NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.055 |
3.062 |
0.007 |
0.2% |
3.067 |
| High |
3.097 |
3.107 |
0.010 |
0.3% |
3.198 |
| Low |
3.027 |
3.061 |
0.034 |
1.1% |
3.033 |
| Close |
3.054 |
3.098 |
0.044 |
1.4% |
3.042 |
| Range |
0.070 |
0.046 |
-0.024 |
-34.3% |
0.165 |
| ATR |
0.072 |
0.071 |
-0.001 |
-1.9% |
0.000 |
| Volume |
13,039 |
18,176 |
5,137 |
39.4% |
63,413 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.227 |
3.208 |
3.123 |
|
| R3 |
3.181 |
3.162 |
3.111 |
|
| R2 |
3.135 |
3.135 |
3.106 |
|
| R1 |
3.116 |
3.116 |
3.102 |
3.126 |
| PP |
3.089 |
3.089 |
3.089 |
3.093 |
| S1 |
3.070 |
3.070 |
3.094 |
3.080 |
| S2 |
3.043 |
3.043 |
3.090 |
|
| S3 |
2.997 |
3.024 |
3.085 |
|
| S4 |
2.951 |
2.978 |
3.073 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.586 |
3.479 |
3.133 |
|
| R3 |
3.421 |
3.314 |
3.087 |
|
| R2 |
3.256 |
3.256 |
3.072 |
|
| R1 |
3.149 |
3.149 |
3.057 |
3.120 |
| PP |
3.091 |
3.091 |
3.091 |
3.077 |
| S1 |
2.984 |
2.984 |
3.027 |
2.955 |
| S2 |
2.926 |
2.926 |
3.012 |
|
| S3 |
2.761 |
2.819 |
2.997 |
|
| S4 |
2.596 |
2.654 |
2.951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.198 |
3.027 |
0.171 |
5.5% |
0.071 |
2.3% |
42% |
False |
False |
14,165 |
| 10 |
3.237 |
3.027 |
0.210 |
6.8% |
0.070 |
2.3% |
34% |
False |
False |
13,365 |
| 20 |
3.237 |
3.020 |
0.217 |
7.0% |
0.067 |
2.2% |
36% |
False |
False |
13,675 |
| 40 |
3.283 |
3.020 |
0.263 |
8.5% |
0.070 |
2.2% |
30% |
False |
False |
13,021 |
| 60 |
3.391 |
2.969 |
0.422 |
13.6% |
0.073 |
2.4% |
31% |
False |
False |
11,593 |
| 80 |
3.391 |
2.927 |
0.464 |
15.0% |
0.070 |
2.3% |
37% |
False |
False |
10,018 |
| 100 |
3.391 |
2.927 |
0.464 |
15.0% |
0.069 |
2.2% |
37% |
False |
False |
8,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.303 |
|
2.618 |
3.227 |
|
1.618 |
3.181 |
|
1.000 |
3.153 |
|
0.618 |
3.135 |
|
HIGH |
3.107 |
|
0.618 |
3.089 |
|
0.500 |
3.084 |
|
0.382 |
3.079 |
|
LOW |
3.061 |
|
0.618 |
3.033 |
|
1.000 |
3.015 |
|
1.618 |
2.987 |
|
2.618 |
2.941 |
|
4.250 |
2.866 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.093 |
3.088 |
| PP |
3.089 |
3.077 |
| S1 |
3.084 |
3.067 |
|