NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.760 |
2.786 |
0.026 |
0.9% |
2.780 |
| High |
2.816 |
2.846 |
0.030 |
1.1% |
2.916 |
| Low |
2.740 |
2.786 |
0.046 |
1.7% |
2.740 |
| Close |
2.777 |
2.841 |
0.064 |
2.3% |
2.749 |
| Range |
0.076 |
0.060 |
-0.016 |
-21.1% |
0.176 |
| ATR |
0.084 |
0.083 |
-0.001 |
-1.3% |
0.000 |
| Volume |
43,256 |
39,178 |
-4,078 |
-9.4% |
158,287 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.004 |
2.983 |
2.874 |
|
| R3 |
2.944 |
2.923 |
2.858 |
|
| R2 |
2.884 |
2.884 |
2.852 |
|
| R1 |
2.863 |
2.863 |
2.847 |
2.874 |
| PP |
2.824 |
2.824 |
2.824 |
2.830 |
| S1 |
2.803 |
2.803 |
2.836 |
2.814 |
| S2 |
2.764 |
2.764 |
2.830 |
|
| S3 |
2.704 |
2.743 |
2.825 |
|
| S4 |
2.644 |
2.683 |
2.808 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.330 |
3.215 |
2.846 |
|
| R3 |
3.154 |
3.039 |
2.797 |
|
| R2 |
2.978 |
2.978 |
2.781 |
|
| R1 |
2.863 |
2.863 |
2.765 |
2.833 |
| PP |
2.802 |
2.802 |
2.802 |
2.786 |
| S1 |
2.687 |
2.687 |
2.733 |
2.657 |
| S2 |
2.626 |
2.626 |
2.717 |
|
| S3 |
2.450 |
2.511 |
2.701 |
|
| S4 |
2.274 |
2.335 |
2.652 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.916 |
2.740 |
0.176 |
6.2% |
0.077 |
2.7% |
57% |
False |
False |
38,628 |
| 10 |
2.983 |
2.740 |
0.243 |
8.6% |
0.079 |
2.8% |
42% |
False |
False |
33,086 |
| 20 |
2.983 |
2.693 |
0.290 |
10.2% |
0.079 |
2.8% |
51% |
False |
False |
32,717 |
| 40 |
3.013 |
2.693 |
0.320 |
11.3% |
0.085 |
3.0% |
46% |
False |
False |
32,377 |
| 60 |
3.180 |
2.640 |
0.540 |
19.0% |
0.089 |
3.1% |
37% |
False |
False |
32,974 |
| 80 |
3.180 |
2.638 |
0.542 |
19.1% |
0.086 |
3.0% |
37% |
False |
False |
29,720 |
| 100 |
3.180 |
2.638 |
0.542 |
19.1% |
0.084 |
3.0% |
37% |
False |
False |
27,665 |
| 120 |
3.180 |
2.638 |
0.542 |
19.1% |
0.087 |
3.1% |
37% |
False |
False |
27,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.101 |
|
2.618 |
3.003 |
|
1.618 |
2.943 |
|
1.000 |
2.906 |
|
0.618 |
2.883 |
|
HIGH |
2.846 |
|
0.618 |
2.823 |
|
0.500 |
2.816 |
|
0.382 |
2.809 |
|
LOW |
2.786 |
|
0.618 |
2.749 |
|
1.000 |
2.726 |
|
1.618 |
2.689 |
|
2.618 |
2.629 |
|
4.250 |
2.531 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.833 |
2.825 |
| PP |
2.824 |
2.809 |
| S1 |
2.816 |
2.793 |
|