NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.057 |
3.083 |
0.026 |
0.9% |
3.055 |
| High |
3.101 |
3.099 |
-0.002 |
-0.1% |
3.128 |
| Low |
3.014 |
3.052 |
0.038 |
1.3% |
3.014 |
| Close |
3.081 |
3.082 |
0.001 |
0.0% |
3.082 |
| Range |
0.087 |
0.047 |
-0.040 |
-46.0% |
0.114 |
| ATR |
0.072 |
0.070 |
-0.002 |
-2.5% |
0.000 |
| Volume |
20,006 |
22,871 |
2,865 |
14.3% |
98,052 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.219 |
3.197 |
3.108 |
|
| R3 |
3.172 |
3.150 |
3.095 |
|
| R2 |
3.125 |
3.125 |
3.091 |
|
| R1 |
3.103 |
3.103 |
3.086 |
3.091 |
| PP |
3.078 |
3.078 |
3.078 |
3.071 |
| S1 |
3.056 |
3.056 |
3.078 |
3.044 |
| S2 |
3.031 |
3.031 |
3.073 |
|
| S3 |
2.984 |
3.009 |
3.069 |
|
| S4 |
2.937 |
2.962 |
3.056 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.417 |
3.363 |
3.145 |
|
| R3 |
3.303 |
3.249 |
3.113 |
|
| R2 |
3.189 |
3.189 |
3.103 |
|
| R1 |
3.135 |
3.135 |
3.092 |
3.162 |
| PP |
3.075 |
3.075 |
3.075 |
3.088 |
| S1 |
3.021 |
3.021 |
3.072 |
3.048 |
| S2 |
2.961 |
2.961 |
3.061 |
|
| S3 |
2.847 |
2.907 |
3.051 |
|
| S4 |
2.733 |
2.793 |
3.019 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.128 |
3.014 |
0.114 |
3.7% |
0.065 |
2.1% |
60% |
False |
False |
19,610 |
| 10 |
3.198 |
3.014 |
0.184 |
6.0% |
0.069 |
2.2% |
37% |
False |
False |
16,146 |
| 20 |
3.237 |
3.014 |
0.223 |
7.2% |
0.069 |
2.2% |
30% |
False |
False |
14,679 |
| 40 |
3.283 |
3.014 |
0.269 |
8.7% |
0.068 |
2.2% |
25% |
False |
False |
13,566 |
| 60 |
3.391 |
2.969 |
0.422 |
13.7% |
0.072 |
2.3% |
27% |
False |
False |
12,187 |
| 80 |
3.391 |
2.946 |
0.445 |
14.4% |
0.070 |
2.3% |
31% |
False |
False |
10,668 |
| 100 |
3.391 |
2.927 |
0.464 |
15.1% |
0.069 |
2.2% |
33% |
False |
False |
9,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.299 |
|
2.618 |
3.222 |
|
1.618 |
3.175 |
|
1.000 |
3.146 |
|
0.618 |
3.128 |
|
HIGH |
3.099 |
|
0.618 |
3.081 |
|
0.500 |
3.076 |
|
0.382 |
3.070 |
|
LOW |
3.052 |
|
0.618 |
3.023 |
|
1.000 |
3.005 |
|
1.618 |
2.976 |
|
2.618 |
2.929 |
|
4.250 |
2.852 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.080 |
3.078 |
| PP |
3.078 |
3.075 |
| S1 |
3.076 |
3.071 |
|