NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.843 |
2.830 |
-0.013 |
-0.5% |
2.956 |
| High |
2.862 |
2.900 |
0.038 |
1.3% |
3.052 |
| Low |
2.820 |
2.811 |
-0.009 |
-0.3% |
2.920 |
| Close |
2.836 |
2.874 |
0.038 |
1.3% |
2.939 |
| Range |
0.042 |
0.089 |
0.047 |
111.9% |
0.132 |
| ATR |
0.072 |
0.073 |
0.001 |
1.7% |
0.000 |
| Volume |
24,108 |
37,535 |
13,427 |
55.7% |
328,365 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.129 |
3.090 |
2.923 |
|
| R3 |
3.040 |
3.001 |
2.898 |
|
| R2 |
2.951 |
2.951 |
2.890 |
|
| R1 |
2.912 |
2.912 |
2.882 |
2.932 |
| PP |
2.862 |
2.862 |
2.862 |
2.871 |
| S1 |
2.823 |
2.823 |
2.866 |
2.843 |
| S2 |
2.773 |
2.773 |
2.858 |
|
| S3 |
2.684 |
2.734 |
2.850 |
|
| S4 |
2.595 |
2.645 |
2.825 |
|
|
| 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 |
2.969 |
2.811 |
0.158 |
5.5% |
0.059 |
2.1% |
40% |
False |
True |
38,556 |
| 10 |
3.052 |
2.811 |
0.241 |
8.4% |
0.064 |
2.2% |
26% |
False |
True |
48,745 |
| 20 |
3.052 |
2.811 |
0.241 |
8.4% |
0.068 |
2.4% |
26% |
False |
True |
38,358 |
| 40 |
3.079 |
2.811 |
0.268 |
9.3% |
0.071 |
2.5% |
24% |
False |
True |
29,882 |
| 60 |
3.118 |
2.770 |
0.348 |
12.1% |
0.075 |
2.6% |
30% |
False |
False |
25,778 |
| 80 |
3.254 |
2.770 |
0.484 |
16.8% |
0.078 |
2.7% |
21% |
False |
False |
22,185 |
| 100 |
3.254 |
2.750 |
0.504 |
17.5% |
0.074 |
2.6% |
25% |
False |
False |
18,949 |
| 120 |
3.254 |
2.750 |
0.504 |
17.5% |
0.073 |
2.6% |
25% |
False |
False |
16,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.278 |
|
2.618 |
3.133 |
|
1.618 |
3.044 |
|
1.000 |
2.989 |
|
0.618 |
2.955 |
|
HIGH |
2.900 |
|
0.618 |
2.866 |
|
0.500 |
2.856 |
|
0.382 |
2.845 |
|
LOW |
2.811 |
|
0.618 |
2.756 |
|
1.000 |
2.722 |
|
1.618 |
2.667 |
|
2.618 |
2.578 |
|
4.250 |
2.433 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.868 |
2.868 |
| PP |
2.862 |
2.862 |
| S1 |
2.856 |
2.856 |
|