NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.101 |
3.074 |
-0.027 |
-0.9% |
3.116 |
| High |
3.124 |
3.084 |
-0.040 |
-1.3% |
3.197 |
| Low |
3.081 |
3.030 |
-0.051 |
-1.7% |
3.081 |
| Close |
3.098 |
3.038 |
-0.060 |
-1.9% |
3.098 |
| Range |
0.043 |
0.054 |
0.011 |
25.6% |
0.116 |
| ATR |
0.069 |
0.069 |
0.000 |
-0.1% |
0.000 |
| Volume |
30,412 |
8,446 |
-21,966 |
-72.2% |
126,748 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.213 |
3.179 |
3.068 |
|
| R3 |
3.159 |
3.125 |
3.053 |
|
| R2 |
3.105 |
3.105 |
3.048 |
|
| R1 |
3.071 |
3.071 |
3.043 |
3.061 |
| PP |
3.051 |
3.051 |
3.051 |
3.046 |
| S1 |
3.017 |
3.017 |
3.033 |
3.007 |
| S2 |
2.997 |
2.997 |
3.028 |
|
| S3 |
2.943 |
2.963 |
3.023 |
|
| S4 |
2.889 |
2.909 |
3.008 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.473 |
3.402 |
3.162 |
|
| R3 |
3.357 |
3.286 |
3.130 |
|
| R2 |
3.241 |
3.241 |
3.119 |
|
| R1 |
3.170 |
3.170 |
3.109 |
3.148 |
| PP |
3.125 |
3.125 |
3.125 |
3.114 |
| S1 |
3.054 |
3.054 |
3.087 |
3.032 |
| S2 |
3.009 |
3.009 |
3.077 |
|
| S3 |
2.893 |
2.938 |
3.066 |
|
| S4 |
2.777 |
2.822 |
3.034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.197 |
3.030 |
0.167 |
5.5% |
0.065 |
2.2% |
5% |
False |
True |
23,176 |
| 10 |
3.197 |
3.014 |
0.183 |
6.0% |
0.061 |
2.0% |
13% |
False |
False |
22,020 |
| 20 |
3.237 |
3.014 |
0.223 |
7.3% |
0.066 |
2.2% |
11% |
False |
False |
17,380 |
| 40 |
3.237 |
3.014 |
0.223 |
7.3% |
0.065 |
2.1% |
11% |
False |
False |
15,283 |
| 60 |
3.292 |
2.969 |
0.323 |
10.6% |
0.070 |
2.3% |
21% |
False |
False |
13,544 |
| 80 |
3.391 |
2.946 |
0.445 |
14.6% |
0.071 |
2.3% |
21% |
False |
False |
11,980 |
| 100 |
3.391 |
2.927 |
0.464 |
15.3% |
0.068 |
2.2% |
24% |
False |
False |
10,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.314 |
|
2.618 |
3.225 |
|
1.618 |
3.171 |
|
1.000 |
3.138 |
|
0.618 |
3.117 |
|
HIGH |
3.084 |
|
0.618 |
3.063 |
|
0.500 |
3.057 |
|
0.382 |
3.051 |
|
LOW |
3.030 |
|
0.618 |
2.997 |
|
1.000 |
2.976 |
|
1.618 |
2.943 |
|
2.618 |
2.889 |
|
4.250 |
2.801 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.057 |
3.114 |
| PP |
3.051 |
3.088 |
| S1 |
3.044 |
3.063 |
|