NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.001 |
2.981 |
-0.020 |
-0.7% |
3.116 |
| High |
3.015 |
3.049 |
0.034 |
1.1% |
3.197 |
| Low |
2.977 |
2.962 |
-0.015 |
-0.5% |
3.081 |
| Close |
2.989 |
3.026 |
0.037 |
1.2% |
3.098 |
| Range |
0.038 |
0.087 |
0.049 |
128.9% |
0.116 |
| ATR |
0.066 |
0.067 |
0.002 |
2.3% |
0.000 |
| Volume |
13,173 |
21,685 |
8,512 |
64.6% |
126,748 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.273 |
3.237 |
3.074 |
|
| R3 |
3.186 |
3.150 |
3.050 |
|
| R2 |
3.099 |
3.099 |
3.042 |
|
| R1 |
3.063 |
3.063 |
3.034 |
3.081 |
| PP |
3.012 |
3.012 |
3.012 |
3.022 |
| S1 |
2.976 |
2.976 |
3.018 |
2.994 |
| S2 |
2.925 |
2.925 |
3.010 |
|
| S3 |
2.838 |
2.889 |
3.002 |
|
| S4 |
2.751 |
2.802 |
2.978 |
|
|
| 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 |
3.124 |
2.962 |
0.162 |
5.4% |
0.055 |
1.8% |
40% |
False |
True |
17,132 |
| 10 |
3.197 |
2.962 |
0.235 |
7.8% |
0.058 |
1.9% |
27% |
False |
True |
20,486 |
| 20 |
3.198 |
2.962 |
0.236 |
7.8% |
0.063 |
2.1% |
27% |
False |
True |
17,817 |
| 40 |
3.237 |
2.962 |
0.275 |
9.1% |
0.066 |
2.2% |
23% |
False |
True |
15,796 |
| 60 |
3.283 |
2.962 |
0.321 |
10.6% |
0.069 |
2.3% |
20% |
False |
True |
14,060 |
| 80 |
3.391 |
2.962 |
0.429 |
14.2% |
0.072 |
2.4% |
15% |
False |
True |
12,388 |
| 100 |
3.391 |
2.927 |
0.464 |
15.3% |
0.068 |
2.3% |
21% |
False |
False |
10,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.419 |
|
2.618 |
3.277 |
|
1.618 |
3.190 |
|
1.000 |
3.136 |
|
0.618 |
3.103 |
|
HIGH |
3.049 |
|
0.618 |
3.016 |
|
0.500 |
3.006 |
|
0.382 |
2.995 |
|
LOW |
2.962 |
|
0.618 |
2.908 |
|
1.000 |
2.875 |
|
1.618 |
2.821 |
|
2.618 |
2.734 |
|
4.250 |
2.592 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.019 |
3.019 |
| PP |
3.012 |
3.012 |
| S1 |
3.006 |
3.006 |
|