NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.101 |
3.080 |
-0.021 |
-0.7% |
3.213 |
| High |
3.115 |
3.146 |
0.031 |
1.0% |
3.293 |
| Low |
3.078 |
3.062 |
-0.016 |
-0.5% |
3.183 |
| Close |
3.088 |
3.126 |
0.038 |
1.2% |
3.198 |
| Range |
0.037 |
0.084 |
0.047 |
127.0% |
0.110 |
| ATR |
0.064 |
0.065 |
0.001 |
2.3% |
0.000 |
| Volume |
30,712 |
25,428 |
-5,284 |
-17.2% |
135,283 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.363 |
3.329 |
3.172 |
|
| R3 |
3.279 |
3.245 |
3.149 |
|
| R2 |
3.195 |
3.195 |
3.141 |
|
| R1 |
3.161 |
3.161 |
3.134 |
3.178 |
| PP |
3.111 |
3.111 |
3.111 |
3.120 |
| S1 |
3.077 |
3.077 |
3.118 |
3.094 |
| S2 |
3.027 |
3.027 |
3.111 |
|
| S3 |
2.943 |
2.993 |
3.103 |
|
| S4 |
2.859 |
2.909 |
3.080 |
|
|
| 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 |
3.222 |
3.062 |
0.160 |
5.1% |
0.052 |
1.7% |
40% |
False |
True |
20,884 |
| 10 |
3.293 |
3.062 |
0.231 |
7.4% |
0.055 |
1.8% |
28% |
False |
True |
25,042 |
| 20 |
3.293 |
3.062 |
0.231 |
7.4% |
0.061 |
2.0% |
28% |
False |
True |
21,566 |
| 40 |
3.343 |
3.062 |
0.281 |
9.0% |
0.065 |
2.1% |
23% |
False |
True |
18,981 |
| 60 |
3.383 |
3.060 |
0.323 |
10.3% |
0.068 |
2.2% |
20% |
False |
False |
17,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.503 |
|
2.618 |
3.366 |
|
1.618 |
3.282 |
|
1.000 |
3.230 |
|
0.618 |
3.198 |
|
HIGH |
3.146 |
|
0.618 |
3.114 |
|
0.500 |
3.104 |
|
0.382 |
3.094 |
|
LOW |
3.062 |
|
0.618 |
3.010 |
|
1.000 |
2.978 |
|
1.618 |
2.926 |
|
2.618 |
2.842 |
|
4.250 |
2.705 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.119 |
3.119 |
| PP |
3.111 |
3.111 |
| S1 |
3.104 |
3.104 |
|