NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.944 |
2.842 |
-0.102 |
-3.5% |
2.858 |
| High |
2.956 |
2.870 |
-0.086 |
-2.9% |
2.959 |
| Low |
2.817 |
2.819 |
0.002 |
0.1% |
2.817 |
| Close |
2.820 |
2.837 |
0.017 |
0.6% |
2.837 |
| Range |
0.139 |
0.051 |
-0.088 |
-63.3% |
0.142 |
| ATR |
0.084 |
0.082 |
-0.002 |
-2.8% |
0.000 |
| Volume |
131,812 |
61,605 |
-70,207 |
-53.3% |
452,693 |
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.995 |
2.967 |
2.865 |
|
| R3 |
2.944 |
2.916 |
2.851 |
|
| R2 |
2.893 |
2.893 |
2.846 |
|
| R1 |
2.865 |
2.865 |
2.842 |
2.854 |
| PP |
2.842 |
2.842 |
2.842 |
2.836 |
| S1 |
2.814 |
2.814 |
2.832 |
2.803 |
| S2 |
2.791 |
2.791 |
2.828 |
|
| S3 |
2.740 |
2.763 |
2.823 |
|
| S4 |
2.689 |
2.712 |
2.809 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.297 |
3.209 |
2.915 |
|
| R3 |
3.155 |
3.067 |
2.876 |
|
| R2 |
3.013 |
3.013 |
2.863 |
|
| R1 |
2.925 |
2.925 |
2.850 |
2.898 |
| PP |
2.871 |
2.871 |
2.871 |
2.858 |
| S1 |
2.783 |
2.783 |
2.824 |
2.756 |
| S2 |
2.729 |
2.729 |
2.811 |
|
| S3 |
2.587 |
2.641 |
2.798 |
|
| S4 |
2.445 |
2.499 |
2.759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.959 |
2.817 |
0.142 |
5.0% |
0.073 |
2.6% |
14% |
False |
False |
90,538 |
| 10 |
2.959 |
2.740 |
0.219 |
7.7% |
0.076 |
2.7% |
44% |
False |
False |
74,943 |
| 20 |
2.983 |
2.740 |
0.243 |
8.6% |
0.078 |
2.7% |
40% |
False |
False |
52,656 |
| 40 |
2.983 |
2.693 |
0.290 |
10.2% |
0.080 |
2.8% |
50% |
False |
False |
41,390 |
| 60 |
3.121 |
2.640 |
0.481 |
17.0% |
0.085 |
3.0% |
41% |
False |
False |
38,958 |
| 80 |
3.180 |
2.638 |
0.542 |
19.1% |
0.087 |
3.0% |
37% |
False |
False |
36,140 |
| 100 |
3.180 |
2.638 |
0.542 |
19.1% |
0.083 |
2.9% |
37% |
False |
False |
32,371 |
| 120 |
3.180 |
2.638 |
0.542 |
19.1% |
0.084 |
3.0% |
37% |
False |
False |
30,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.087 |
|
2.618 |
3.004 |
|
1.618 |
2.953 |
|
1.000 |
2.921 |
|
0.618 |
2.902 |
|
HIGH |
2.870 |
|
0.618 |
2.851 |
|
0.500 |
2.845 |
|
0.382 |
2.838 |
|
LOW |
2.819 |
|
0.618 |
2.787 |
|
1.000 |
2.768 |
|
1.618 |
2.736 |
|
2.618 |
2.685 |
|
4.250 |
2.602 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.845 |
2.888 |
| PP |
2.842 |
2.871 |
| S1 |
2.840 |
2.854 |
|