NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.715 |
2.709 |
-0.006 |
-0.2% |
2.835 |
| High |
2.739 |
2.788 |
0.049 |
1.8% |
2.934 |
| Low |
2.694 |
2.694 |
0.000 |
0.0% |
2.781 |
| Close |
2.716 |
2.755 |
0.039 |
1.4% |
2.801 |
| Range |
0.045 |
0.094 |
0.049 |
108.9% |
0.153 |
| ATR |
0.080 |
0.081 |
0.001 |
1.2% |
0.000 |
| Volume |
85,957 |
142,290 |
56,333 |
65.5% |
817,548 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.028 |
2.985 |
2.807 |
|
| R3 |
2.934 |
2.891 |
2.781 |
|
| R2 |
2.840 |
2.840 |
2.772 |
|
| R1 |
2.797 |
2.797 |
2.764 |
2.819 |
| PP |
2.746 |
2.746 |
2.746 |
2.756 |
| S1 |
2.703 |
2.703 |
2.746 |
2.725 |
| S2 |
2.652 |
2.652 |
2.738 |
|
| S3 |
2.558 |
2.609 |
2.729 |
|
| S4 |
2.464 |
2.515 |
2.703 |
|
|
| 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 |
2.836 |
2.680 |
0.156 |
5.7% |
0.064 |
2.3% |
48% |
False |
False |
110,426 |
| 10 |
2.934 |
2.680 |
0.254 |
9.2% |
0.071 |
2.6% |
30% |
False |
False |
142,695 |
| 20 |
2.934 |
2.680 |
0.254 |
9.2% |
0.076 |
2.8% |
30% |
False |
False |
135,946 |
| 40 |
2.957 |
2.656 |
0.301 |
10.9% |
0.082 |
3.0% |
33% |
False |
False |
98,342 |
| 60 |
2.988 |
2.600 |
0.388 |
14.1% |
0.087 |
3.2% |
40% |
False |
False |
79,050 |
| 80 |
3.163 |
2.600 |
0.563 |
20.4% |
0.091 |
3.3% |
28% |
False |
False |
65,453 |
| 100 |
3.163 |
2.589 |
0.574 |
20.8% |
0.086 |
3.1% |
29% |
False |
False |
54,923 |
| 120 |
3.163 |
2.589 |
0.574 |
20.8% |
0.085 |
3.1% |
29% |
False |
False |
47,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.188 |
|
2.618 |
3.034 |
|
1.618 |
2.940 |
|
1.000 |
2.882 |
|
0.618 |
2.846 |
|
HIGH |
2.788 |
|
0.618 |
2.752 |
|
0.500 |
2.741 |
|
0.382 |
2.730 |
|
LOW |
2.694 |
|
0.618 |
2.636 |
|
1.000 |
2.600 |
|
1.618 |
2.542 |
|
2.618 |
2.448 |
|
4.250 |
2.295 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.750 |
2.748 |
| PP |
2.746 |
2.741 |
| S1 |
2.741 |
2.734 |
|