NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.782 |
2.805 |
0.023 |
0.8% |
2.725 |
| High |
2.838 |
2.824 |
-0.014 |
-0.5% |
2.863 |
| Low |
2.726 |
2.761 |
0.035 |
1.3% |
2.707 |
| Close |
2.813 |
2.798 |
-0.015 |
-0.5% |
2.798 |
| Range |
0.112 |
0.063 |
-0.049 |
-43.8% |
0.156 |
| ATR |
0.088 |
0.086 |
-0.002 |
-2.0% |
0.000 |
| Volume |
190,872 |
155,079 |
-35,793 |
-18.8% |
786,593 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.983 |
2.954 |
2.833 |
|
| R3 |
2.920 |
2.891 |
2.815 |
|
| R2 |
2.857 |
2.857 |
2.810 |
|
| R1 |
2.828 |
2.828 |
2.804 |
2.811 |
| PP |
2.794 |
2.794 |
2.794 |
2.786 |
| S1 |
2.765 |
2.765 |
2.792 |
2.748 |
| S2 |
2.731 |
2.731 |
2.786 |
|
| S3 |
2.668 |
2.702 |
2.781 |
|
| S4 |
2.605 |
2.639 |
2.763 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.257 |
3.184 |
2.884 |
|
| R3 |
3.101 |
3.028 |
2.841 |
|
| R2 |
2.945 |
2.945 |
2.827 |
|
| R1 |
2.872 |
2.872 |
2.812 |
2.909 |
| PP |
2.789 |
2.789 |
2.789 |
2.808 |
| S1 |
2.716 |
2.716 |
2.784 |
2.753 |
| S2 |
2.633 |
2.633 |
2.769 |
|
| S3 |
2.477 |
2.560 |
2.755 |
|
| S4 |
2.321 |
2.404 |
2.712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.863 |
2.707 |
0.156 |
5.6% |
0.081 |
2.9% |
58% |
False |
False |
157,318 |
| 10 |
2.895 |
2.706 |
0.189 |
6.8% |
0.082 |
2.9% |
49% |
False |
False |
137,348 |
| 20 |
2.957 |
2.706 |
0.251 |
9.0% |
0.084 |
3.0% |
37% |
False |
False |
109,273 |
| 40 |
2.988 |
2.656 |
0.332 |
11.9% |
0.086 |
3.1% |
43% |
False |
False |
75,821 |
| 60 |
3.163 |
2.600 |
0.563 |
20.1% |
0.091 |
3.2% |
35% |
False |
False |
62,256 |
| 80 |
3.163 |
2.589 |
0.574 |
20.5% |
0.090 |
3.2% |
36% |
False |
False |
51,198 |
| 100 |
3.163 |
2.589 |
0.574 |
20.5% |
0.087 |
3.1% |
36% |
False |
False |
43,199 |
| 120 |
3.163 |
2.589 |
0.574 |
20.5% |
0.087 |
3.1% |
36% |
False |
False |
37,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.092 |
|
2.618 |
2.989 |
|
1.618 |
2.926 |
|
1.000 |
2.887 |
|
0.618 |
2.863 |
|
HIGH |
2.824 |
|
0.618 |
2.800 |
|
0.500 |
2.793 |
|
0.382 |
2.785 |
|
LOW |
2.761 |
|
0.618 |
2.722 |
|
1.000 |
2.698 |
|
1.618 |
2.659 |
|
2.618 |
2.596 |
|
4.250 |
2.493 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.796 |
2.797 |
| PP |
2.794 |
2.796 |
| S1 |
2.793 |
2.795 |
|