NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.963 |
2.982 |
0.019 |
0.6% |
2.879 |
| High |
2.988 |
3.052 |
0.064 |
2.1% |
2.981 |
| Low |
2.930 |
2.982 |
0.052 |
1.8% |
2.850 |
| Close |
2.973 |
3.049 |
0.076 |
2.6% |
2.925 |
| Range |
0.058 |
0.070 |
0.012 |
20.7% |
0.131 |
| ATR |
0.074 |
0.074 |
0.000 |
0.5% |
0.000 |
| Volume |
61,182 |
58,762 |
-2,420 |
-4.0% |
189,900 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.238 |
3.213 |
3.088 |
|
| R3 |
3.168 |
3.143 |
3.068 |
|
| R2 |
3.098 |
3.098 |
3.062 |
|
| R1 |
3.073 |
3.073 |
3.055 |
3.086 |
| PP |
3.028 |
3.028 |
3.028 |
3.034 |
| S1 |
3.003 |
3.003 |
3.043 |
3.016 |
| S2 |
2.958 |
2.958 |
3.036 |
|
| S3 |
2.888 |
2.933 |
3.030 |
|
| S4 |
2.818 |
2.863 |
3.011 |
|
|
| 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 |
3.052 |
2.850 |
0.202 |
6.6% |
0.063 |
2.1% |
99% |
True |
False |
53,655 |
| 10 |
3.052 |
2.850 |
0.202 |
6.6% |
0.071 |
2.3% |
99% |
True |
False |
41,759 |
| 20 |
3.079 |
2.850 |
0.229 |
7.5% |
0.070 |
2.3% |
87% |
False |
False |
31,374 |
| 40 |
3.118 |
2.820 |
0.298 |
9.8% |
0.071 |
2.3% |
77% |
False |
False |
25,832 |
| 60 |
3.254 |
2.770 |
0.484 |
15.9% |
0.077 |
2.5% |
58% |
False |
False |
22,417 |
| 80 |
3.254 |
2.764 |
0.490 |
16.1% |
0.076 |
2.5% |
58% |
False |
False |
19,268 |
| 100 |
3.254 |
2.750 |
0.504 |
16.5% |
0.073 |
2.4% |
59% |
False |
False |
16,540 |
| 120 |
3.254 |
2.750 |
0.504 |
16.5% |
0.074 |
2.4% |
59% |
False |
False |
14,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.350 |
|
2.618 |
3.235 |
|
1.618 |
3.165 |
|
1.000 |
3.122 |
|
0.618 |
3.095 |
|
HIGH |
3.052 |
|
0.618 |
3.025 |
|
0.500 |
3.017 |
|
0.382 |
3.009 |
|
LOW |
2.982 |
|
0.618 |
2.939 |
|
1.000 |
2.912 |
|
1.618 |
2.869 |
|
2.618 |
2.799 |
|
4.250 |
2.685 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.038 |
3.030 |
| PP |
3.028 |
3.010 |
| S1 |
3.017 |
2.991 |
|