NYMEX Natural Gas Future October 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 |
2.748 |
2.738 |
-0.010 |
-0.4% |
2.858 |
| High |
2.771 |
2.816 |
0.045 |
1.6% |
2.959 |
| Low |
2.726 |
2.723 |
-0.003 |
-0.1% |
2.817 |
| Close |
2.747 |
2.785 |
0.038 |
1.4% |
2.837 |
| Range |
0.045 |
0.093 |
0.048 |
106.7% |
0.142 |
| ATR |
0.077 |
0.079 |
0.001 |
1.4% |
0.000 |
| Volume |
53,397 |
88,265 |
34,868 |
65.3% |
452,693 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.054 |
3.012 |
2.836 |
|
| R3 |
2.961 |
2.919 |
2.811 |
|
| R2 |
2.868 |
2.868 |
2.802 |
|
| R1 |
2.826 |
2.826 |
2.794 |
2.847 |
| PP |
2.775 |
2.775 |
2.775 |
2.785 |
| S1 |
2.733 |
2.733 |
2.776 |
2.754 |
| S2 |
2.682 |
2.682 |
2.768 |
|
| S3 |
2.589 |
2.640 |
2.759 |
|
| S4 |
2.496 |
2.547 |
2.734 |
|
|
| 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 |
2.870 |
2.721 |
0.149 |
5.4% |
0.062 |
2.2% |
43% |
False |
False |
73,341 |
| 10 |
2.959 |
2.721 |
0.238 |
8.5% |
0.069 |
2.5% |
27% |
False |
False |
83,061 |
| 20 |
2.959 |
2.721 |
0.238 |
8.5% |
0.073 |
2.6% |
27% |
False |
False |
62,538 |
| 40 |
2.983 |
2.693 |
0.290 |
10.4% |
0.078 |
2.8% |
32% |
False |
False |
46,122 |
| 60 |
3.013 |
2.640 |
0.373 |
13.4% |
0.083 |
3.0% |
39% |
False |
False |
41,975 |
| 80 |
3.180 |
2.640 |
0.540 |
19.4% |
0.087 |
3.1% |
27% |
False |
False |
39,104 |
| 100 |
3.180 |
2.638 |
0.542 |
19.5% |
0.083 |
3.0% |
27% |
False |
False |
34,734 |
| 120 |
3.180 |
2.638 |
0.542 |
19.5% |
0.083 |
3.0% |
27% |
False |
False |
32,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.211 |
|
2.618 |
3.059 |
|
1.618 |
2.966 |
|
1.000 |
2.909 |
|
0.618 |
2.873 |
|
HIGH |
2.816 |
|
0.618 |
2.780 |
|
0.500 |
2.770 |
|
0.382 |
2.759 |
|
LOW |
2.723 |
|
0.618 |
2.666 |
|
1.000 |
2.630 |
|
1.618 |
2.573 |
|
2.618 |
2.480 |
|
4.250 |
2.328 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.780 |
2.780 |
| PP |
2.775 |
2.774 |
| S1 |
2.770 |
2.769 |
|