NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.101 |
3.055 |
-0.046 |
-1.5% |
3.067 |
| High |
3.105 |
3.097 |
-0.008 |
-0.3% |
3.198 |
| Low |
3.033 |
3.027 |
-0.006 |
-0.2% |
3.033 |
| Close |
3.042 |
3.054 |
0.012 |
0.4% |
3.042 |
| Range |
0.072 |
0.070 |
-0.002 |
-2.8% |
0.165 |
| ATR |
0.072 |
0.072 |
0.000 |
-0.2% |
0.000 |
| Volume |
14,032 |
13,039 |
-993 |
-7.1% |
63,413 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.269 |
3.232 |
3.093 |
|
| R3 |
3.199 |
3.162 |
3.073 |
|
| R2 |
3.129 |
3.129 |
3.067 |
|
| R1 |
3.092 |
3.092 |
3.060 |
3.076 |
| PP |
3.059 |
3.059 |
3.059 |
3.051 |
| S1 |
3.022 |
3.022 |
3.048 |
3.006 |
| S2 |
2.989 |
2.989 |
3.041 |
|
| S3 |
2.919 |
2.952 |
3.035 |
|
| S4 |
2.849 |
2.882 |
3.016 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.586 |
3.479 |
3.133 |
|
| R3 |
3.421 |
3.314 |
3.087 |
|
| R2 |
3.256 |
3.256 |
3.072 |
|
| R1 |
3.149 |
3.149 |
3.057 |
3.120 |
| PP |
3.091 |
3.091 |
3.091 |
3.077 |
| S1 |
2.984 |
2.984 |
3.027 |
2.955 |
| S2 |
2.926 |
2.926 |
3.012 |
|
| S3 |
2.761 |
2.819 |
2.997 |
|
| S4 |
2.596 |
2.654 |
2.951 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.198 |
3.027 |
0.171 |
5.6% |
0.074 |
2.4% |
16% |
False |
True |
12,815 |
| 10 |
3.237 |
3.027 |
0.210 |
6.9% |
0.071 |
2.3% |
13% |
False |
True |
12,740 |
| 20 |
3.237 |
3.020 |
0.217 |
7.1% |
0.069 |
2.3% |
16% |
False |
False |
13,121 |
| 40 |
3.283 |
3.019 |
0.264 |
8.6% |
0.071 |
2.3% |
13% |
False |
False |
12,838 |
| 60 |
3.391 |
2.969 |
0.422 |
13.8% |
0.074 |
2.4% |
20% |
False |
False |
11,392 |
| 80 |
3.391 |
2.927 |
0.464 |
15.2% |
0.070 |
2.3% |
27% |
False |
False |
9,863 |
| 100 |
3.391 |
2.927 |
0.464 |
15.2% |
0.069 |
2.3% |
27% |
False |
False |
8,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.395 |
|
2.618 |
3.280 |
|
1.618 |
3.210 |
|
1.000 |
3.167 |
|
0.618 |
3.140 |
|
HIGH |
3.097 |
|
0.618 |
3.070 |
|
0.500 |
3.062 |
|
0.382 |
3.054 |
|
LOW |
3.027 |
|
0.618 |
2.984 |
|
1.000 |
2.957 |
|
1.618 |
2.914 |
|
2.618 |
2.844 |
|
4.250 |
2.730 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.062 |
3.113 |
| PP |
3.059 |
3.093 |
| S1 |
3.057 |
3.074 |
|