NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.872 |
2.843 |
-0.029 |
-1.0% |
2.956 |
| High |
2.881 |
2.862 |
-0.019 |
-0.7% |
3.052 |
| Low |
2.826 |
2.820 |
-0.006 |
-0.2% |
2.920 |
| Close |
2.839 |
2.836 |
-0.003 |
-0.1% |
2.939 |
| Range |
0.055 |
0.042 |
-0.013 |
-23.6% |
0.132 |
| ATR |
0.074 |
0.072 |
-0.002 |
-3.1% |
0.000 |
| Volume |
30,372 |
24,108 |
-6,264 |
-20.6% |
328,365 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.965 |
2.943 |
2.859 |
|
| R3 |
2.923 |
2.901 |
2.848 |
|
| R2 |
2.881 |
2.881 |
2.844 |
|
| R1 |
2.859 |
2.859 |
2.840 |
2.849 |
| PP |
2.839 |
2.839 |
2.839 |
2.835 |
| S1 |
2.817 |
2.817 |
2.832 |
2.807 |
| S2 |
2.797 |
2.797 |
2.828 |
|
| S3 |
2.755 |
2.775 |
2.824 |
|
| S4 |
2.713 |
2.733 |
2.813 |
|
|
| 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 |
3.049 |
2.820 |
0.229 |
8.1% |
0.067 |
2.4% |
7% |
False |
True |
46,178 |
| 10 |
3.052 |
2.820 |
0.232 |
8.2% |
0.065 |
2.3% |
7% |
False |
True |
49,916 |
| 20 |
3.079 |
2.820 |
0.259 |
9.1% |
0.070 |
2.5% |
6% |
False |
True |
37,604 |
| 40 |
3.079 |
2.820 |
0.259 |
9.1% |
0.071 |
2.5% |
6% |
False |
True |
29,358 |
| 60 |
3.118 |
2.770 |
0.348 |
12.3% |
0.075 |
2.6% |
19% |
False |
False |
25,318 |
| 80 |
3.254 |
2.770 |
0.484 |
17.1% |
0.078 |
2.7% |
14% |
False |
False |
21,824 |
| 100 |
3.254 |
2.750 |
0.504 |
17.8% |
0.074 |
2.6% |
17% |
False |
False |
18,615 |
| 120 |
3.254 |
2.750 |
0.504 |
17.8% |
0.073 |
2.6% |
17% |
False |
False |
16,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.041 |
|
2.618 |
2.972 |
|
1.618 |
2.930 |
|
1.000 |
2.904 |
|
0.618 |
2.888 |
|
HIGH |
2.862 |
|
0.618 |
2.846 |
|
0.500 |
2.841 |
|
0.382 |
2.836 |
|
LOW |
2.820 |
|
0.618 |
2.794 |
|
1.000 |
2.778 |
|
1.618 |
2.752 |
|
2.618 |
2.710 |
|
4.250 |
2.642 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.841 |
2.873 |
| PP |
2.839 |
2.860 |
| S1 |
2.838 |
2.848 |
|