NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.830 |
2.879 |
0.049 |
1.7% |
2.915 |
| High |
2.900 |
2.879 |
-0.021 |
-0.7% |
2.925 |
| Low |
2.811 |
2.786 |
-0.025 |
-0.9% |
2.786 |
| Close |
2.874 |
2.788 |
-0.086 |
-3.0% |
2.788 |
| Range |
0.089 |
0.093 |
0.004 |
4.5% |
0.139 |
| ATR |
0.073 |
0.075 |
0.001 |
1.9% |
0.000 |
| Volume |
37,535 |
37,276 |
-259 |
-0.7% |
153,642 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.097 |
3.035 |
2.839 |
|
| R3 |
3.004 |
2.942 |
2.814 |
|
| R2 |
2.911 |
2.911 |
2.805 |
|
| R1 |
2.849 |
2.849 |
2.797 |
2.834 |
| PP |
2.818 |
2.818 |
2.818 |
2.810 |
| S1 |
2.756 |
2.756 |
2.779 |
2.741 |
| S2 |
2.725 |
2.725 |
2.771 |
|
| S3 |
2.632 |
2.663 |
2.762 |
|
| S4 |
2.539 |
2.570 |
2.737 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.250 |
3.158 |
2.864 |
|
| R3 |
3.111 |
3.019 |
2.826 |
|
| R2 |
2.972 |
2.972 |
2.813 |
|
| R1 |
2.880 |
2.880 |
2.801 |
2.857 |
| PP |
2.833 |
2.833 |
2.833 |
2.821 |
| S1 |
2.741 |
2.741 |
2.775 |
2.718 |
| S2 |
2.694 |
2.694 |
2.763 |
|
| S3 |
2.555 |
2.602 |
2.750 |
|
| S4 |
2.416 |
2.463 |
2.712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.925 |
2.786 |
0.139 |
5.0% |
0.068 |
2.4% |
1% |
False |
True |
30,728 |
| 10 |
3.052 |
2.786 |
0.266 |
9.5% |
0.068 |
2.4% |
1% |
False |
True |
48,200 |
| 20 |
3.052 |
2.786 |
0.266 |
9.5% |
0.070 |
2.5% |
1% |
False |
True |
38,942 |
| 40 |
3.079 |
2.786 |
0.293 |
10.5% |
0.072 |
2.6% |
1% |
False |
True |
30,525 |
| 60 |
3.118 |
2.770 |
0.348 |
12.5% |
0.075 |
2.7% |
5% |
False |
False |
26,237 |
| 80 |
3.254 |
2.770 |
0.484 |
17.4% |
0.079 |
2.8% |
4% |
False |
False |
22,583 |
| 100 |
3.254 |
2.750 |
0.504 |
18.1% |
0.075 |
2.7% |
8% |
False |
False |
19,287 |
| 120 |
3.254 |
2.750 |
0.504 |
18.1% |
0.074 |
2.6% |
8% |
False |
False |
16,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.274 |
|
2.618 |
3.122 |
|
1.618 |
3.029 |
|
1.000 |
2.972 |
|
0.618 |
2.936 |
|
HIGH |
2.879 |
|
0.618 |
2.843 |
|
0.500 |
2.833 |
|
0.382 |
2.822 |
|
LOW |
2.786 |
|
0.618 |
2.729 |
|
1.000 |
2.693 |
|
1.618 |
2.636 |
|
2.618 |
2.543 |
|
4.250 |
2.391 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.833 |
2.843 |
| PP |
2.818 |
2.825 |
| S1 |
2.803 |
2.806 |
|