NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.833 |
2.858 |
0.025 |
0.9% |
2.760 |
| High |
2.845 |
2.876 |
0.031 |
1.1% |
2.887 |
| Low |
2.785 |
2.843 |
0.058 |
2.1% |
2.740 |
| Close |
2.822 |
2.868 |
0.046 |
1.6% |
2.822 |
| Range |
0.060 |
0.033 |
-0.027 |
-45.0% |
0.147 |
| ATR |
0.083 |
0.081 |
-0.002 |
-2.5% |
0.000 |
| Volume |
72,817 |
71,077 |
-1,740 |
-2.4% |
296,737 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.961 |
2.948 |
2.886 |
|
| R3 |
2.928 |
2.915 |
2.877 |
|
| R2 |
2.895 |
2.895 |
2.874 |
|
| R1 |
2.882 |
2.882 |
2.871 |
2.889 |
| PP |
2.862 |
2.862 |
2.862 |
2.866 |
| S1 |
2.849 |
2.849 |
2.865 |
2.856 |
| S2 |
2.829 |
2.829 |
2.862 |
|
| S3 |
2.796 |
2.816 |
2.859 |
|
| S4 |
2.763 |
2.783 |
2.850 |
|
|
| 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 |
2.753 |
0.134 |
4.7% |
0.069 |
2.4% |
86% |
False |
False |
64,911 |
| 10 |
2.916 |
2.740 |
0.176 |
6.1% |
0.074 |
2.6% |
73% |
False |
False |
50,109 |
| 20 |
2.983 |
2.740 |
0.243 |
8.5% |
0.077 |
2.7% |
53% |
False |
False |
40,683 |
| 40 |
3.013 |
2.693 |
0.320 |
11.2% |
0.082 |
2.8% |
55% |
False |
False |
35,228 |
| 60 |
3.180 |
2.640 |
0.540 |
18.8% |
0.086 |
3.0% |
42% |
False |
False |
35,341 |
| 80 |
3.180 |
2.638 |
0.542 |
18.9% |
0.085 |
3.0% |
42% |
False |
False |
32,508 |
| 100 |
3.180 |
2.638 |
0.542 |
18.9% |
0.084 |
2.9% |
42% |
False |
False |
29,669 |
| 120 |
3.180 |
2.638 |
0.542 |
18.9% |
0.085 |
3.0% |
42% |
False |
False |
28,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.016 |
|
2.618 |
2.962 |
|
1.618 |
2.929 |
|
1.000 |
2.909 |
|
0.618 |
2.896 |
|
HIGH |
2.876 |
|
0.618 |
2.863 |
|
0.500 |
2.860 |
|
0.382 |
2.856 |
|
LOW |
2.843 |
|
0.618 |
2.823 |
|
1.000 |
2.810 |
|
1.618 |
2.790 |
|
2.618 |
2.757 |
|
4.250 |
2.703 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.865 |
2.850 |
| PP |
2.862 |
2.832 |
| S1 |
2.860 |
2.815 |
|