NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.842 |
2.810 |
-0.032 |
-1.1% |
2.858 |
| High |
2.870 |
2.824 |
-0.046 |
-1.6% |
2.959 |
| Low |
2.819 |
2.757 |
-0.062 |
-2.2% |
2.817 |
| Close |
2.837 |
2.767 |
-0.070 |
-2.5% |
2.837 |
| Range |
0.051 |
0.067 |
0.016 |
31.4% |
0.142 |
| ATR |
0.082 |
0.082 |
0.000 |
-0.2% |
0.000 |
| Volume |
61,605 |
91,323 |
29,718 |
48.2% |
452,693 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.984 |
2.942 |
2.804 |
|
| R3 |
2.917 |
2.875 |
2.785 |
|
| R2 |
2.850 |
2.850 |
2.779 |
|
| R1 |
2.808 |
2.808 |
2.773 |
2.796 |
| PP |
2.783 |
2.783 |
2.783 |
2.776 |
| S1 |
2.741 |
2.741 |
2.761 |
2.729 |
| S2 |
2.716 |
2.716 |
2.755 |
|
| S3 |
2.649 |
2.674 |
2.749 |
|
| S4 |
2.582 |
2.607 |
2.730 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.297 |
3.209 |
2.915 |
|
| R3 |
3.155 |
3.067 |
2.876 |
|
| R2 |
3.013 |
3.013 |
2.863 |
|
| R1 |
2.925 |
2.925 |
2.850 |
2.898 |
| PP |
2.871 |
2.871 |
2.871 |
2.858 |
| S1 |
2.783 |
2.783 |
2.824 |
2.756 |
| S2 |
2.729 |
2.729 |
2.811 |
|
| S3 |
2.587 |
2.641 |
2.798 |
|
| S4 |
2.445 |
2.499 |
2.759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.959 |
2.757 |
0.202 |
7.3% |
0.080 |
2.9% |
5% |
False |
True |
94,587 |
| 10 |
2.959 |
2.753 |
0.206 |
7.4% |
0.075 |
2.7% |
7% |
False |
False |
79,749 |
| 20 |
2.983 |
2.740 |
0.243 |
8.8% |
0.077 |
2.8% |
11% |
False |
False |
55,977 |
| 40 |
2.983 |
2.693 |
0.290 |
10.5% |
0.079 |
2.9% |
26% |
False |
False |
42,825 |
| 60 |
3.057 |
2.640 |
0.417 |
15.1% |
0.085 |
3.1% |
30% |
False |
False |
39,930 |
| 80 |
3.180 |
2.638 |
0.542 |
19.6% |
0.086 |
3.1% |
24% |
False |
False |
37,120 |
| 100 |
3.180 |
2.638 |
0.542 |
19.6% |
0.083 |
3.0% |
24% |
False |
False |
33,122 |
| 120 |
3.180 |
2.638 |
0.542 |
19.6% |
0.084 |
3.0% |
24% |
False |
False |
31,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.109 |
|
2.618 |
2.999 |
|
1.618 |
2.932 |
|
1.000 |
2.891 |
|
0.618 |
2.865 |
|
HIGH |
2.824 |
|
0.618 |
2.798 |
|
0.500 |
2.791 |
|
0.382 |
2.783 |
|
LOW |
2.757 |
|
0.618 |
2.716 |
|
1.000 |
2.690 |
|
1.618 |
2.649 |
|
2.618 |
2.582 |
|
4.250 |
2.472 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.791 |
2.857 |
| PP |
2.783 |
2.827 |
| S1 |
2.775 |
2.797 |
|