NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.810 |
2.771 |
-0.039 |
-1.4% |
2.858 |
| High |
2.824 |
2.776 |
-0.048 |
-1.7% |
2.959 |
| Low |
2.757 |
2.721 |
-0.036 |
-1.3% |
2.817 |
| Close |
2.767 |
2.740 |
-0.027 |
-1.0% |
2.837 |
| Range |
0.067 |
0.055 |
-0.012 |
-17.9% |
0.142 |
| ATR |
0.082 |
0.080 |
-0.002 |
-2.3% |
0.000 |
| Volume |
91,323 |
72,115 |
-19,208 |
-21.0% |
452,693 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.911 |
2.880 |
2.770 |
|
| R3 |
2.856 |
2.825 |
2.755 |
|
| R2 |
2.801 |
2.801 |
2.750 |
|
| R1 |
2.770 |
2.770 |
2.745 |
2.758 |
| PP |
2.746 |
2.746 |
2.746 |
2.740 |
| S1 |
2.715 |
2.715 |
2.735 |
2.703 |
| S2 |
2.691 |
2.691 |
2.730 |
|
| S3 |
2.636 |
2.660 |
2.725 |
|
| S4 |
2.581 |
2.605 |
2.710 |
|
|
| 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 |
2.721 |
0.238 |
8.7% |
0.078 |
2.9% |
8% |
False |
True |
94,136 |
| 10 |
2.959 |
2.721 |
0.238 |
8.7% |
0.074 |
2.7% |
8% |
False |
True |
83,043 |
| 20 |
2.983 |
2.721 |
0.262 |
9.6% |
0.076 |
2.8% |
7% |
False |
True |
58,065 |
| 40 |
2.983 |
2.693 |
0.290 |
10.6% |
0.079 |
2.9% |
16% |
False |
False |
43,875 |
| 60 |
3.013 |
2.640 |
0.373 |
13.6% |
0.084 |
3.1% |
27% |
False |
False |
40,370 |
| 80 |
3.180 |
2.638 |
0.542 |
19.8% |
0.087 |
3.2% |
19% |
False |
False |
37,740 |
| 100 |
3.180 |
2.638 |
0.542 |
19.8% |
0.083 |
3.0% |
19% |
False |
False |
33,651 |
| 120 |
3.180 |
2.638 |
0.542 |
19.8% |
0.083 |
3.0% |
19% |
False |
False |
31,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.010 |
|
2.618 |
2.920 |
|
1.618 |
2.865 |
|
1.000 |
2.831 |
|
0.618 |
2.810 |
|
HIGH |
2.776 |
|
0.618 |
2.755 |
|
0.500 |
2.749 |
|
0.382 |
2.742 |
|
LOW |
2.721 |
|
0.618 |
2.687 |
|
1.000 |
2.666 |
|
1.618 |
2.632 |
|
2.618 |
2.577 |
|
4.250 |
2.487 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.749 |
2.796 |
| PP |
2.746 |
2.777 |
| S1 |
2.743 |
2.759 |
|