |
3.246 |
| PP |
3.225 |
3.225 |
3.225 |
3.214 |
| S1 |
3.156 |
3.156 |
3.188 |
3.136 |
| S2 |
3.115 |
3.115 |
3.178 |
|
| S3 |
3.005 |
3.046 |
3.168 |
|
| S4 |
2.895 |
2.936 |
3.138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.293 |
3.183 |
0.110 |
3.4% |
0.057 |
1.8% |
14% |
False |
True |
27,056 |
| 10 |
3.293 |
3.114 |
0.179 |
5.6% |
0.061 |
1.9% |
47% |
False |
False |
25,780 |
| 20 |
3.343 |
3.114 |
0.229 |
7.2% |
0.065 |
2.0% |
37% |
False |
False |
19,927 |
| 40 |
3.343 |
3.114 |
0.229 |
7.2% |
0.065 |
2.0% |
37% |
False |
False |
17,755 |
| 60 |
3.430 |
3.060 |
0.370 |
11.6% |
0.068 |
2.1% |
37% |
False |
False |
16,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.388 |
|
2.618 |
3.324 |
|
1.618 |
3.285 |
|
1.000 |
3.261 |
|
0.618 |
3.246 |
|
HIGH |
3.222 |
|
0.618 |
3.207 |
|
0.500 |
3.203 |
|
0.382 |
3.198 |
|
LOW |
3.183 |
|
0.618 |
3.159 |
|
1.000 |
3.144 |
|
1.618 |
3.120 |
|
2.618 |
3.081 |
|
4.250 |
3.017 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.203 |
3.238 |
| PP |
3.201 |
3.225 |
| S1 |
3.200 |
3.211 |
|