NYMEX Natural Gas Future November 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 |
2.944 |
2.915 |
-0.029 |
-1.0% |
2.956 |
| High |
2.969 |
2.925 |
-0.044 |
-1.5% |
3.052 |
| Low |
2.920 |
2.863 |
-0.057 |
-2.0% |
2.920 |
| Close |
2.939 |
2.872 |
-0.067 |
-2.3% |
2.939 |
| Range |
0.049 |
0.062 |
0.013 |
26.5% |
0.132 |
| ATR |
0.076 |
0.076 |
0.000 |
0.0% |
0.000 |
| Volume |
76,416 |
24,351 |
-52,065 |
-68.1% |
328,365 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.073 |
3.034 |
2.906 |
|
| R3 |
3.011 |
2.972 |
2.889 |
|
| R2 |
2.949 |
2.949 |
2.883 |
|
| R1 |
2.910 |
2.910 |
2.878 |
2.899 |
| PP |
2.887 |
2.887 |
2.887 |
2.881 |
| S1 |
2.848 |
2.848 |
2.866 |
2.837 |
| S2 |
2.825 |
2.825 |
2.861 |
|
| S3 |
2.763 |
2.786 |
2.855 |
|
| S4 |
2.701 |
2.724 |
2.838 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.366 |
3.285 |
3.012 |
|
| R3 |
3.234 |
3.153 |
2.975 |
|
| R2 |
3.102 |
3.102 |
2.963 |
|
| R1 |
3.021 |
3.021 |
2.951 |
2.996 |
| PP |
2.970 |
2.970 |
2.970 |
2.958 |
| S1 |
2.889 |
2.889 |
2.927 |
2.864 |
| S2 |
2.838 |
2.838 |
2.915 |
|
| S3 |
2.706 |
2.757 |
2.903 |
|
| S4 |
2.574 |
2.625 |
2.866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.052 |
2.863 |
0.189 |
6.6% |
0.073 |
2.6% |
5% |
False |
True |
59,271 |
| 10 |
3.052 |
2.850 |
0.202 |
7.0% |
0.069 |
2.4% |
11% |
False |
False |
51,951 |
| 20 |
3.079 |
2.850 |
0.229 |
8.0% |
0.072 |
2.5% |
10% |
False |
False |
36,931 |
| 40 |
3.079 |
2.820 |
0.259 |
9.0% |
0.071 |
2.5% |
20% |
False |
False |
28,969 |
| 60 |
3.143 |
2.770 |
0.373 |
13.0% |
0.076 |
2.6% |
27% |
False |
False |
24,739 |
| 80 |
3.254 |
2.764 |
0.490 |
17.1% |
0.077 |
2.7% |
22% |
False |
False |
21,295 |
| 100 |
3.254 |
2.750 |
0.504 |
17.5% |
0.074 |
2.6% |
24% |
False |
False |
18,174 |
| 120 |
3.254 |
2.750 |
0.504 |
17.5% |
0.074 |
2.6% |
24% |
False |
False |
16,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.189 |
|
2.618 |
3.087 |
|
1.618 |
3.025 |
|
1.000 |
2.987 |
|
0.618 |
2.963 |
|
HIGH |
2.925 |
|
0.618 |
2.901 |
|
0.500 |
2.894 |
|
0.382 |
2.887 |
|
LOW |
2.863 |
|
0.618 |
2.825 |
|
1.000 |
2.801 |
|
1.618 |
2.763 |
|
2.618 |
2.701 |
|
4.250 |
2.600 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.894 |
2.956 |
| PP |
2.887 |
2.928 |
| S1 |
2.879 |
2.900 |
|