NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.921 |
2.809 |
-0.112 |
-3.8% |
2.835 |
| High |
2.931 |
2.836 |
-0.095 |
-3.2% |
2.934 |
| Low |
2.784 |
2.781 |
-0.003 |
-0.1% |
2.781 |
| Close |
2.787 |
2.801 |
0.014 |
0.5% |
2.801 |
| Range |
0.147 |
0.055 |
-0.092 |
-62.6% |
0.153 |
| ATR |
0.088 |
0.085 |
-0.002 |
-2.7% |
0.000 |
| Volume |
246,314 |
97,799 |
-148,515 |
-60.3% |
817,548 |
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.971 |
2.941 |
2.831 |
|
| R3 |
2.916 |
2.886 |
2.816 |
|
| R2 |
2.861 |
2.861 |
2.811 |
|
| R1 |
2.831 |
2.831 |
2.806 |
2.819 |
| PP |
2.806 |
2.806 |
2.806 |
2.800 |
| S1 |
2.776 |
2.776 |
2.796 |
2.764 |
| S2 |
2.751 |
2.751 |
2.791 |
|
| S3 |
2.696 |
2.721 |
2.786 |
|
| S4 |
2.641 |
2.666 |
2.771 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.298 |
3.202 |
2.885 |
|
| R3 |
3.145 |
3.049 |
2.843 |
|
| R2 |
2.992 |
2.992 |
2.829 |
|
| R1 |
2.896 |
2.896 |
2.815 |
2.868 |
| PP |
2.839 |
2.839 |
2.839 |
2.824 |
| S1 |
2.743 |
2.743 |
2.787 |
2.715 |
| S2 |
2.686 |
2.686 |
2.773 |
|
| S3 |
2.533 |
2.590 |
2.759 |
|
| S4 |
2.380 |
2.437 |
2.717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.934 |
2.781 |
0.153 |
5.5% |
0.077 |
2.7% |
13% |
False |
True |
163,509 |
| 10 |
2.934 |
2.707 |
0.227 |
8.1% |
0.079 |
2.8% |
41% |
False |
False |
160,414 |
| 20 |
2.957 |
2.706 |
0.251 |
9.0% |
0.082 |
2.9% |
38% |
False |
False |
130,491 |
| 40 |
2.957 |
2.656 |
0.301 |
10.7% |
0.083 |
3.0% |
48% |
False |
False |
90,359 |
| 60 |
3.086 |
2.600 |
0.486 |
17.4% |
0.089 |
3.2% |
41% |
False |
False |
73,271 |
| 80 |
3.163 |
2.589 |
0.574 |
20.5% |
0.090 |
3.2% |
37% |
False |
False |
60,458 |
| 100 |
3.163 |
2.589 |
0.574 |
20.5% |
0.086 |
3.1% |
37% |
False |
False |
50,755 |
| 120 |
3.163 |
2.589 |
0.574 |
20.5% |
0.086 |
3.1% |
37% |
False |
False |
43,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.070 |
|
2.618 |
2.980 |
|
1.618 |
2.925 |
|
1.000 |
2.891 |
|
0.618 |
2.870 |
|
HIGH |
2.836 |
|
0.618 |
2.815 |
|
0.500 |
2.809 |
|
0.382 |
2.802 |
|
LOW |
2.781 |
|
0.618 |
2.747 |
|
1.000 |
2.726 |
|
1.618 |
2.692 |
|
2.618 |
2.637 |
|
4.250 |
2.547 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.809 |
2.858 |
| PP |
2.806 |
2.839 |
| S1 |
2.804 |
2.820 |
|