NYMEX Natural Gas Future September 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 |
2.709 |
2.753 |
0.044 |
1.6% |
2.774 |
| High |
2.788 |
2.760 |
-0.028 |
-1.0% |
2.788 |
| Low |
2.694 |
2.670 |
-0.024 |
-0.9% |
2.670 |
| Close |
2.755 |
2.676 |
-0.079 |
-2.9% |
2.676 |
| Range |
0.094 |
0.090 |
-0.004 |
-4.3% |
0.118 |
| ATR |
0.081 |
0.082 |
0.001 |
0.8% |
0.000 |
| Volume |
142,290 |
114,837 |
-27,453 |
-19.3% |
569,169 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.972 |
2.914 |
2.726 |
|
| R3 |
2.882 |
2.824 |
2.701 |
|
| R2 |
2.792 |
2.792 |
2.693 |
|
| R1 |
2.734 |
2.734 |
2.684 |
2.718 |
| PP |
2.702 |
2.702 |
2.702 |
2.694 |
| S1 |
2.644 |
2.644 |
2.668 |
2.628 |
| S2 |
2.612 |
2.612 |
2.660 |
|
| S3 |
2.522 |
2.554 |
2.651 |
|
| S4 |
2.432 |
2.464 |
2.627 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.065 |
2.989 |
2.741 |
|
| R3 |
2.947 |
2.871 |
2.708 |
|
| R2 |
2.829 |
2.829 |
2.698 |
|
| R1 |
2.753 |
2.753 |
2.687 |
2.732 |
| PP |
2.711 |
2.711 |
2.711 |
2.701 |
| S1 |
2.635 |
2.635 |
2.665 |
2.614 |
| S2 |
2.593 |
2.593 |
2.654 |
|
| S3 |
2.475 |
2.517 |
2.644 |
|
| S4 |
2.357 |
2.399 |
2.611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.788 |
2.670 |
0.118 |
4.4% |
0.071 |
2.6% |
5% |
False |
True |
113,833 |
| 10 |
2.934 |
2.670 |
0.264 |
9.9% |
0.074 |
2.8% |
2% |
False |
True |
138,671 |
| 20 |
2.934 |
2.670 |
0.264 |
9.9% |
0.078 |
2.9% |
2% |
False |
True |
138,010 |
| 40 |
2.957 |
2.656 |
0.301 |
11.2% |
0.082 |
3.1% |
7% |
False |
False |
100,845 |
| 60 |
2.988 |
2.600 |
0.388 |
14.5% |
0.086 |
3.2% |
20% |
False |
False |
80,544 |
| 80 |
3.163 |
2.600 |
0.563 |
21.0% |
0.091 |
3.4% |
13% |
False |
False |
66,736 |
| 100 |
3.163 |
2.589 |
0.574 |
21.4% |
0.086 |
3.2% |
15% |
False |
False |
55,991 |
| 120 |
3.163 |
2.589 |
0.574 |
21.4% |
0.085 |
3.2% |
15% |
False |
False |
48,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.143 |
|
2.618 |
2.996 |
|
1.618 |
2.906 |
|
1.000 |
2.850 |
|
0.618 |
2.816 |
|
HIGH |
2.760 |
|
0.618 |
2.726 |
|
0.500 |
2.715 |
|
0.382 |
2.704 |
|
LOW |
2.670 |
|
0.618 |
2.614 |
|
1.000 |
2.580 |
|
1.618 |
2.524 |
|
2.618 |
2.434 |
|
4.250 |
2.288 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.715 |
2.729 |
| PP |
2.702 |
2.711 |
| S1 |
2.689 |
2.694 |
|