NYMEX Natural Gas Future September 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 |
2.858 |
2.921 |
0.063 |
2.2% |
2.725 |
| High |
2.934 |
2.931 |
-0.003 |
-0.1% |
2.863 |
| Low |
2.852 |
2.784 |
-0.068 |
-2.4% |
2.707 |
| Close |
2.931 |
2.787 |
-0.144 |
-4.9% |
2.798 |
| Range |
0.082 |
0.147 |
0.065 |
79.3% |
0.156 |
| ATR |
0.083 |
0.088 |
0.005 |
5.5% |
0.000 |
| Volume |
197,562 |
246,314 |
48,752 |
24.7% |
786,593 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.275 |
3.178 |
2.868 |
|
| R3 |
3.128 |
3.031 |
2.827 |
|
| R2 |
2.981 |
2.981 |
2.814 |
|
| R1 |
2.884 |
2.884 |
2.800 |
2.859 |
| PP |
2.834 |
2.834 |
2.834 |
2.822 |
| S1 |
2.737 |
2.737 |
2.774 |
2.712 |
| S2 |
2.687 |
2.687 |
2.760 |
|
| S3 |
2.540 |
2.590 |
2.747 |
|
| S4 |
2.393 |
2.443 |
2.706 |
|
|
| 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 |
2.761 |
0.173 |
6.2% |
0.078 |
2.8% |
15% |
False |
False |
174,965 |
| 10 |
2.934 |
2.706 |
0.228 |
8.2% |
0.082 |
2.9% |
36% |
False |
False |
162,371 |
| 20 |
2.957 |
2.706 |
0.251 |
9.0% |
0.082 |
2.9% |
32% |
False |
False |
128,072 |
| 40 |
2.957 |
2.656 |
0.301 |
10.8% |
0.084 |
3.0% |
44% |
False |
False |
89,014 |
| 60 |
3.086 |
2.600 |
0.486 |
17.4% |
0.090 |
3.2% |
38% |
False |
False |
72,092 |
| 80 |
3.163 |
2.589 |
0.574 |
20.6% |
0.090 |
3.2% |
34% |
False |
False |
59,354 |
| 100 |
3.163 |
2.589 |
0.574 |
20.6% |
0.086 |
3.1% |
34% |
False |
False |
49,873 |
| 120 |
3.163 |
2.589 |
0.574 |
20.6% |
0.086 |
3.1% |
34% |
False |
False |
43,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.556 |
|
2.618 |
3.316 |
|
1.618 |
3.169 |
|
1.000 |
3.078 |
|
0.618 |
3.022 |
|
HIGH |
2.931 |
|
0.618 |
2.875 |
|
0.500 |
2.858 |
|
0.382 |
2.840 |
|
LOW |
2.784 |
|
0.618 |
2.693 |
|
1.000 |
2.637 |
|
1.618 |
2.546 |
|
2.618 |
2.399 |
|
4.250 |
2.159 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.858 |
2.859 |
| PP |
2.834 |
2.835 |
| S1 |
2.811 |
2.811 |
|