NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.097 |
3.057 |
-0.040 |
-1.3% |
3.067 |
| High |
3.128 |
3.101 |
-0.027 |
-0.9% |
3.198 |
| Low |
3.055 |
3.014 |
-0.041 |
-1.3% |
3.033 |
| Close |
3.069 |
3.081 |
0.012 |
0.4% |
3.042 |
| Range |
0.073 |
0.087 |
0.014 |
19.2% |
0.165 |
| ATR |
0.071 |
0.072 |
0.001 |
1.6% |
0.000 |
| Volume |
23,960 |
20,006 |
-3,954 |
-16.5% |
63,413 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.326 |
3.291 |
3.129 |
|
| R3 |
3.239 |
3.204 |
3.105 |
|
| R2 |
3.152 |
3.152 |
3.097 |
|
| R1 |
3.117 |
3.117 |
3.089 |
3.135 |
| PP |
3.065 |
3.065 |
3.065 |
3.074 |
| S1 |
3.030 |
3.030 |
3.073 |
3.048 |
| S2 |
2.978 |
2.978 |
3.065 |
|
| S3 |
2.891 |
2.943 |
3.057 |
|
| S4 |
2.804 |
2.856 |
3.033 |
|
|
| 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 |
3.128 |
3.014 |
0.114 |
3.7% |
0.070 |
2.3% |
59% |
False |
True |
17,842 |
| 10 |
3.198 |
3.014 |
0.184 |
6.0% |
0.068 |
2.2% |
36% |
False |
True |
15,148 |
| 20 |
3.237 |
3.014 |
0.223 |
7.2% |
0.070 |
2.3% |
30% |
False |
True |
14,456 |
| 40 |
3.283 |
3.014 |
0.269 |
8.7% |
0.068 |
2.2% |
25% |
False |
True |
13,378 |
| 60 |
3.391 |
2.969 |
0.422 |
13.7% |
0.072 |
2.3% |
27% |
False |
False |
11,945 |
| 80 |
3.391 |
2.938 |
0.453 |
14.7% |
0.071 |
2.3% |
32% |
False |
False |
10,443 |
| 100 |
3.391 |
2.927 |
0.464 |
15.1% |
0.069 |
2.3% |
33% |
False |
False |
9,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.471 |
|
2.618 |
3.329 |
|
1.618 |
3.242 |
|
1.000 |
3.188 |
|
0.618 |
3.155 |
|
HIGH |
3.101 |
|
0.618 |
3.068 |
|
0.500 |
3.058 |
|
0.382 |
3.047 |
|
LOW |
3.014 |
|
0.618 |
2.960 |
|
1.000 |
2.927 |
|
1.618 |
2.873 |
|
2.618 |
2.786 |
|
4.250 |
2.644 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.073 |
3.078 |
| PP |
3.065 |
3.074 |
| S1 |
3.058 |
3.071 |
|