NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.033 |
3.001 |
-0.032 |
-1.1% |
3.116 |
| High |
3.045 |
3.015 |
-0.030 |
-1.0% |
3.197 |
| Low |
2.990 |
2.977 |
-0.013 |
-0.4% |
3.081 |
| Close |
3.000 |
2.989 |
-0.011 |
-0.4% |
3.098 |
| Range |
0.055 |
0.038 |
-0.017 |
-30.9% |
0.116 |
| ATR |
0.068 |
0.066 |
-0.002 |
-3.2% |
0.000 |
| Volume |
11,945 |
13,173 |
1,228 |
10.3% |
126,748 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.108 |
3.086 |
3.010 |
|
| R3 |
3.070 |
3.048 |
2.999 |
|
| R2 |
3.032 |
3.032 |
2.996 |
|
| R1 |
3.010 |
3.010 |
2.992 |
3.002 |
| PP |
2.994 |
2.994 |
2.994 |
2.990 |
| S1 |
2.972 |
2.972 |
2.986 |
2.964 |
| S2 |
2.956 |
2.956 |
2.982 |
|
| S3 |
2.918 |
2.934 |
2.979 |
|
| S4 |
2.880 |
2.896 |
2.968 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.473 |
3.402 |
3.162 |
|
| R3 |
3.357 |
3.286 |
3.130 |
|
| R2 |
3.241 |
3.241 |
3.119 |
|
| R1 |
3.170 |
3.170 |
3.109 |
3.148 |
| PP |
3.125 |
3.125 |
3.125 |
3.114 |
| S1 |
3.054 |
3.054 |
3.087 |
3.032 |
| S2 |
3.009 |
3.009 |
3.077 |
|
| S3 |
2.893 |
2.938 |
3.066 |
|
| S4 |
2.777 |
2.822 |
3.034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.197 |
2.977 |
0.220 |
7.4% |
0.061 |
2.0% |
5% |
False |
True |
19,032 |
| 10 |
3.197 |
2.977 |
0.220 |
7.4% |
0.058 |
2.0% |
5% |
False |
True |
20,318 |
| 20 |
3.237 |
2.977 |
0.260 |
8.7% |
0.065 |
2.2% |
5% |
False |
True |
17,527 |
| 40 |
3.237 |
2.977 |
0.260 |
8.7% |
0.065 |
2.2% |
5% |
False |
True |
15,464 |
| 60 |
3.283 |
2.969 |
0.314 |
10.5% |
0.069 |
2.3% |
6% |
False |
False |
13,778 |
| 80 |
3.391 |
2.960 |
0.431 |
14.4% |
0.071 |
2.4% |
7% |
False |
False |
12,184 |
| 100 |
3.391 |
2.927 |
0.464 |
15.5% |
0.068 |
2.3% |
13% |
False |
False |
10,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.177 |
|
2.618 |
3.114 |
|
1.618 |
3.076 |
|
1.000 |
3.053 |
|
0.618 |
3.038 |
|
HIGH |
3.015 |
|
0.618 |
3.000 |
|
0.500 |
2.996 |
|
0.382 |
2.992 |
|
LOW |
2.977 |
|
0.618 |
2.954 |
|
1.000 |
2.939 |
|
1.618 |
2.916 |
|
2.618 |
2.878 |
|
4.250 |
2.816 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.996 |
3.031 |
| PP |
2.994 |
3.017 |
| S1 |
2.991 |
3.003 |
|