NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.080 |
3.130 |
0.050 |
1.6% |
3.180 |
| High |
3.146 |
3.131 |
-0.015 |
-0.5% |
3.182 |
| Low |
3.062 |
3.040 |
-0.022 |
-0.7% |
3.040 |
| Close |
3.126 |
3.043 |
-0.083 |
-2.7% |
3.043 |
| Range |
0.084 |
0.091 |
0.007 |
8.3% |
0.142 |
| ATR |
0.065 |
0.067 |
0.002 |
2.8% |
0.000 |
| Volume |
25,428 |
15,840 |
-9,588 |
-37.7% |
108,749 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.344 |
3.285 |
3.093 |
|
| R3 |
3.253 |
3.194 |
3.068 |
|
| R2 |
3.162 |
3.162 |
3.060 |
|
| R1 |
3.103 |
3.103 |
3.051 |
3.087 |
| PP |
3.071 |
3.071 |
3.071 |
3.064 |
| S1 |
3.012 |
3.012 |
3.035 |
2.996 |
| S2 |
2.980 |
2.980 |
3.026 |
|
| S3 |
2.889 |
2.921 |
3.018 |
|
| S4 |
2.798 |
2.830 |
2.993 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.514 |
3.421 |
3.121 |
|
| R3 |
3.372 |
3.279 |
3.082 |
|
| R2 |
3.230 |
3.230 |
3.069 |
|
| R1 |
3.137 |
3.137 |
3.056 |
3.113 |
| PP |
3.088 |
3.088 |
3.088 |
3.076 |
| S1 |
2.995 |
2.995 |
3.030 |
2.971 |
| S2 |
2.946 |
2.946 |
3.017 |
|
| S3 |
2.804 |
2.853 |
3.004 |
|
| S4 |
2.662 |
2.711 |
2.965 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.182 |
3.040 |
0.142 |
4.7% |
0.062 |
2.0% |
2% |
False |
True |
21,749 |
| 10 |
3.293 |
3.040 |
0.253 |
8.3% |
0.060 |
2.0% |
1% |
False |
True |
24,403 |
| 20 |
3.293 |
3.040 |
0.253 |
8.3% |
0.064 |
2.1% |
1% |
False |
True |
21,838 |
| 40 |
3.343 |
3.040 |
0.303 |
10.0% |
0.066 |
2.2% |
1% |
False |
True |
18,964 |
| 60 |
3.383 |
3.040 |
0.343 |
11.3% |
0.067 |
2.2% |
1% |
False |
True |
17,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.518 |
|
2.618 |
3.369 |
|
1.618 |
3.278 |
|
1.000 |
3.222 |
|
0.618 |
3.187 |
|
HIGH |
3.131 |
|
0.618 |
3.096 |
|
0.500 |
3.086 |
|
0.382 |
3.075 |
|
LOW |
3.040 |
|
0.618 |
2.984 |
|
1.000 |
2.949 |
|
1.618 |
2.893 |
|
2.618 |
2.802 |
|
4.250 |
2.653 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.086 |
3.093 |
| PP |
3.071 |
3.076 |
| S1 |
3.057 |
3.060 |
|