NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.771 |
2.748 |
-0.023 |
-0.8% |
2.858 |
| High |
2.776 |
2.771 |
-0.005 |
-0.2% |
2.959 |
| Low |
2.721 |
2.726 |
0.005 |
0.2% |
2.817 |
| Close |
2.740 |
2.747 |
0.007 |
0.3% |
2.837 |
| Range |
0.055 |
0.045 |
-0.010 |
-18.2% |
0.142 |
| ATR |
0.080 |
0.077 |
-0.002 |
-3.1% |
0.000 |
| Volume |
72,115 |
53,397 |
-18,718 |
-26.0% |
452,693 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.883 |
2.860 |
2.772 |
|
| R3 |
2.838 |
2.815 |
2.759 |
|
| R2 |
2.793 |
2.793 |
2.755 |
|
| R1 |
2.770 |
2.770 |
2.751 |
2.759 |
| PP |
2.748 |
2.748 |
2.748 |
2.743 |
| S1 |
2.725 |
2.725 |
2.743 |
2.714 |
| S2 |
2.703 |
2.703 |
2.739 |
|
| S3 |
2.658 |
2.680 |
2.735 |
|
| S4 |
2.613 |
2.635 |
2.722 |
|
|
| 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 |
2.956 |
2.721 |
0.235 |
8.6% |
0.071 |
2.6% |
11% |
False |
False |
82,050 |
| 10 |
2.959 |
2.721 |
0.238 |
8.7% |
0.070 |
2.6% |
11% |
False |
False |
80,883 |
| 20 |
2.983 |
2.721 |
0.262 |
9.5% |
0.075 |
2.7% |
10% |
False |
False |
59,616 |
| 40 |
2.983 |
2.693 |
0.290 |
10.6% |
0.078 |
2.8% |
19% |
False |
False |
44,472 |
| 60 |
3.013 |
2.640 |
0.373 |
13.6% |
0.083 |
3.0% |
29% |
False |
False |
40,878 |
| 80 |
3.180 |
2.640 |
0.540 |
19.7% |
0.087 |
3.2% |
20% |
False |
False |
38,260 |
| 100 |
3.180 |
2.638 |
0.542 |
19.7% |
0.083 |
3.0% |
20% |
False |
False |
33,973 |
| 120 |
3.180 |
2.638 |
0.542 |
19.7% |
0.083 |
3.0% |
20% |
False |
False |
31,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.962 |
|
2.618 |
2.889 |
|
1.618 |
2.844 |
|
1.000 |
2.816 |
|
0.618 |
2.799 |
|
HIGH |
2.771 |
|
0.618 |
2.754 |
|
0.500 |
2.749 |
|
0.382 |
2.743 |
|
LOW |
2.726 |
|
0.618 |
2.698 |
|
1.000 |
2.681 |
|
1.618 |
2.653 |
|
2.618 |
2.608 |
|
4.250 |
2.535 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.749 |
2.773 |
| PP |
2.748 |
2.764 |
| S1 |
2.748 |
2.756 |
|