NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.879 |
2.897 |
0.018 |
0.6% |
2.888 |
| High |
2.930 |
2.951 |
0.021 |
0.7% |
3.019 |
| Low |
2.856 |
2.897 |
0.041 |
1.4% |
2.860 |
| Close |
2.888 |
2.941 |
0.053 |
1.8% |
2.868 |
| Range |
0.074 |
0.054 |
-0.020 |
-27.0% |
0.159 |
| ATR |
0.077 |
0.076 |
-0.001 |
-1.3% |
0.000 |
| Volume |
23,097 |
34,084 |
10,987 |
47.6% |
106,949 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.092 |
3.070 |
2.971 |
|
| R3 |
3.038 |
3.016 |
2.956 |
|
| R2 |
2.984 |
2.984 |
2.951 |
|
| R1 |
2.962 |
2.962 |
2.946 |
2.973 |
| PP |
2.930 |
2.930 |
2.930 |
2.935 |
| S1 |
2.908 |
2.908 |
2.936 |
2.919 |
| S2 |
2.876 |
2.876 |
2.931 |
|
| S3 |
2.822 |
2.854 |
2.926 |
|
| S4 |
2.768 |
2.800 |
2.911 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.393 |
3.289 |
2.955 |
|
| R3 |
3.234 |
3.130 |
2.912 |
|
| R2 |
3.075 |
3.075 |
2.897 |
|
| R1 |
2.971 |
2.971 |
2.883 |
2.944 |
| PP |
2.916 |
2.916 |
2.916 |
2.902 |
| S1 |
2.812 |
2.812 |
2.853 |
2.785 |
| S2 |
2.757 |
2.757 |
2.839 |
|
| S3 |
2.598 |
2.653 |
2.824 |
|
| S4 |
2.439 |
2.494 |
2.781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.019 |
2.856 |
0.163 |
5.5% |
0.072 |
2.5% |
52% |
False |
False |
25,190 |
| 10 |
3.079 |
2.856 |
0.223 |
7.6% |
0.073 |
2.5% |
38% |
False |
False |
23,195 |
| 20 |
3.079 |
2.820 |
0.259 |
8.8% |
0.073 |
2.5% |
47% |
False |
False |
23,405 |
| 40 |
3.118 |
2.820 |
0.298 |
10.1% |
0.076 |
2.6% |
41% |
False |
False |
21,224 |
| 60 |
3.254 |
2.770 |
0.484 |
16.5% |
0.079 |
2.7% |
35% |
False |
False |
18,860 |
| 80 |
3.254 |
2.750 |
0.504 |
17.1% |
0.076 |
2.6% |
38% |
False |
False |
15,886 |
| 100 |
3.254 |
2.750 |
0.504 |
17.1% |
0.074 |
2.5% |
38% |
False |
False |
13,902 |
| 120 |
3.254 |
2.750 |
0.504 |
17.1% |
0.076 |
2.6% |
38% |
False |
False |
12,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.181 |
|
2.618 |
3.092 |
|
1.618 |
3.038 |
|
1.000 |
3.005 |
|
0.618 |
2.984 |
|
HIGH |
2.951 |
|
0.618 |
2.930 |
|
0.500 |
2.924 |
|
0.382 |
2.918 |
|
LOW |
2.897 |
|
0.618 |
2.864 |
|
1.000 |
2.843 |
|
1.618 |
2.810 |
|
2.618 |
2.756 |
|
4.250 |
2.668 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.935 |
2.929 |
| PP |
2.930 |
2.916 |
| S1 |
2.924 |
2.904 |
|