NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.897 |
2.938 |
0.041 |
1.4% |
2.888 |
| High |
2.951 |
2.981 |
0.030 |
1.0% |
3.019 |
| Low |
2.897 |
2.898 |
0.001 |
0.0% |
2.860 |
| Close |
2.941 |
2.914 |
-0.027 |
-0.9% |
2.868 |
| Range |
0.054 |
0.083 |
0.029 |
53.7% |
0.159 |
| ATR |
0.076 |
0.076 |
0.001 |
0.7% |
0.000 |
| Volume |
34,084 |
40,746 |
6,662 |
19.5% |
106,949 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.180 |
3.130 |
2.960 |
|
| R3 |
3.097 |
3.047 |
2.937 |
|
| R2 |
3.014 |
3.014 |
2.929 |
|
| R1 |
2.964 |
2.964 |
2.922 |
2.948 |
| PP |
2.931 |
2.931 |
2.931 |
2.923 |
| S1 |
2.881 |
2.881 |
2.906 |
2.865 |
| S2 |
2.848 |
2.848 |
2.899 |
|
| S3 |
2.765 |
2.798 |
2.891 |
|
| S4 |
2.682 |
2.715 |
2.868 |
|
|
| 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 |
5.6% |
0.079 |
2.7% |
36% |
False |
False |
29,863 |
| 10 |
3.079 |
2.856 |
0.223 |
7.7% |
0.075 |
2.6% |
26% |
False |
False |
25,291 |
| 20 |
3.079 |
2.820 |
0.259 |
8.9% |
0.074 |
2.5% |
36% |
False |
False |
24,421 |
| 40 |
3.118 |
2.820 |
0.298 |
10.2% |
0.074 |
2.6% |
32% |
False |
False |
21,791 |
| 60 |
3.254 |
2.770 |
0.484 |
16.6% |
0.079 |
2.7% |
30% |
False |
False |
19,172 |
| 80 |
3.254 |
2.750 |
0.504 |
17.3% |
0.076 |
2.6% |
33% |
False |
False |
16,344 |
| 100 |
3.254 |
2.750 |
0.504 |
17.3% |
0.075 |
2.6% |
33% |
False |
False |
14,220 |
| 120 |
3.254 |
2.750 |
0.504 |
17.3% |
0.076 |
2.6% |
33% |
False |
False |
12,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.334 |
|
2.618 |
3.198 |
|
1.618 |
3.115 |
|
1.000 |
3.064 |
|
0.618 |
3.032 |
|
HIGH |
2.981 |
|
0.618 |
2.949 |
|
0.500 |
2.940 |
|
0.382 |
2.930 |
|
LOW |
2.898 |
|
0.618 |
2.847 |
|
1.000 |
2.815 |
|
1.618 |
2.764 |
|
2.618 |
2.681 |
|
4.250 |
2.545 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.940 |
2.919 |
| PP |
2.931 |
2.917 |
| S1 |
2.923 |
2.916 |
|