NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.128 |
3.136 |
0.008 |
0.3% |
3.055 |
| High |
3.146 |
3.195 |
0.049 |
1.6% |
3.128 |
| Low |
3.089 |
3.135 |
0.046 |
1.5% |
3.014 |
| Close |
3.128 |
3.193 |
0.065 |
2.1% |
3.082 |
| Range |
0.057 |
0.060 |
0.003 |
5.3% |
0.114 |
| ATR |
0.068 |
0.068 |
0.000 |
-0.1% |
0.000 |
| Volume |
23,639 |
22,201 |
-1,438 |
-6.1% |
98,052 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.354 |
3.334 |
3.226 |
|
| R3 |
3.294 |
3.274 |
3.210 |
|
| R2 |
3.234 |
3.234 |
3.204 |
|
| R1 |
3.214 |
3.214 |
3.199 |
3.224 |
| PP |
3.174 |
3.174 |
3.174 |
3.180 |
| S1 |
3.154 |
3.154 |
3.188 |
3.164 |
| S2 |
3.114 |
3.114 |
3.182 |
|
| S3 |
3.054 |
3.094 |
3.177 |
|
| S4 |
2.994 |
3.034 |
3.160 |
|
|
| 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 |
3.195 |
3.014 |
0.181 |
5.7% |
0.056 |
1.8% |
99% |
True |
False |
21,605 |
| 10 |
3.198 |
3.014 |
0.184 |
5.8% |
0.066 |
2.1% |
97% |
False |
False |
19,210 |
| 20 |
3.237 |
3.014 |
0.223 |
7.0% |
0.065 |
2.0% |
80% |
False |
False |
15,690 |
| 40 |
3.283 |
3.014 |
0.269 |
8.4% |
0.065 |
2.0% |
67% |
False |
False |
14,500 |
| 60 |
3.391 |
2.969 |
0.422 |
13.2% |
0.071 |
2.2% |
53% |
False |
False |
12,801 |
| 80 |
3.391 |
2.946 |
0.445 |
13.9% |
0.070 |
2.2% |
56% |
False |
False |
11,232 |
| 100 |
3.391 |
2.927 |
0.464 |
14.5% |
0.068 |
2.1% |
57% |
False |
False |
9,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.450 |
|
2.618 |
3.352 |
|
1.618 |
3.292 |
|
1.000 |
3.255 |
|
0.618 |
3.232 |
|
HIGH |
3.195 |
|
0.618 |
3.172 |
|
0.500 |
3.165 |
|
0.382 |
3.158 |
|
LOW |
3.135 |
|
0.618 |
3.098 |
|
1.000 |
3.075 |
|
1.618 |
3.038 |
|
2.618 |
2.978 |
|
4.250 |
2.880 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.184 |
3.176 |
| PP |
3.174 |
3.159 |
| S1 |
3.165 |
3.142 |
|