NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.045 |
2.944 |
-0.101 |
-3.3% |
2.956 |
| High |
3.049 |
2.969 |
-0.080 |
-2.6% |
3.052 |
| Low |
2.921 |
2.920 |
-0.001 |
0.0% |
2.920 |
| Close |
2.924 |
2.939 |
0.015 |
0.5% |
2.939 |
| Range |
0.128 |
0.049 |
-0.079 |
-61.7% |
0.132 |
| ATR |
0.078 |
0.076 |
-0.002 |
-2.6% |
0.000 |
| Volume |
75,646 |
76,416 |
770 |
1.0% |
328,365 |
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.090 |
3.063 |
2.966 |
|
| R3 |
3.041 |
3.014 |
2.952 |
|
| R2 |
2.992 |
2.992 |
2.948 |
|
| R1 |
2.965 |
2.965 |
2.943 |
2.954 |
| PP |
2.943 |
2.943 |
2.943 |
2.937 |
| S1 |
2.916 |
2.916 |
2.935 |
2.905 |
| S2 |
2.894 |
2.894 |
2.930 |
|
| S3 |
2.845 |
2.867 |
2.926 |
|
| S4 |
2.796 |
2.818 |
2.912 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.366 |
3.285 |
3.012 |
|
| R3 |
3.234 |
3.153 |
2.975 |
|
| R2 |
3.102 |
3.102 |
2.963 |
|
| R1 |
3.021 |
3.021 |
2.951 |
2.996 |
| PP |
2.970 |
2.970 |
2.970 |
2.958 |
| S1 |
2.889 |
2.889 |
2.927 |
2.864 |
| S2 |
2.838 |
2.838 |
2.915 |
|
| S3 |
2.706 |
2.757 |
2.903 |
|
| S4 |
2.574 |
2.625 |
2.866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.052 |
2.920 |
0.132 |
4.5% |
0.067 |
2.3% |
14% |
False |
True |
65,673 |
| 10 |
3.052 |
2.850 |
0.202 |
6.9% |
0.070 |
2.4% |
44% |
False |
False |
51,826 |
| 20 |
3.079 |
2.850 |
0.229 |
7.8% |
0.073 |
2.5% |
39% |
False |
False |
36,491 |
| 40 |
3.079 |
2.820 |
0.259 |
8.8% |
0.071 |
2.4% |
46% |
False |
False |
28,734 |
| 60 |
3.190 |
2.770 |
0.420 |
14.3% |
0.077 |
2.6% |
40% |
False |
False |
24,567 |
| 80 |
3.254 |
2.764 |
0.490 |
16.7% |
0.077 |
2.6% |
36% |
False |
False |
21,029 |
| 100 |
3.254 |
2.750 |
0.504 |
17.1% |
0.074 |
2.5% |
38% |
False |
False |
17,971 |
| 120 |
3.254 |
2.750 |
0.504 |
17.1% |
0.074 |
2.5% |
38% |
False |
False |
15,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.177 |
|
2.618 |
3.097 |
|
1.618 |
3.048 |
|
1.000 |
3.018 |
|
0.618 |
2.999 |
|
HIGH |
2.969 |
|
0.618 |
2.950 |
|
0.500 |
2.945 |
|
0.382 |
2.939 |
|
LOW |
2.920 |
|
0.618 |
2.890 |
|
1.000 |
2.871 |
|
1.618 |
2.841 |
|
2.618 |
2.792 |
|
4.250 |
2.712 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.945 |
2.986 |
| PP |
2.943 |
2.970 |
| S1 |
2.941 |
2.955 |
|