NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.811 |
2.782 |
-0.029 |
-1.0% |
2.745 |
| High |
2.863 |
2.838 |
-0.025 |
-0.9% |
2.895 |
| Low |
2.780 |
2.726 |
-0.054 |
-1.9% |
2.706 |
| Close |
2.798 |
2.813 |
0.015 |
0.5% |
2.716 |
| Range |
0.083 |
0.112 |
0.029 |
34.9% |
0.189 |
| ATR |
0.086 |
0.088 |
0.002 |
2.1% |
0.000 |
| Volume |
170,367 |
190,872 |
20,505 |
12.0% |
586,895 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.128 |
3.083 |
2.875 |
|
| R3 |
3.016 |
2.971 |
2.844 |
|
| R2 |
2.904 |
2.904 |
2.834 |
|
| R1 |
2.859 |
2.859 |
2.823 |
2.882 |
| PP |
2.792 |
2.792 |
2.792 |
2.804 |
| S1 |
2.747 |
2.747 |
2.803 |
2.770 |
| S2 |
2.680 |
2.680 |
2.792 |
|
| S3 |
2.568 |
2.635 |
2.782 |
|
| S4 |
2.456 |
2.523 |
2.751 |
|
|
| 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 |
2.863 |
2.706 |
0.157 |
5.6% |
0.085 |
3.0% |
68% |
False |
False |
149,776 |
| 10 |
2.895 |
2.706 |
0.189 |
6.7% |
0.081 |
2.9% |
57% |
False |
False |
129,196 |
| 20 |
2.957 |
2.706 |
0.251 |
8.9% |
0.084 |
3.0% |
43% |
False |
False |
104,519 |
| 40 |
2.988 |
2.656 |
0.332 |
11.8% |
0.087 |
3.1% |
47% |
False |
False |
73,449 |
| 60 |
3.163 |
2.600 |
0.563 |
20.0% |
0.091 |
3.2% |
38% |
False |
False |
60,234 |
| 80 |
3.163 |
2.589 |
0.574 |
20.4% |
0.090 |
3.2% |
39% |
False |
False |
49,448 |
| 100 |
3.163 |
2.589 |
0.574 |
20.4% |
0.087 |
3.1% |
39% |
False |
False |
41,726 |
| 120 |
3.163 |
2.589 |
0.574 |
20.4% |
0.088 |
3.1% |
39% |
False |
False |
36,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.314 |
|
2.618 |
3.131 |
|
1.618 |
3.019 |
|
1.000 |
2.950 |
|
0.618 |
2.907 |
|
HIGH |
2.838 |
|
0.618 |
2.795 |
|
0.500 |
2.782 |
|
0.382 |
2.769 |
|
LOW |
2.726 |
|
0.618 |
2.657 |
|
1.000 |
2.614 |
|
1.618 |
2.545 |
|
2.618 |
2.433 |
|
4.250 |
2.250 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.803 |
2.807 |
| PP |
2.792 |
2.801 |
| S1 |
2.782 |
2.795 |
|