NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.886 |
2.944 |
0.058 |
2.0% |
2.760 |
| High |
2.959 |
2.956 |
-0.003 |
-0.1% |
2.887 |
| Low |
2.880 |
2.817 |
-0.063 |
-2.2% |
2.740 |
| Close |
2.956 |
2.820 |
-0.136 |
-4.6% |
2.822 |
| Range |
0.079 |
0.139 |
0.060 |
75.9% |
0.147 |
| ATR |
0.080 |
0.084 |
0.004 |
5.2% |
0.000 |
| Volume |
113,826 |
131,812 |
17,986 |
15.8% |
296,737 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.281 |
3.190 |
2.896 |
|
| R3 |
3.142 |
3.051 |
2.858 |
|
| R2 |
3.003 |
3.003 |
2.845 |
|
| R1 |
2.912 |
2.912 |
2.833 |
2.888 |
| PP |
2.864 |
2.864 |
2.864 |
2.853 |
| S1 |
2.773 |
2.773 |
2.807 |
2.749 |
| S2 |
2.725 |
2.725 |
2.795 |
|
| S3 |
2.586 |
2.634 |
2.782 |
|
| S4 |
2.447 |
2.495 |
2.744 |
|
|
| 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 |
2.785 |
0.174 |
6.2% |
0.075 |
2.7% |
20% |
False |
False |
92,781 |
| 10 |
2.959 |
2.740 |
0.219 |
7.8% |
0.078 |
2.8% |
37% |
False |
False |
72,576 |
| 20 |
2.983 |
2.740 |
0.243 |
8.6% |
0.078 |
2.8% |
33% |
False |
False |
51,541 |
| 40 |
2.983 |
2.693 |
0.290 |
10.3% |
0.081 |
2.9% |
44% |
False |
False |
40,969 |
| 60 |
3.121 |
2.640 |
0.481 |
17.1% |
0.086 |
3.1% |
37% |
False |
False |
38,634 |
| 80 |
3.180 |
2.638 |
0.542 |
19.2% |
0.087 |
3.1% |
34% |
False |
False |
35,540 |
| 100 |
3.180 |
2.638 |
0.542 |
19.2% |
0.083 |
3.0% |
34% |
False |
False |
31,999 |
| 120 |
3.180 |
2.638 |
0.542 |
19.2% |
0.084 |
3.0% |
34% |
False |
False |
30,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.547 |
|
2.618 |
3.320 |
|
1.618 |
3.181 |
|
1.000 |
3.095 |
|
0.618 |
3.042 |
|
HIGH |
2.956 |
|
0.618 |
2.903 |
|
0.500 |
2.887 |
|
0.382 |
2.870 |
|
LOW |
2.817 |
|
0.618 |
2.731 |
|
1.000 |
2.678 |
|
1.618 |
2.592 |
|
2.618 |
2.453 |
|
4.250 |
2.226 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.887 |
2.888 |
| PP |
2.864 |
2.865 |
| S1 |
2.842 |
2.843 |
|