NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.839 |
2.805 |
-0.034 |
-1.2% |
2.780 |
| High |
2.887 |
2.861 |
-0.026 |
-0.9% |
2.916 |
| Low |
2.802 |
2.753 |
-0.049 |
-1.7% |
2.740 |
| Close |
2.821 |
2.835 |
0.014 |
0.5% |
2.749 |
| Range |
0.085 |
0.108 |
0.023 |
27.1% |
0.176 |
| ATR |
0.083 |
0.085 |
0.002 |
2.2% |
0.000 |
| Volume |
74,995 |
66,491 |
-8,504 |
-11.3% |
158,287 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.140 |
3.096 |
2.894 |
|
| R3 |
3.032 |
2.988 |
2.865 |
|
| R2 |
2.924 |
2.924 |
2.855 |
|
| R1 |
2.880 |
2.880 |
2.845 |
2.902 |
| PP |
2.816 |
2.816 |
2.816 |
2.828 |
| S1 |
2.772 |
2.772 |
2.825 |
2.794 |
| S2 |
2.708 |
2.708 |
2.815 |
|
| S3 |
2.600 |
2.664 |
2.805 |
|
| S4 |
2.492 |
2.556 |
2.776 |
|
|
| 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 |
2.887 |
2.740 |
0.147 |
5.2% |
0.081 |
2.9% |
65% |
False |
False |
52,371 |
| 10 |
2.916 |
2.740 |
0.176 |
6.2% |
0.077 |
2.7% |
54% |
False |
False |
42,016 |
| 20 |
2.983 |
2.740 |
0.243 |
8.6% |
0.081 |
2.8% |
39% |
False |
False |
36,819 |
| 40 |
3.013 |
2.693 |
0.320 |
11.3% |
0.083 |
2.9% |
44% |
False |
False |
33,852 |
| 60 |
3.180 |
2.640 |
0.540 |
19.0% |
0.088 |
3.1% |
36% |
False |
False |
34,126 |
| 80 |
3.180 |
2.638 |
0.542 |
19.1% |
0.087 |
3.1% |
36% |
False |
False |
31,115 |
| 100 |
3.180 |
2.638 |
0.542 |
19.1% |
0.085 |
3.0% |
36% |
False |
False |
28,649 |
| 120 |
3.180 |
2.638 |
0.542 |
19.1% |
0.086 |
3.0% |
36% |
False |
False |
27,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.320 |
|
2.618 |
3.144 |
|
1.618 |
3.036 |
|
1.000 |
2.969 |
|
0.618 |
2.928 |
|
HIGH |
2.861 |
|
0.618 |
2.820 |
|
0.500 |
2.807 |
|
0.382 |
2.794 |
|
LOW |
2.753 |
|
0.618 |
2.686 |
|
1.000 |
2.645 |
|
1.618 |
2.578 |
|
2.618 |
2.470 |
|
4.250 |
2.294 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.826 |
2.830 |
| PP |
2.816 |
2.825 |
| S1 |
2.807 |
2.820 |
|