NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.835 |
2.858 |
0.023 |
0.8% |
2.725 |
| High |
2.861 |
2.934 |
0.073 |
2.6% |
2.863 |
| Low |
2.796 |
2.852 |
0.056 |
2.0% |
2.707 |
| Close |
2.844 |
2.931 |
0.087 |
3.1% |
2.798 |
| Range |
0.065 |
0.082 |
0.017 |
26.2% |
0.156 |
| ATR |
0.083 |
0.083 |
0.001 |
0.6% |
0.000 |
| Volume |
143,152 |
197,562 |
54,410 |
38.0% |
786,593 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.152 |
3.123 |
2.976 |
|
| R3 |
3.070 |
3.041 |
2.954 |
|
| R2 |
2.988 |
2.988 |
2.946 |
|
| R1 |
2.959 |
2.959 |
2.939 |
2.974 |
| PP |
2.906 |
2.906 |
2.906 |
2.913 |
| S1 |
2.877 |
2.877 |
2.923 |
2.892 |
| S2 |
2.824 |
2.824 |
2.916 |
|
| S3 |
2.742 |
2.795 |
2.908 |
|
| S4 |
2.660 |
2.713 |
2.886 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.257 |
3.184 |
2.884 |
|
| R3 |
3.101 |
3.028 |
2.841 |
|
| R2 |
2.945 |
2.945 |
2.827 |
|
| R1 |
2.872 |
2.872 |
2.812 |
2.909 |
| PP |
2.789 |
2.789 |
2.789 |
2.808 |
| S1 |
2.716 |
2.716 |
2.784 |
2.753 |
| S2 |
2.633 |
2.633 |
2.769 |
|
| S3 |
2.477 |
2.560 |
2.755 |
|
| S4 |
2.321 |
2.404 |
2.712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.934 |
2.726 |
0.208 |
7.1% |
0.071 |
2.4% |
99% |
True |
False |
163,877 |
| 10 |
2.934 |
2.706 |
0.228 |
7.8% |
0.080 |
2.7% |
99% |
True |
False |
152,394 |
| 20 |
2.957 |
2.706 |
0.251 |
8.6% |
0.079 |
2.7% |
90% |
False |
False |
119,796 |
| 40 |
2.988 |
2.656 |
0.332 |
11.3% |
0.083 |
2.8% |
83% |
False |
False |
83,981 |
| 60 |
3.163 |
2.600 |
0.563 |
19.2% |
0.090 |
3.1% |
59% |
False |
False |
68,323 |
| 80 |
3.163 |
2.589 |
0.574 |
19.6% |
0.089 |
3.0% |
60% |
False |
False |
56,485 |
| 100 |
3.163 |
2.589 |
0.574 |
19.6% |
0.085 |
2.9% |
60% |
False |
False |
47,510 |
| 120 |
3.163 |
2.589 |
0.574 |
19.6% |
0.086 |
2.9% |
60% |
False |
False |
41,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.283 |
|
2.618 |
3.149 |
|
1.618 |
3.067 |
|
1.000 |
3.016 |
|
0.618 |
2.985 |
|
HIGH |
2.934 |
|
0.618 |
2.903 |
|
0.500 |
2.893 |
|
0.382 |
2.883 |
|
LOW |
2.852 |
|
0.618 |
2.801 |
|
1.000 |
2.770 |
|
1.618 |
2.719 |
|
2.618 |
2.637 |
|
4.250 |
2.504 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.918 |
2.909 |
| PP |
2.906 |
2.887 |
| S1 |
2.893 |
2.865 |
|