NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.981 |
3.031 |
0.050 |
1.7% |
3.074 |
| High |
3.049 |
3.031 |
-0.018 |
-0.6% |
3.084 |
| Low |
2.962 |
2.936 |
-0.026 |
-0.9% |
2.936 |
| Close |
3.026 |
2.939 |
-0.087 |
-2.9% |
2.939 |
| Range |
0.087 |
0.095 |
0.008 |
9.2% |
0.148 |
| ATR |
0.067 |
0.069 |
0.002 |
2.9% |
0.000 |
| Volume |
21,685 |
19,692 |
-1,993 |
-9.2% |
74,941 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.254 |
3.191 |
2.991 |
|
| R3 |
3.159 |
3.096 |
2.965 |
|
| R2 |
3.064 |
3.064 |
2.956 |
|
| R1 |
3.001 |
3.001 |
2.948 |
2.985 |
| PP |
2.969 |
2.969 |
2.969 |
2.961 |
| S1 |
2.906 |
2.906 |
2.930 |
2.890 |
| S2 |
2.874 |
2.874 |
2.922 |
|
| S3 |
2.779 |
2.811 |
2.913 |
|
| S4 |
2.684 |
2.716 |
2.887 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.430 |
3.333 |
3.020 |
|
| R3 |
3.282 |
3.185 |
2.980 |
|
| R2 |
3.134 |
3.134 |
2.966 |
|
| R1 |
3.037 |
3.037 |
2.953 |
3.012 |
| PP |
2.986 |
2.986 |
2.986 |
2.974 |
| S1 |
2.889 |
2.889 |
2.925 |
2.864 |
| S2 |
2.838 |
2.838 |
2.912 |
|
| S3 |
2.690 |
2.741 |
2.898 |
|
| S4 |
2.542 |
2.593 |
2.858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.084 |
2.936 |
0.148 |
5.0% |
0.066 |
2.2% |
2% |
False |
True |
14,988 |
| 10 |
3.197 |
2.936 |
0.261 |
8.9% |
0.063 |
2.1% |
1% |
False |
True |
20,168 |
| 20 |
3.198 |
2.936 |
0.262 |
8.9% |
0.066 |
2.3% |
1% |
False |
True |
18,157 |
| 40 |
3.237 |
2.936 |
0.301 |
10.2% |
0.066 |
2.3% |
1% |
False |
True |
16,156 |
| 60 |
3.283 |
2.936 |
0.347 |
11.8% |
0.069 |
2.3% |
1% |
False |
True |
14,317 |
| 80 |
3.391 |
2.936 |
0.455 |
15.5% |
0.072 |
2.4% |
1% |
False |
True |
12,588 |
| 100 |
3.391 |
2.927 |
0.464 |
15.8% |
0.069 |
2.3% |
3% |
False |
False |
11,023 |
| 120 |
3.391 |
2.927 |
0.464 |
15.8% |
0.068 |
2.3% |
3% |
False |
False |
9,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.435 |
|
2.618 |
3.280 |
|
1.618 |
3.185 |
|
1.000 |
3.126 |
|
0.618 |
3.090 |
|
HIGH |
3.031 |
|
0.618 |
2.995 |
|
0.500 |
2.984 |
|
0.382 |
2.972 |
|
LOW |
2.936 |
|
0.618 |
2.877 |
|
1.000 |
2.841 |
|
1.618 |
2.782 |
|
2.618 |
2.687 |
|
4.250 |
2.532 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.984 |
2.993 |
| PP |
2.969 |
2.975 |
| S1 |
2.954 |
2.957 |
|