NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.861 |
2.886 |
0.025 |
0.9% |
2.760 |
| High |
2.889 |
2.959 |
0.070 |
2.4% |
2.887 |
| Low |
2.824 |
2.880 |
0.056 |
2.0% |
2.740 |
| Close |
2.871 |
2.956 |
0.085 |
3.0% |
2.822 |
| Range |
0.065 |
0.079 |
0.014 |
21.5% |
0.147 |
| ATR |
0.080 |
0.080 |
0.001 |
0.7% |
0.000 |
| Volume |
74,373 |
113,826 |
39,453 |
53.0% |
296,737 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.169 |
3.141 |
2.999 |
|
| R3 |
3.090 |
3.062 |
2.978 |
|
| R2 |
3.011 |
3.011 |
2.970 |
|
| R1 |
2.983 |
2.983 |
2.963 |
2.997 |
| PP |
2.932 |
2.932 |
2.932 |
2.939 |
| S1 |
2.904 |
2.904 |
2.949 |
2.918 |
| S2 |
2.853 |
2.853 |
2.942 |
|
| S3 |
2.774 |
2.825 |
2.934 |
|
| S4 |
2.695 |
2.746 |
2.913 |
|
|
| 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 |
2.959 |
2.753 |
0.206 |
7.0% |
0.069 |
2.3% |
99% |
True |
False |
79,716 |
| 10 |
2.959 |
2.740 |
0.219 |
7.4% |
0.077 |
2.6% |
99% |
True |
False |
63,307 |
| 20 |
2.983 |
2.740 |
0.243 |
8.2% |
0.075 |
2.5% |
89% |
False |
False |
46,546 |
| 40 |
3.013 |
2.693 |
0.320 |
10.8% |
0.080 |
2.7% |
82% |
False |
False |
38,427 |
| 60 |
3.180 |
2.640 |
0.540 |
18.3% |
0.086 |
2.9% |
59% |
False |
False |
36,790 |
| 80 |
3.180 |
2.638 |
0.542 |
18.3% |
0.086 |
2.9% |
59% |
False |
False |
34,156 |
| 100 |
3.180 |
2.638 |
0.542 |
18.3% |
0.083 |
2.8% |
59% |
False |
False |
30,916 |
| 120 |
3.180 |
2.638 |
0.542 |
18.3% |
0.084 |
2.9% |
59% |
False |
False |
29,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.295 |
|
2.618 |
3.166 |
|
1.618 |
3.087 |
|
1.000 |
3.038 |
|
0.618 |
3.008 |
|
HIGH |
2.959 |
|
0.618 |
2.929 |
|
0.500 |
2.920 |
|
0.382 |
2.910 |
|
LOW |
2.880 |
|
0.618 |
2.831 |
|
1.000 |
2.801 |
|
1.618 |
2.752 |
|
2.618 |
2.673 |
|
4.250 |
2.544 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.944 |
2.935 |
| PP |
2.932 |
2.913 |
| S1 |
2.920 |
2.892 |
|