NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.835 |
2.835 |
0.000 |
0.0% |
2.725 |
| High |
2.852 |
2.861 |
0.009 |
0.3% |
2.863 |
| Low |
2.818 |
2.796 |
-0.022 |
-0.8% |
2.707 |
| Close |
2.842 |
2.844 |
0.002 |
0.1% |
2.798 |
| Range |
0.034 |
0.065 |
0.031 |
91.2% |
0.156 |
| ATR |
0.084 |
0.083 |
-0.001 |
-1.6% |
0.000 |
| Volume |
132,721 |
143,152 |
10,431 |
7.9% |
786,593 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.029 |
3.001 |
2.880 |
|
| R3 |
2.964 |
2.936 |
2.862 |
|
| R2 |
2.899 |
2.899 |
2.856 |
|
| R1 |
2.871 |
2.871 |
2.850 |
2.885 |
| PP |
2.834 |
2.834 |
2.834 |
2.841 |
| S1 |
2.806 |
2.806 |
2.838 |
2.820 |
| S2 |
2.769 |
2.769 |
2.832 |
|
| S3 |
2.704 |
2.741 |
2.826 |
|
| S4 |
2.639 |
2.676 |
2.808 |
|
|
| 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% |
0.071 |
2.5% |
86% |
False |
False |
158,438 |
| 10 |
2.895 |
2.706 |
0.189 |
6.6% |
0.077 |
2.7% |
73% |
False |
False |
144,551 |
| 20 |
2.957 |
2.706 |
0.251 |
8.8% |
0.079 |
2.8% |
55% |
False |
False |
114,499 |
| 40 |
2.988 |
2.656 |
0.332 |
11.7% |
0.083 |
2.9% |
57% |
False |
False |
80,040 |
| 60 |
3.163 |
2.600 |
0.563 |
19.8% |
0.089 |
3.1% |
43% |
False |
False |
65,468 |
| 80 |
3.163 |
2.589 |
0.574 |
20.2% |
0.089 |
3.1% |
44% |
False |
False |
54,118 |
| 100 |
3.163 |
2.589 |
0.574 |
20.2% |
0.085 |
3.0% |
44% |
False |
False |
45,683 |
| 120 |
3.163 |
2.589 |
0.574 |
20.2% |
0.087 |
3.0% |
44% |
False |
False |
39,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.137 |
|
2.618 |
3.031 |
|
1.618 |
2.966 |
|
1.000 |
2.926 |
|
0.618 |
2.901 |
|
HIGH |
2.861 |
|
0.618 |
2.836 |
|
0.500 |
2.829 |
|
0.382 |
2.821 |
|
LOW |
2.796 |
|
0.618 |
2.756 |
|
1.000 |
2.731 |
|
1.618 |
2.691 |
|
2.618 |
2.626 |
|
4.250 |
2.520 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.839 |
2.833 |
| PP |
2.834 |
2.822 |
| S1 |
2.829 |
2.811 |
|