NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.136 |
3.187 |
0.051 |
1.6% |
3.055 |
| High |
3.195 |
3.197 |
0.002 |
0.1% |
3.128 |
| Low |
3.135 |
3.084 |
-0.051 |
-1.6% |
3.014 |
| Close |
3.193 |
3.085 |
-0.108 |
-3.4% |
3.082 |
| Range |
0.060 |
0.113 |
0.053 |
88.3% |
0.114 |
| ATR |
0.068 |
0.071 |
0.003 |
4.7% |
0.000 |
| Volume |
22,201 |
31,185 |
8,984 |
40.5% |
98,052 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.461 |
3.386 |
3.147 |
|
| R3 |
3.348 |
3.273 |
3.116 |
|
| R2 |
3.235 |
3.235 |
3.106 |
|
| R1 |
3.160 |
3.160 |
3.095 |
3.141 |
| PP |
3.122 |
3.122 |
3.122 |
3.113 |
| S1 |
3.047 |
3.047 |
3.075 |
3.028 |
| S2 |
3.009 |
3.009 |
3.064 |
|
| S3 |
2.896 |
2.934 |
3.054 |
|
| S4 |
2.783 |
2.821 |
3.023 |
|
|
| 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 |
3.197 |
3.052 |
0.145 |
4.7% |
0.061 |
2.0% |
23% |
True |
False |
23,841 |
| 10 |
3.197 |
3.014 |
0.183 |
5.9% |
0.065 |
2.1% |
39% |
True |
False |
20,842 |
| 20 |
3.237 |
3.014 |
0.223 |
7.2% |
0.067 |
2.2% |
32% |
False |
False |
16,602 |
| 40 |
3.237 |
3.014 |
0.223 |
7.2% |
0.066 |
2.1% |
32% |
False |
False |
15,027 |
| 60 |
3.345 |
2.969 |
0.376 |
12.2% |
0.071 |
2.3% |
31% |
False |
False |
13,218 |
| 80 |
3.391 |
2.946 |
0.445 |
14.4% |
0.071 |
2.3% |
31% |
False |
False |
11,565 |
| 100 |
3.391 |
2.927 |
0.464 |
15.0% |
0.068 |
2.2% |
34% |
False |
False |
10,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.677 |
|
2.618 |
3.493 |
|
1.618 |
3.380 |
|
1.000 |
3.310 |
|
0.618 |
3.267 |
|
HIGH |
3.197 |
|
0.618 |
3.154 |
|
0.500 |
3.141 |
|
0.382 |
3.127 |
|
LOW |
3.084 |
|
0.618 |
3.014 |
|
1.000 |
2.971 |
|
1.618 |
2.901 |
|
2.618 |
2.788 |
|
4.250 |
2.604 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.141 |
3.141 |
| PP |
3.122 |
3.122 |
| S1 |
3.104 |
3.104 |
|