NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.805 |
2.835 |
0.030 |
1.1% |
2.725 |
| High |
2.824 |
2.852 |
0.028 |
1.0% |
2.863 |
| Low |
2.761 |
2.818 |
0.057 |
2.1% |
2.707 |
| Close |
2.798 |
2.842 |
0.044 |
1.6% |
2.798 |
| Range |
0.063 |
0.034 |
-0.029 |
-46.0% |
0.156 |
| ATR |
0.086 |
0.084 |
-0.002 |
-2.7% |
0.000 |
| Volume |
155,079 |
132,721 |
-22,358 |
-14.4% |
786,593 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.939 |
2.925 |
2.861 |
|
| R3 |
2.905 |
2.891 |
2.851 |
|
| R2 |
2.871 |
2.871 |
2.848 |
|
| R1 |
2.857 |
2.857 |
2.845 |
2.864 |
| PP |
2.837 |
2.837 |
2.837 |
2.841 |
| S1 |
2.823 |
2.823 |
2.839 |
2.830 |
| S2 |
2.803 |
2.803 |
2.836 |
|
| S3 |
2.769 |
2.789 |
2.833 |
|
| S4 |
2.735 |
2.755 |
2.823 |
|
|
| 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 |
2.726 |
0.137 |
4.8% |
0.072 |
2.5% |
85% |
False |
False |
157,820 |
| 10 |
2.895 |
2.706 |
0.189 |
6.7% |
0.078 |
2.7% |
72% |
False |
False |
142,823 |
| 20 |
2.957 |
2.706 |
0.251 |
8.8% |
0.081 |
2.8% |
54% |
False |
False |
111,035 |
| 40 |
2.988 |
2.656 |
0.332 |
11.7% |
0.085 |
3.0% |
56% |
False |
False |
77,426 |
| 60 |
3.163 |
2.600 |
0.563 |
19.8% |
0.089 |
3.1% |
43% |
False |
False |
63,959 |
| 80 |
3.163 |
2.589 |
0.574 |
20.2% |
0.088 |
3.1% |
44% |
False |
False |
52,669 |
| 100 |
3.163 |
2.589 |
0.574 |
20.2% |
0.086 |
3.0% |
44% |
False |
False |
44,387 |
| 120 |
3.163 |
2.589 |
0.574 |
20.2% |
0.087 |
3.1% |
44% |
False |
False |
38,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.997 |
|
2.618 |
2.941 |
|
1.618 |
2.907 |
|
1.000 |
2.886 |
|
0.618 |
2.873 |
|
HIGH |
2.852 |
|
0.618 |
2.839 |
|
0.500 |
2.835 |
|
0.382 |
2.831 |
|
LOW |
2.818 |
|
0.618 |
2.797 |
|
1.000 |
2.784 |
|
1.618 |
2.763 |
|
2.618 |
2.729 |
|
4.250 |
2.674 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.840 |
2.824 |
| PP |
2.837 |
2.807 |
| S1 |
2.835 |
2.789 |
|