NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.738 |
2.784 |
0.046 |
1.7% |
2.810 |
| High |
2.816 |
2.792 |
-0.024 |
-0.9% |
2.824 |
| Low |
2.723 |
2.694 |
-0.029 |
-1.1% |
2.694 |
| Close |
2.785 |
2.697 |
-0.088 |
-3.2% |
2.697 |
| Range |
0.093 |
0.098 |
0.005 |
5.4% |
0.130 |
| ATR |
0.079 |
0.080 |
0.001 |
1.8% |
0.000 |
| Volume |
88,265 |
90,498 |
2,233 |
2.5% |
395,598 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.022 |
2.957 |
2.751 |
|
| R3 |
2.924 |
2.859 |
2.724 |
|
| R2 |
2.826 |
2.826 |
2.715 |
|
| R1 |
2.761 |
2.761 |
2.706 |
2.745 |
| PP |
2.728 |
2.728 |
2.728 |
2.719 |
| S1 |
2.663 |
2.663 |
2.688 |
2.647 |
| S2 |
2.630 |
2.630 |
2.679 |
|
| S3 |
2.532 |
2.565 |
2.670 |
|
| S4 |
2.434 |
2.467 |
2.643 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.128 |
3.043 |
2.769 |
|
| R3 |
2.998 |
2.913 |
2.733 |
|
| R2 |
2.868 |
2.868 |
2.721 |
|
| R1 |
2.783 |
2.783 |
2.709 |
2.761 |
| PP |
2.738 |
2.738 |
2.738 |
2.727 |
| S1 |
2.653 |
2.653 |
2.685 |
2.631 |
| S2 |
2.608 |
2.608 |
2.673 |
|
| S3 |
2.478 |
2.523 |
2.661 |
|
| S4 |
2.348 |
2.393 |
2.626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.824 |
2.694 |
0.130 |
4.8% |
0.072 |
2.7% |
2% |
False |
True |
79,119 |
| 10 |
2.959 |
2.694 |
0.265 |
9.8% |
0.073 |
2.7% |
1% |
False |
True |
84,829 |
| 20 |
2.959 |
2.694 |
0.265 |
9.8% |
0.075 |
2.8% |
1% |
False |
True |
65,165 |
| 40 |
2.983 |
2.693 |
0.290 |
10.8% |
0.079 |
2.9% |
1% |
False |
False |
48,024 |
| 60 |
3.013 |
2.640 |
0.373 |
13.8% |
0.083 |
3.1% |
15% |
False |
False |
43,082 |
| 80 |
3.180 |
2.640 |
0.540 |
20.0% |
0.087 |
3.2% |
11% |
False |
False |
40,050 |
| 100 |
3.180 |
2.638 |
0.542 |
20.1% |
0.084 |
3.1% |
11% |
False |
False |
35,540 |
| 120 |
3.180 |
2.638 |
0.542 |
20.1% |
0.083 |
3.1% |
11% |
False |
False |
33,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.209 |
|
2.618 |
3.049 |
|
1.618 |
2.951 |
|
1.000 |
2.890 |
|
0.618 |
2.853 |
|
HIGH |
2.792 |
|
0.618 |
2.755 |
|
0.500 |
2.743 |
|
0.382 |
2.731 |
|
LOW |
2.694 |
|
0.618 |
2.633 |
|
1.000 |
2.596 |
|
1.618 |
2.535 |
|
2.618 |
2.437 |
|
4.250 |
2.278 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.743 |
2.755 |
| PP |
2.728 |
2.736 |
| S1 |
2.712 |
2.716 |
|