NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.982 |
3.045 |
0.063 |
2.1% |
2.879 |
| High |
3.052 |
3.049 |
-0.003 |
-0.1% |
2.981 |
| Low |
2.982 |
2.921 |
-0.061 |
-2.0% |
2.850 |
| Close |
3.049 |
2.924 |
-0.125 |
-4.1% |
2.925 |
| Range |
0.070 |
0.128 |
0.058 |
82.9% |
0.131 |
| ATR |
0.074 |
0.078 |
0.004 |
5.2% |
0.000 |
| Volume |
58,762 |
75,646 |
16,884 |
28.7% |
189,900 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.349 |
3.264 |
2.994 |
|
| R3 |
3.221 |
3.136 |
2.959 |
|
| R2 |
3.093 |
3.093 |
2.947 |
|
| R1 |
3.008 |
3.008 |
2.936 |
2.987 |
| PP |
2.965 |
2.965 |
2.965 |
2.954 |
| S1 |
2.880 |
2.880 |
2.912 |
2.859 |
| S2 |
2.837 |
2.837 |
2.901 |
|
| S3 |
2.709 |
2.752 |
2.889 |
|
| S4 |
2.581 |
2.624 |
2.854 |
|
|
| 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 |
2.892 |
0.160 |
5.5% |
0.068 |
2.3% |
20% |
False |
False |
58,935 |
| 10 |
3.052 |
2.850 |
0.202 |
6.9% |
0.073 |
2.5% |
37% |
False |
False |
46,934 |
| 20 |
3.079 |
2.850 |
0.229 |
7.8% |
0.073 |
2.5% |
32% |
False |
False |
34,130 |
| 40 |
3.079 |
2.820 |
0.259 |
8.9% |
0.072 |
2.5% |
40% |
False |
False |
27,341 |
| 60 |
3.190 |
2.770 |
0.420 |
14.4% |
0.077 |
2.6% |
37% |
False |
False |
23,558 |
| 80 |
3.254 |
2.764 |
0.490 |
16.8% |
0.077 |
2.6% |
33% |
False |
False |
20,130 |
| 100 |
3.254 |
2.750 |
0.504 |
17.2% |
0.074 |
2.5% |
35% |
False |
False |
17,246 |
| 120 |
3.254 |
2.750 |
0.504 |
17.2% |
0.074 |
2.5% |
35% |
False |
False |
15,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.593 |
|
2.618 |
3.384 |
|
1.618 |
3.256 |
|
1.000 |
3.177 |
|
0.618 |
3.128 |
|
HIGH |
3.049 |
|
0.618 |
3.000 |
|
0.500 |
2.985 |
|
0.382 |
2.970 |
|
LOW |
2.921 |
|
0.618 |
2.842 |
|
1.000 |
2.793 |
|
1.618 |
2.714 |
|
2.618 |
2.586 |
|
4.250 |
2.377 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.985 |
2.987 |
| PP |
2.965 |
2.966 |
| S1 |
2.944 |
2.945 |
|