NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.805 |
2.833 |
0.028 |
1.0% |
2.760 |
| High |
2.861 |
2.845 |
-0.016 |
-0.6% |
2.887 |
| Low |
2.753 |
2.785 |
0.032 |
1.2% |
2.740 |
| Close |
2.835 |
2.822 |
-0.013 |
-0.5% |
2.822 |
| Range |
0.108 |
0.060 |
-0.048 |
-44.4% |
0.147 |
| ATR |
0.085 |
0.083 |
-0.002 |
-2.1% |
0.000 |
| Volume |
66,491 |
72,817 |
6,326 |
9.5% |
296,737 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.997 |
2.970 |
2.855 |
|
| R3 |
2.937 |
2.910 |
2.839 |
|
| R2 |
2.877 |
2.877 |
2.833 |
|
| R1 |
2.850 |
2.850 |
2.828 |
2.834 |
| PP |
2.817 |
2.817 |
2.817 |
2.809 |
| S1 |
2.790 |
2.790 |
2.817 |
2.774 |
| S2 |
2.757 |
2.757 |
2.811 |
|
| S3 |
2.697 |
2.730 |
2.806 |
|
| S4 |
2.637 |
2.670 |
2.789 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.257 |
3.187 |
2.903 |
|
| R3 |
3.110 |
3.040 |
2.862 |
|
| R2 |
2.963 |
2.963 |
2.849 |
|
| R1 |
2.893 |
2.893 |
2.835 |
2.928 |
| PP |
2.816 |
2.816 |
2.816 |
2.834 |
| S1 |
2.746 |
2.746 |
2.809 |
2.781 |
| S2 |
2.669 |
2.669 |
2.795 |
|
| S3 |
2.522 |
2.599 |
2.782 |
|
| S4 |
2.375 |
2.452 |
2.741 |
|
|
| 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% |
0.078 |
2.8% |
56% |
False |
False |
59,347 |
| 10 |
2.916 |
2.740 |
0.176 |
6.2% |
0.078 |
2.8% |
47% |
False |
False |
45,502 |
| 20 |
2.983 |
2.740 |
0.243 |
8.6% |
0.080 |
2.8% |
34% |
False |
False |
38,681 |
| 40 |
3.013 |
2.693 |
0.320 |
11.3% |
0.082 |
2.9% |
40% |
False |
False |
34,516 |
| 60 |
3.180 |
2.640 |
0.540 |
19.1% |
0.087 |
3.1% |
34% |
False |
False |
34,708 |
| 80 |
3.180 |
2.638 |
0.542 |
19.2% |
0.087 |
3.1% |
34% |
False |
False |
31,863 |
| 100 |
3.180 |
2.638 |
0.542 |
19.2% |
0.084 |
3.0% |
34% |
False |
False |
29,262 |
| 120 |
3.180 |
2.638 |
0.542 |
19.2% |
0.085 |
3.0% |
34% |
False |
False |
28,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.100 |
|
2.618 |
3.002 |
|
1.618 |
2.942 |
|
1.000 |
2.905 |
|
0.618 |
2.882 |
|
HIGH |
2.845 |
|
0.618 |
2.822 |
|
0.500 |
2.815 |
|
0.382 |
2.808 |
|
LOW |
2.785 |
|
0.618 |
2.748 |
|
1.000 |
2.725 |
|
1.618 |
2.688 |
|
2.618 |
2.628 |
|
4.250 |
2.530 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.820 |
2.821 |
| PP |
2.817 |
2.821 |
| S1 |
2.815 |
2.820 |
|