NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.774 |
2.730 |
-0.044 |
-1.6% |
2.835 |
| High |
2.788 |
2.735 |
-0.053 |
-1.9% |
2.934 |
| Low |
2.718 |
2.680 |
-0.038 |
-1.4% |
2.781 |
| Close |
2.728 |
2.704 |
-0.024 |
-0.9% |
2.801 |
| Range |
0.070 |
0.055 |
-0.015 |
-21.4% |
0.153 |
| ATR |
0.085 |
0.083 |
-0.002 |
-2.5% |
0.000 |
| Volume |
120,545 |
105,540 |
-15,005 |
-12.4% |
817,548 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.871 |
2.843 |
2.734 |
|
| R3 |
2.816 |
2.788 |
2.719 |
|
| R2 |
2.761 |
2.761 |
2.714 |
|
| R1 |
2.733 |
2.733 |
2.709 |
2.720 |
| PP |
2.706 |
2.706 |
2.706 |
2.700 |
| S1 |
2.678 |
2.678 |
2.699 |
2.665 |
| S2 |
2.651 |
2.651 |
2.694 |
|
| S3 |
2.596 |
2.623 |
2.689 |
|
| S4 |
2.541 |
2.568 |
2.674 |
|
|
| 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 |
2.680 |
0.254 |
9.4% |
0.082 |
3.0% |
9% |
False |
True |
153,552 |
| 10 |
2.934 |
2.680 |
0.254 |
9.4% |
0.077 |
2.8% |
9% |
False |
True |
155,995 |
| 20 |
2.957 |
2.680 |
0.277 |
10.2% |
0.080 |
3.0% |
9% |
False |
True |
135,050 |
| 40 |
2.957 |
2.656 |
0.301 |
11.1% |
0.082 |
3.0% |
16% |
False |
False |
94,171 |
| 60 |
2.988 |
2.600 |
0.388 |
14.3% |
0.087 |
3.2% |
27% |
False |
False |
75,970 |
| 80 |
3.163 |
2.589 |
0.574 |
21.2% |
0.090 |
3.3% |
20% |
False |
False |
62,921 |
| 100 |
3.163 |
2.589 |
0.574 |
21.2% |
0.086 |
3.2% |
20% |
False |
False |
52,842 |
| 120 |
3.163 |
2.589 |
0.574 |
21.2% |
0.085 |
3.1% |
20% |
False |
False |
45,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.969 |
|
2.618 |
2.879 |
|
1.618 |
2.824 |
|
1.000 |
2.790 |
|
0.618 |
2.769 |
|
HIGH |
2.735 |
|
0.618 |
2.714 |
|
0.500 |
2.708 |
|
0.382 |
2.701 |
|
LOW |
2.680 |
|
0.618 |
2.646 |
|
1.000 |
2.625 |
|
1.618 |
2.591 |
|
2.618 |
2.536 |
|
4.250 |
2.446 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.708 |
2.758 |
| PP |
2.706 |
2.740 |
| S1 |
2.705 |
2.722 |
|