NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.934 |
2.956 |
0.022 |
0.7% |
2.879 |
| High |
2.946 |
2.977 |
0.031 |
1.1% |
2.981 |
| Low |
2.892 |
2.947 |
0.055 |
1.9% |
2.850 |
| Close |
2.925 |
2.972 |
0.047 |
1.6% |
2.925 |
| Range |
0.054 |
0.030 |
-0.024 |
-44.4% |
0.131 |
| ATR |
0.077 |
0.075 |
-0.002 |
-2.3% |
0.000 |
| Volume |
42,728 |
56,359 |
13,631 |
31.9% |
189,900 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.055 |
3.044 |
2.989 |
|
| R3 |
3.025 |
3.014 |
2.980 |
|
| R2 |
2.995 |
2.995 |
2.978 |
|
| R1 |
2.984 |
2.984 |
2.975 |
2.990 |
| PP |
2.965 |
2.965 |
2.965 |
2.968 |
| S1 |
2.954 |
2.954 |
2.969 |
2.960 |
| S2 |
2.935 |
2.935 |
2.967 |
|
| S3 |
2.905 |
2.924 |
2.964 |
|
| S4 |
2.875 |
2.894 |
2.956 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.312 |
3.249 |
2.997 |
|
| R3 |
3.181 |
3.118 |
2.961 |
|
| R2 |
3.050 |
3.050 |
2.949 |
|
| R1 |
2.987 |
2.987 |
2.937 |
3.019 |
| PP |
2.919 |
2.919 |
2.919 |
2.934 |
| S1 |
2.856 |
2.856 |
2.913 |
2.888 |
| S2 |
2.788 |
2.788 |
2.901 |
|
| S3 |
2.657 |
2.725 |
2.889 |
|
| S4 |
2.526 |
2.594 |
2.853 |
|
|
| 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 |
4.4% |
0.065 |
2.2% |
93% |
False |
False |
44,632 |
| 10 |
3.019 |
2.850 |
0.169 |
5.7% |
0.069 |
2.3% |
72% |
False |
False |
33,376 |
| 20 |
3.079 |
2.850 |
0.229 |
7.7% |
0.072 |
2.4% |
53% |
False |
False |
28,114 |
| 40 |
3.118 |
2.820 |
0.298 |
10.0% |
0.073 |
2.5% |
51% |
False |
False |
23,570 |
| 60 |
3.254 |
2.770 |
0.484 |
16.3% |
0.077 |
2.6% |
42% |
False |
False |
20,860 |
| 80 |
3.254 |
2.764 |
0.490 |
16.5% |
0.075 |
2.5% |
42% |
False |
False |
17,960 |
| 100 |
3.254 |
2.750 |
0.504 |
17.0% |
0.074 |
2.5% |
44% |
False |
False |
15,516 |
| 120 |
3.254 |
2.750 |
0.504 |
17.0% |
0.075 |
2.5% |
44% |
False |
False |
13,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.105 |
|
2.618 |
3.056 |
|
1.618 |
3.026 |
|
1.000 |
3.007 |
|
0.618 |
2.996 |
|
HIGH |
2.977 |
|
0.618 |
2.966 |
|
0.500 |
2.962 |
|
0.382 |
2.958 |
|
LOW |
2.947 |
|
0.618 |
2.928 |
|
1.000 |
2.917 |
|
1.618 |
2.898 |
|
2.618 |
2.868 |
|
4.250 |
2.820 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.969 |
2.953 |
| PP |
2.965 |
2.933 |
| S1 |
2.962 |
2.914 |
|