NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.938 |
2.900 |
-0.038 |
-1.3% |
2.888 |
| High |
2.981 |
2.953 |
-0.028 |
-0.9% |
3.019 |
| Low |
2.898 |
2.850 |
-0.048 |
-1.7% |
2.860 |
| Close |
2.914 |
2.930 |
0.016 |
0.5% |
2.868 |
| Range |
0.083 |
0.103 |
0.020 |
24.1% |
0.159 |
| ATR |
0.076 |
0.078 |
0.002 |
2.5% |
0.000 |
| Volume |
40,746 |
49,245 |
8,499 |
20.9% |
106,949 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.220 |
3.178 |
2.987 |
|
| R3 |
3.117 |
3.075 |
2.958 |
|
| R2 |
3.014 |
3.014 |
2.949 |
|
| R1 |
2.972 |
2.972 |
2.939 |
2.993 |
| PP |
2.911 |
2.911 |
2.911 |
2.922 |
| S1 |
2.869 |
2.869 |
2.921 |
2.890 |
| S2 |
2.808 |
2.808 |
2.911 |
|
| S3 |
2.705 |
2.766 |
2.902 |
|
| S4 |
2.602 |
2.663 |
2.873 |
|
|
| 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 |
2.981 |
2.850 |
0.131 |
4.5% |
0.077 |
2.6% |
61% |
False |
True |
34,933 |
| 10 |
3.019 |
2.850 |
0.169 |
5.8% |
0.072 |
2.5% |
47% |
False |
True |
27,971 |
| 20 |
3.079 |
2.850 |
0.229 |
7.8% |
0.075 |
2.6% |
35% |
False |
True |
25,740 |
| 40 |
3.118 |
2.820 |
0.298 |
10.2% |
0.075 |
2.6% |
37% |
False |
False |
22,289 |
| 60 |
3.254 |
2.770 |
0.484 |
16.5% |
0.079 |
2.7% |
33% |
False |
False |
19,777 |
| 80 |
3.254 |
2.750 |
0.504 |
17.2% |
0.077 |
2.6% |
36% |
False |
False |
16,904 |
| 100 |
3.254 |
2.750 |
0.504 |
17.2% |
0.075 |
2.6% |
36% |
False |
False |
14,667 |
| 120 |
3.254 |
2.750 |
0.504 |
17.2% |
0.076 |
2.6% |
36% |
False |
False |
13,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.391 |
|
2.618 |
3.223 |
|
1.618 |
3.120 |
|
1.000 |
3.056 |
|
0.618 |
3.017 |
|
HIGH |
2.953 |
|
0.618 |
2.914 |
|
0.500 |
2.902 |
|
0.382 |
2.889 |
|
LOW |
2.850 |
|
0.618 |
2.786 |
|
1.000 |
2.747 |
|
1.618 |
2.683 |
|
2.618 |
2.580 |
|
4.250 |
2.412 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.921 |
2.925 |
| PP |
2.911 |
2.920 |
| S1 |
2.902 |
2.916 |
|