NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.725 |
2.757 |
0.032 |
1.2% |
2.745 |
| High |
2.785 |
2.821 |
0.036 |
1.3% |
2.895 |
| Low |
2.707 |
2.752 |
0.045 |
1.7% |
2.706 |
| Close |
2.748 |
2.812 |
0.064 |
2.3% |
2.716 |
| Range |
0.078 |
0.069 |
-0.009 |
-11.5% |
0.189 |
| ATR |
0.088 |
0.087 |
-0.001 |
-1.2% |
0.000 |
| Volume |
130,214 |
140,061 |
9,847 |
7.6% |
586,895 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.002 |
2.976 |
2.850 |
|
| R3 |
2.933 |
2.907 |
2.831 |
|
| R2 |
2.864 |
2.864 |
2.825 |
|
| R1 |
2.838 |
2.838 |
2.818 |
2.851 |
| PP |
2.795 |
2.795 |
2.795 |
2.802 |
| S1 |
2.769 |
2.769 |
2.806 |
2.782 |
| S2 |
2.726 |
2.726 |
2.799 |
|
| S3 |
2.657 |
2.700 |
2.793 |
|
| S4 |
2.588 |
2.631 |
2.774 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.339 |
3.217 |
2.820 |
|
| R3 |
3.150 |
3.028 |
2.768 |
|
| R2 |
2.961 |
2.961 |
2.751 |
|
| R1 |
2.839 |
2.839 |
2.733 |
2.806 |
| PP |
2.772 |
2.772 |
2.772 |
2.756 |
| S1 |
2.650 |
2.650 |
2.699 |
2.617 |
| S2 |
2.583 |
2.583 |
2.681 |
|
| S3 |
2.394 |
2.461 |
2.664 |
|
| S4 |
2.205 |
2.272 |
2.612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.895 |
2.706 |
0.189 |
6.7% |
0.082 |
2.9% |
56% |
False |
False |
130,664 |
| 10 |
2.957 |
2.706 |
0.251 |
8.9% |
0.083 |
3.0% |
42% |
False |
False |
114,106 |
| 20 |
2.957 |
2.656 |
0.301 |
10.7% |
0.083 |
3.0% |
52% |
False |
False |
93,713 |
| 40 |
2.988 |
2.656 |
0.332 |
11.8% |
0.088 |
3.1% |
47% |
False |
False |
67,508 |
| 60 |
3.163 |
2.600 |
0.563 |
20.0% |
0.092 |
3.3% |
38% |
False |
False |
55,158 |
| 80 |
3.163 |
2.589 |
0.574 |
20.4% |
0.089 |
3.2% |
39% |
False |
False |
45,239 |
| 100 |
3.163 |
2.589 |
0.574 |
20.4% |
0.086 |
3.1% |
39% |
False |
False |
38,315 |
| 120 |
3.163 |
2.589 |
0.574 |
20.4% |
0.089 |
3.2% |
39% |
False |
False |
33,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.114 |
|
2.618 |
3.002 |
|
1.618 |
2.933 |
|
1.000 |
2.890 |
|
0.618 |
2.864 |
|
HIGH |
2.821 |
|
0.618 |
2.795 |
|
0.500 |
2.787 |
|
0.382 |
2.778 |
|
LOW |
2.752 |
|
0.618 |
2.709 |
|
1.000 |
2.683 |
|
1.618 |
2.640 |
|
2.618 |
2.571 |
|
4.250 |
2.459 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.804 |
2.796 |
| PP |
2.795 |
2.780 |
| S1 |
2.787 |
2.764 |
|