NYMEX Natural Gas Future September 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 |
2.809 |
2.774 |
-0.035 |
-1.2% |
2.835 |
| High |
2.836 |
2.788 |
-0.048 |
-1.7% |
2.934 |
| Low |
2.781 |
2.718 |
-0.063 |
-2.3% |
2.781 |
| Close |
2.801 |
2.728 |
-0.073 |
-2.6% |
2.801 |
| Range |
0.055 |
0.070 |
0.015 |
27.3% |
0.153 |
| ATR |
0.085 |
0.085 |
0.000 |
-0.2% |
0.000 |
| Volume |
97,799 |
120,545 |
22,746 |
23.3% |
817,548 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.955 |
2.911 |
2.767 |
|
| R3 |
2.885 |
2.841 |
2.747 |
|
| R2 |
2.815 |
2.815 |
2.741 |
|
| R1 |
2.771 |
2.771 |
2.734 |
2.758 |
| PP |
2.745 |
2.745 |
2.745 |
2.738 |
| S1 |
2.701 |
2.701 |
2.722 |
2.688 |
| S2 |
2.675 |
2.675 |
2.715 |
|
| S3 |
2.605 |
2.631 |
2.709 |
|
| S4 |
2.535 |
2.561 |
2.690 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.298 |
3.202 |
2.885 |
|
| R3 |
3.145 |
3.049 |
2.843 |
|
| R2 |
2.992 |
2.992 |
2.829 |
|
| R1 |
2.896 |
2.896 |
2.815 |
2.868 |
| PP |
2.839 |
2.839 |
2.839 |
2.824 |
| S1 |
2.743 |
2.743 |
2.787 |
2.715 |
| S2 |
2.686 |
2.686 |
2.773 |
|
| S3 |
2.533 |
2.590 |
2.759 |
|
| S4 |
2.380 |
2.437 |
2.717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.934 |
2.718 |
0.216 |
7.9% |
0.084 |
3.1% |
5% |
False |
True |
161,074 |
| 10 |
2.934 |
2.718 |
0.216 |
7.9% |
0.078 |
2.9% |
5% |
False |
True |
159,447 |
| 20 |
2.957 |
2.706 |
0.251 |
9.2% |
0.081 |
3.0% |
9% |
False |
False |
132,750 |
| 40 |
2.957 |
2.656 |
0.301 |
11.0% |
0.082 |
3.0% |
24% |
False |
False |
92,426 |
| 60 |
3.036 |
2.600 |
0.436 |
16.0% |
0.088 |
3.2% |
29% |
False |
False |
74,812 |
| 80 |
3.163 |
2.589 |
0.574 |
21.0% |
0.090 |
3.3% |
24% |
False |
False |
61,861 |
| 100 |
3.163 |
2.589 |
0.574 |
21.0% |
0.086 |
3.1% |
24% |
False |
False |
51,895 |
| 120 |
3.163 |
2.589 |
0.574 |
21.0% |
0.086 |
3.1% |
24% |
False |
False |
44,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.086 |
|
2.618 |
2.971 |
|
1.618 |
2.901 |
|
1.000 |
2.858 |
|
0.618 |
2.831 |
|
HIGH |
2.788 |
|
0.618 |
2.761 |
|
0.500 |
2.753 |
|
0.382 |
2.745 |
|
LOW |
2.718 |
|
0.618 |
2.675 |
|
1.000 |
2.648 |
|
1.618 |
2.605 |
|
2.618 |
2.535 |
|
4.250 |
2.421 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.753 |
2.825 |
| PP |
2.745 |
2.792 |
| S1 |
2.736 |
2.760 |
|