NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.757 |
2.811 |
0.054 |
2.0% |
2.745 |
| High |
2.821 |
2.863 |
0.042 |
1.5% |
2.895 |
| Low |
2.752 |
2.780 |
0.028 |
1.0% |
2.706 |
| Close |
2.812 |
2.798 |
-0.014 |
-0.5% |
2.716 |
| Range |
0.069 |
0.083 |
0.014 |
20.3% |
0.189 |
| ATR |
0.087 |
0.086 |
0.000 |
-0.3% |
0.000 |
| Volume |
140,061 |
170,367 |
30,306 |
21.6% |
586,895 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.063 |
3.013 |
2.844 |
|
| R3 |
2.980 |
2.930 |
2.821 |
|
| R2 |
2.897 |
2.897 |
2.813 |
|
| R1 |
2.847 |
2.847 |
2.806 |
2.831 |
| PP |
2.814 |
2.814 |
2.814 |
2.805 |
| S1 |
2.764 |
2.764 |
2.790 |
2.748 |
| S2 |
2.731 |
2.731 |
2.783 |
|
| S3 |
2.648 |
2.681 |
2.775 |
|
| S4 |
2.565 |
2.598 |
2.752 |
|
|
| 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 |
6.8% |
0.089 |
3.2% |
49% |
False |
False |
140,911 |
| 10 |
2.957 |
2.706 |
0.251 |
9.0% |
0.085 |
3.0% |
37% |
False |
False |
124,846 |
| 20 |
2.957 |
2.656 |
0.301 |
10.8% |
0.083 |
3.0% |
47% |
False |
False |
98,422 |
| 40 |
2.988 |
2.656 |
0.332 |
11.9% |
0.087 |
3.1% |
43% |
False |
False |
70,419 |
| 60 |
3.163 |
2.600 |
0.563 |
20.1% |
0.092 |
3.3% |
35% |
False |
False |
57,416 |
| 80 |
3.163 |
2.589 |
0.574 |
20.5% |
0.089 |
3.2% |
36% |
False |
False |
47,225 |
| 100 |
3.163 |
2.589 |
0.574 |
20.5% |
0.086 |
3.1% |
36% |
False |
False |
39,885 |
| 120 |
3.163 |
2.589 |
0.574 |
20.5% |
0.088 |
3.1% |
36% |
False |
False |
34,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.216 |
|
2.618 |
3.080 |
|
1.618 |
2.997 |
|
1.000 |
2.946 |
|
0.618 |
2.914 |
|
HIGH |
2.863 |
|
0.618 |
2.831 |
|
0.500 |
2.822 |
|
0.382 |
2.812 |
|
LOW |
2.780 |
|
0.618 |
2.729 |
|
1.000 |
2.697 |
|
1.618 |
2.646 |
|
2.618 |
2.563 |
|
4.250 |
2.427 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.822 |
2.794 |
| PP |
2.814 |
2.789 |
| S1 |
2.806 |
2.785 |
|