NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.786 |
2.839 |
0.053 |
1.9% |
2.780 |
| High |
2.846 |
2.887 |
0.041 |
1.4% |
2.916 |
| Low |
2.786 |
2.802 |
0.016 |
0.6% |
2.740 |
| Close |
2.841 |
2.821 |
-0.020 |
-0.7% |
2.749 |
| Range |
0.060 |
0.085 |
0.025 |
41.7% |
0.176 |
| ATR |
0.083 |
0.083 |
0.000 |
0.2% |
0.000 |
| Volume |
39,178 |
74,995 |
35,817 |
91.4% |
158,287 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.092 |
3.041 |
2.868 |
|
| R3 |
3.007 |
2.956 |
2.844 |
|
| R2 |
2.922 |
2.922 |
2.837 |
|
| R1 |
2.871 |
2.871 |
2.829 |
2.854 |
| PP |
2.837 |
2.837 |
2.837 |
2.828 |
| S1 |
2.786 |
2.786 |
2.813 |
2.769 |
| S2 |
2.752 |
2.752 |
2.805 |
|
| S3 |
2.667 |
2.701 |
2.798 |
|
| S4 |
2.582 |
2.616 |
2.774 |
|
|
| 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% |
0.084 |
3.0% |
46% |
False |
False |
46,898 |
| 10 |
2.983 |
2.740 |
0.243 |
8.6% |
0.081 |
2.9% |
33% |
False |
False |
38,349 |
| 20 |
2.983 |
2.693 |
0.290 |
10.3% |
0.080 |
2.8% |
44% |
False |
False |
35,133 |
| 40 |
3.013 |
2.693 |
0.320 |
11.3% |
0.083 |
2.9% |
40% |
False |
False |
33,439 |
| 60 |
3.180 |
2.640 |
0.540 |
19.1% |
0.088 |
3.1% |
34% |
False |
False |
33,397 |
| 80 |
3.180 |
2.638 |
0.542 |
19.2% |
0.086 |
3.1% |
34% |
False |
False |
30,458 |
| 100 |
3.180 |
2.638 |
0.542 |
19.2% |
0.084 |
3.0% |
34% |
False |
False |
28,146 |
| 120 |
3.180 |
2.638 |
0.542 |
19.2% |
0.086 |
3.1% |
34% |
False |
False |
27,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.248 |
|
2.618 |
3.110 |
|
1.618 |
3.025 |
|
1.000 |
2.972 |
|
0.618 |
2.940 |
|
HIGH |
2.887 |
|
0.618 |
2.855 |
|
0.500 |
2.845 |
|
0.382 |
2.834 |
|
LOW |
2.802 |
|
0.618 |
2.749 |
|
1.000 |
2.717 |
|
1.618 |
2.664 |
|
2.618 |
2.579 |
|
4.250 |
2.441 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.845 |
2.819 |
| PP |
2.837 |
2.816 |
| S1 |
2.829 |
2.814 |
|