NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.083 |
3.116 |
0.033 |
1.1% |
3.055 |
| High |
3.099 |
3.132 |
0.033 |
1.1% |
3.128 |
| Low |
3.052 |
3.103 |
0.051 |
1.7% |
3.014 |
| Close |
3.082 |
3.131 |
0.049 |
1.6% |
3.082 |
| Range |
0.047 |
0.029 |
-0.018 |
-38.3% |
0.114 |
| ATR |
0.070 |
0.069 |
-0.001 |
-2.1% |
0.000 |
| Volume |
22,871 |
19,311 |
-3,560 |
-15.6% |
98,052 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.209 |
3.199 |
3.147 |
|
| R3 |
3.180 |
3.170 |
3.139 |
|
| R2 |
3.151 |
3.151 |
3.136 |
|
| R1 |
3.141 |
3.141 |
3.134 |
3.146 |
| PP |
3.122 |
3.122 |
3.122 |
3.125 |
| S1 |
3.112 |
3.112 |
3.128 |
3.117 |
| S2 |
3.093 |
3.093 |
3.126 |
|
| S3 |
3.064 |
3.083 |
3.123 |
|
| S4 |
3.035 |
3.054 |
3.115 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.417 |
3.363 |
3.145 |
|
| R3 |
3.303 |
3.249 |
3.113 |
|
| R2 |
3.189 |
3.189 |
3.103 |
|
| R1 |
3.135 |
3.135 |
3.092 |
3.162 |
| PP |
3.075 |
3.075 |
3.075 |
3.088 |
| S1 |
3.021 |
3.021 |
3.072 |
3.048 |
| S2 |
2.961 |
2.961 |
3.061 |
|
| S3 |
2.847 |
2.907 |
3.051 |
|
| S4 |
2.733 |
2.793 |
3.019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.132 |
3.014 |
0.118 |
3.8% |
0.056 |
1.8% |
99% |
True |
False |
20,864 |
| 10 |
3.198 |
3.014 |
0.184 |
5.9% |
0.065 |
2.1% |
64% |
False |
False |
16,840 |
| 20 |
3.237 |
3.014 |
0.223 |
7.1% |
0.067 |
2.1% |
52% |
False |
False |
15,069 |
| 40 |
3.283 |
3.014 |
0.269 |
8.6% |
0.067 |
2.1% |
43% |
False |
False |
13,750 |
| 60 |
3.391 |
2.969 |
0.422 |
13.5% |
0.071 |
2.3% |
38% |
False |
False |
12,349 |
| 80 |
3.391 |
2.946 |
0.445 |
14.2% |
0.069 |
2.2% |
42% |
False |
False |
10,798 |
| 100 |
3.391 |
2.927 |
0.464 |
14.8% |
0.069 |
2.2% |
44% |
False |
False |
9,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.255 |
|
2.618 |
3.208 |
|
1.618 |
3.179 |
|
1.000 |
3.161 |
|
0.618 |
3.150 |
|
HIGH |
3.132 |
|
0.618 |
3.121 |
|
0.500 |
3.118 |
|
0.382 |
3.114 |
|
LOW |
3.103 |
|
0.618 |
3.085 |
|
1.000 |
3.074 |
|
1.618 |
3.056 |
|
2.618 |
3.027 |
|
4.250 |
2.980 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.127 |
3.112 |
| PP |
3.122 |
3.092 |
| S1 |
3.118 |
3.073 |
|