NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.956 |
2.963 |
0.007 |
0.2% |
2.879 |
| High |
2.977 |
2.988 |
0.011 |
0.4% |
2.981 |
| Low |
2.947 |
2.930 |
-0.017 |
-0.6% |
2.850 |
| Close |
2.972 |
2.973 |
0.001 |
0.0% |
2.925 |
| Range |
0.030 |
0.058 |
0.028 |
93.3% |
0.131 |
| ATR |
0.075 |
0.074 |
-0.001 |
-1.6% |
0.000 |
| Volume |
56,359 |
61,182 |
4,823 |
8.6% |
189,900 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.138 |
3.113 |
3.005 |
|
| R3 |
3.080 |
3.055 |
2.989 |
|
| R2 |
3.022 |
3.022 |
2.984 |
|
| R1 |
2.997 |
2.997 |
2.978 |
3.010 |
| PP |
2.964 |
2.964 |
2.964 |
2.970 |
| S1 |
2.939 |
2.939 |
2.968 |
2.952 |
| S2 |
2.906 |
2.906 |
2.962 |
|
| S3 |
2.848 |
2.881 |
2.957 |
|
| S4 |
2.790 |
2.823 |
2.941 |
|
|
| 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 |
2.988 |
2.850 |
0.138 |
4.6% |
0.066 |
2.2% |
89% |
True |
False |
50,052 |
| 10 |
3.019 |
2.850 |
0.169 |
5.7% |
0.069 |
2.3% |
73% |
False |
False |
37,621 |
| 20 |
3.079 |
2.850 |
0.229 |
7.7% |
0.070 |
2.4% |
54% |
False |
False |
29,794 |
| 40 |
3.118 |
2.820 |
0.298 |
10.0% |
0.072 |
2.4% |
51% |
False |
False |
24,846 |
| 60 |
3.254 |
2.770 |
0.484 |
16.3% |
0.077 |
2.6% |
42% |
False |
False |
21,583 |
| 80 |
3.254 |
2.764 |
0.490 |
16.5% |
0.076 |
2.5% |
43% |
False |
False |
18,593 |
| 100 |
3.254 |
2.750 |
0.504 |
17.0% |
0.074 |
2.5% |
44% |
False |
False |
16,031 |
| 120 |
3.254 |
2.750 |
0.504 |
17.0% |
0.074 |
2.5% |
44% |
False |
False |
14,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.235 |
|
2.618 |
3.140 |
|
1.618 |
3.082 |
|
1.000 |
3.046 |
|
0.618 |
3.024 |
|
HIGH |
2.988 |
|
0.618 |
2.966 |
|
0.500 |
2.959 |
|
0.382 |
2.952 |
|
LOW |
2.930 |
|
0.618 |
2.894 |
|
1.000 |
2.872 |
|
1.618 |
2.836 |
|
2.618 |
2.778 |
|
4.250 |
2.684 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.968 |
2.962 |
| PP |
2.964 |
2.951 |
| S1 |
2.959 |
2.940 |
|