NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.730 |
2.715 |
-0.015 |
-0.5% |
2.835 |
| High |
2.735 |
2.739 |
0.004 |
0.1% |
2.934 |
| Low |
2.680 |
2.694 |
0.014 |
0.5% |
2.781 |
| Close |
2.704 |
2.716 |
0.012 |
0.4% |
2.801 |
| Range |
0.055 |
0.045 |
-0.010 |
-18.2% |
0.153 |
| ATR |
0.083 |
0.080 |
-0.003 |
-3.3% |
0.000 |
| Volume |
105,540 |
85,957 |
-19,583 |
-18.6% |
817,548 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.851 |
2.829 |
2.741 |
|
| R3 |
2.806 |
2.784 |
2.728 |
|
| R2 |
2.761 |
2.761 |
2.724 |
|
| R1 |
2.739 |
2.739 |
2.720 |
2.750 |
| PP |
2.716 |
2.716 |
2.716 |
2.722 |
| S1 |
2.694 |
2.694 |
2.712 |
2.705 |
| S2 |
2.671 |
2.671 |
2.708 |
|
| S3 |
2.626 |
2.649 |
2.704 |
|
| S4 |
2.581 |
2.604 |
2.691 |
|
|
| 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 |
2.931 |
2.680 |
0.251 |
9.2% |
0.074 |
2.7% |
14% |
False |
False |
131,231 |
| 10 |
2.934 |
2.680 |
0.254 |
9.4% |
0.073 |
2.7% |
14% |
False |
False |
147,554 |
| 20 |
2.957 |
2.680 |
0.277 |
10.2% |
0.079 |
2.9% |
13% |
False |
False |
136,200 |
| 40 |
2.957 |
2.656 |
0.301 |
11.1% |
0.081 |
3.0% |
20% |
False |
False |
95,523 |
| 60 |
2.988 |
2.600 |
0.388 |
14.3% |
0.087 |
3.2% |
30% |
False |
False |
77,014 |
| 80 |
3.163 |
2.590 |
0.573 |
21.1% |
0.090 |
3.3% |
22% |
False |
False |
63,877 |
| 100 |
3.163 |
2.589 |
0.574 |
21.1% |
0.085 |
3.1% |
22% |
False |
False |
53,604 |
| 120 |
3.163 |
2.589 |
0.574 |
21.1% |
0.085 |
3.1% |
22% |
False |
False |
46,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.930 |
|
2.618 |
2.857 |
|
1.618 |
2.812 |
|
1.000 |
2.784 |
|
0.618 |
2.767 |
|
HIGH |
2.739 |
|
0.618 |
2.722 |
|
0.500 |
2.717 |
|
0.382 |
2.711 |
|
LOW |
2.694 |
|
0.618 |
2.666 |
|
1.000 |
2.649 |
|
1.618 |
2.621 |
|
2.618 |
2.576 |
|
4.250 |
2.503 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.717 |
2.734 |
| PP |
2.716 |
2.728 |
| S1 |
2.716 |
2.722 |
|