NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.915 |
2.872 |
-0.043 |
-1.5% |
2.956 |
| High |
2.925 |
2.881 |
-0.044 |
-1.5% |
3.052 |
| Low |
2.863 |
2.826 |
-0.037 |
-1.3% |
2.920 |
| Close |
2.872 |
2.839 |
-0.033 |
-1.1% |
2.939 |
| Range |
0.062 |
0.055 |
-0.007 |
-11.3% |
0.132 |
| ATR |
0.076 |
0.074 |
-0.001 |
-2.0% |
0.000 |
| Volume |
24,351 |
30,372 |
6,021 |
24.7% |
328,365 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.014 |
2.981 |
2.869 |
|
| R3 |
2.959 |
2.926 |
2.854 |
|
| R2 |
2.904 |
2.904 |
2.849 |
|
| R1 |
2.871 |
2.871 |
2.844 |
2.860 |
| PP |
2.849 |
2.849 |
2.849 |
2.843 |
| S1 |
2.816 |
2.816 |
2.834 |
2.805 |
| S2 |
2.794 |
2.794 |
2.829 |
|
| S3 |
2.739 |
2.761 |
2.824 |
|
| S4 |
2.684 |
2.706 |
2.809 |
|
|
| 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 |
2.826 |
0.226 |
8.0% |
0.073 |
2.6% |
6% |
False |
True |
53,109 |
| 10 |
3.052 |
2.826 |
0.226 |
8.0% |
0.069 |
2.4% |
6% |
False |
True |
51,580 |
| 20 |
3.079 |
2.826 |
0.253 |
8.9% |
0.071 |
2.5% |
5% |
False |
True |
37,387 |
| 40 |
3.079 |
2.820 |
0.259 |
9.1% |
0.072 |
2.5% |
7% |
False |
False |
29,244 |
| 60 |
3.118 |
2.770 |
0.348 |
12.3% |
0.076 |
2.7% |
20% |
False |
False |
25,038 |
| 80 |
3.254 |
2.764 |
0.490 |
17.3% |
0.077 |
2.7% |
15% |
False |
False |
21,581 |
| 100 |
3.254 |
2.750 |
0.504 |
17.8% |
0.074 |
2.6% |
18% |
False |
False |
18,423 |
| 120 |
3.254 |
2.750 |
0.504 |
17.8% |
0.073 |
2.6% |
18% |
False |
False |
16,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.115 |
|
2.618 |
3.025 |
|
1.618 |
2.970 |
|
1.000 |
2.936 |
|
0.618 |
2.915 |
|
HIGH |
2.881 |
|
0.618 |
2.860 |
|
0.500 |
2.854 |
|
0.382 |
2.847 |
|
LOW |
2.826 |
|
0.618 |
2.792 |
|
1.000 |
2.771 |
|
1.618 |
2.737 |
|
2.618 |
2.682 |
|
4.250 |
2.592 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.854 |
2.898 |
| PP |
2.849 |
2.878 |
| S1 |
2.844 |
2.859 |
|