NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.116 |
3.128 |
0.012 |
0.4% |
3.055 |
| High |
3.132 |
3.146 |
0.014 |
0.4% |
3.128 |
| Low |
3.103 |
3.089 |
-0.014 |
-0.5% |
3.014 |
| Close |
3.131 |
3.128 |
-0.003 |
-0.1% |
3.082 |
| Range |
0.029 |
0.057 |
0.028 |
96.6% |
0.114 |
| ATR |
0.069 |
0.068 |
-0.001 |
-1.2% |
0.000 |
| Volume |
19,311 |
23,639 |
4,328 |
22.4% |
98,052 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.292 |
3.267 |
3.159 |
|
| R3 |
3.235 |
3.210 |
3.144 |
|
| R2 |
3.178 |
3.178 |
3.138 |
|
| R1 |
3.153 |
3.153 |
3.133 |
3.157 |
| PP |
3.121 |
3.121 |
3.121 |
3.123 |
| S1 |
3.096 |
3.096 |
3.123 |
3.100 |
| S2 |
3.064 |
3.064 |
3.118 |
|
| S3 |
3.007 |
3.039 |
3.112 |
|
| S4 |
2.950 |
2.982 |
3.097 |
|
|
| 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 |
3.146 |
3.014 |
0.132 |
4.2% |
0.059 |
1.9% |
86% |
True |
False |
21,957 |
| 10 |
3.198 |
3.014 |
0.184 |
5.9% |
0.065 |
2.1% |
62% |
False |
False |
18,061 |
| 20 |
3.237 |
3.014 |
0.223 |
7.1% |
0.065 |
2.1% |
51% |
False |
False |
15,485 |
| 40 |
3.283 |
3.014 |
0.269 |
8.6% |
0.066 |
2.1% |
42% |
False |
False |
14,162 |
| 60 |
3.391 |
2.969 |
0.422 |
13.5% |
0.071 |
2.3% |
38% |
False |
False |
12,538 |
| 80 |
3.391 |
2.946 |
0.445 |
14.2% |
0.070 |
2.2% |
41% |
False |
False |
11,000 |
| 100 |
3.391 |
2.927 |
0.464 |
14.8% |
0.068 |
2.2% |
43% |
False |
False |
9,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.388 |
|
2.618 |
3.295 |
|
1.618 |
3.238 |
|
1.000 |
3.203 |
|
0.618 |
3.181 |
|
HIGH |
3.146 |
|
0.618 |
3.124 |
|
0.500 |
3.118 |
|
0.382 |
3.111 |
|
LOW |
3.089 |
|
0.618 |
3.054 |
|
1.000 |
3.032 |
|
1.618 |
2.997 |
|
2.618 |
2.940 |
|
4.250 |
2.847 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.125 |
3.118 |
| PP |
3.121 |
3.109 |
| S1 |
3.118 |
3.099 |
|