NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.180 |
3.139 |
-0.041 |
-1.3% |
3.213 |
| High |
3.182 |
3.145 |
-0.037 |
-1.2% |
3.293 |
| Low |
3.133 |
3.095 |
-0.038 |
-1.2% |
3.183 |
| Close |
3.140 |
3.102 |
-0.038 |
-1.2% |
3.198 |
| Range |
0.049 |
0.050 |
0.001 |
2.0% |
0.110 |
| ATR |
0.067 |
0.066 |
-0.001 |
-1.8% |
0.000 |
| Volume |
17,513 |
19,256 |
1,743 |
10.0% |
135,283 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.264 |
3.233 |
3.130 |
|
| R3 |
3.214 |
3.183 |
3.116 |
|
| R2 |
3.164 |
3.164 |
3.111 |
|
| R1 |
3.133 |
3.133 |
3.107 |
3.124 |
| PP |
3.114 |
3.114 |
3.114 |
3.109 |
| S1 |
3.083 |
3.083 |
3.097 |
3.074 |
| S2 |
3.064 |
3.064 |
3.093 |
|
| S3 |
3.014 |
3.033 |
3.088 |
|
| S4 |
2.964 |
2.983 |
3.075 |
|
|
| 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 |
3.095 |
0.198 |
6.4% |
0.060 |
1.9% |
4% |
False |
True |
25,830 |
| 10 |
3.293 |
3.095 |
0.198 |
6.4% |
0.060 |
1.9% |
4% |
False |
True |
24,896 |
| 20 |
3.343 |
3.095 |
0.248 |
8.0% |
0.064 |
2.1% |
3% |
False |
True |
20,399 |
| 40 |
3.343 |
3.095 |
0.248 |
8.0% |
0.065 |
2.1% |
3% |
False |
True |
18,057 |
| 60 |
3.383 |
3.060 |
0.323 |
10.4% |
0.068 |
2.2% |
13% |
False |
False |
17,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.358 |
|
2.618 |
3.276 |
|
1.618 |
3.226 |
|
1.000 |
3.195 |
|
0.618 |
3.176 |
|
HIGH |
3.145 |
|
0.618 |
3.126 |
|
0.500 |
3.120 |
|
0.382 |
3.114 |
|
LOW |
3.095 |
|
0.618 |
3.064 |
|
1.000 |
3.045 |
|
1.618 |
3.014 |
|
2.618 |
2.964 |
|
4.250 |
2.883 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.120 |
3.159 |
| PP |
3.114 |
3.140 |
| S1 |
3.108 |
3.121 |
|