NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.062 |
3.097 |
0.035 |
1.1% |
3.067 |
| High |
3.107 |
3.128 |
0.021 |
0.7% |
3.198 |
| Low |
3.061 |
3.055 |
-0.006 |
-0.2% |
3.033 |
| Close |
3.098 |
3.069 |
-0.029 |
-0.9% |
3.042 |
| Range |
0.046 |
0.073 |
0.027 |
58.7% |
0.165 |
| ATR |
0.071 |
0.071 |
0.000 |
0.2% |
0.000 |
| Volume |
18,176 |
23,960 |
5,784 |
31.8% |
63,413 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.303 |
3.259 |
3.109 |
|
| R3 |
3.230 |
3.186 |
3.089 |
|
| R2 |
3.157 |
3.157 |
3.082 |
|
| R1 |
3.113 |
3.113 |
3.076 |
3.099 |
| PP |
3.084 |
3.084 |
3.084 |
3.077 |
| S1 |
3.040 |
3.040 |
3.062 |
3.026 |
| S2 |
3.011 |
3.011 |
3.056 |
|
| S3 |
2.938 |
2.967 |
3.049 |
|
| S4 |
2.865 |
2.894 |
3.029 |
|
|
| 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% |
0.076 |
2.5% |
25% |
False |
False |
16,814 |
| 10 |
3.237 |
3.027 |
0.210 |
6.8% |
0.072 |
2.3% |
20% |
False |
False |
14,735 |
| 20 |
3.237 |
3.020 |
0.217 |
7.1% |
0.068 |
2.2% |
23% |
False |
False |
14,158 |
| 40 |
3.283 |
3.020 |
0.263 |
8.6% |
0.068 |
2.2% |
19% |
False |
False |
13,325 |
| 60 |
3.391 |
2.969 |
0.422 |
13.8% |
0.073 |
2.4% |
24% |
False |
False |
11,766 |
| 80 |
3.391 |
2.938 |
0.453 |
14.8% |
0.070 |
2.3% |
29% |
False |
False |
10,260 |
| 100 |
3.391 |
2.927 |
0.464 |
15.1% |
0.069 |
2.2% |
31% |
False |
False |
9,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.438 |
|
2.618 |
3.319 |
|
1.618 |
3.246 |
|
1.000 |
3.201 |
|
0.618 |
3.173 |
|
HIGH |
3.128 |
|
0.618 |
3.100 |
|
0.500 |
3.092 |
|
0.382 |
3.083 |
|
LOW |
3.055 |
|
0.618 |
3.010 |
|
1.000 |
2.982 |
|
1.618 |
2.937 |
|
2.618 |
2.864 |
|
4.250 |
2.745 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.092 |
3.078 |
| PP |
3.084 |
3.075 |
| S1 |
3.077 |
3.072 |
|