NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.753 |
2.654 |
-0.099 |
-3.6% |
2.774 |
| High |
2.760 |
2.696 |
-0.064 |
-2.3% |
2.788 |
| Low |
2.670 |
2.624 |
-0.046 |
-1.7% |
2.670 |
| Close |
2.676 |
2.650 |
-0.026 |
-1.0% |
2.676 |
| Range |
0.090 |
0.072 |
-0.018 |
-20.0% |
0.118 |
| ATR |
0.082 |
0.081 |
-0.001 |
-0.9% |
0.000 |
| Volume |
114,837 |
105,379 |
-9,458 |
-8.2% |
569,169 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.873 |
2.833 |
2.690 |
|
| R3 |
2.801 |
2.761 |
2.670 |
|
| R2 |
2.729 |
2.729 |
2.663 |
|
| R1 |
2.689 |
2.689 |
2.657 |
2.673 |
| PP |
2.657 |
2.657 |
2.657 |
2.649 |
| S1 |
2.617 |
2.617 |
2.643 |
2.601 |
| S2 |
2.585 |
2.585 |
2.637 |
|
| S3 |
2.513 |
2.545 |
2.630 |
|
| S4 |
2.441 |
2.473 |
2.610 |
|
|
| 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 |
2.624 |
0.164 |
6.2% |
0.071 |
2.7% |
16% |
False |
True |
110,800 |
| 10 |
2.934 |
2.624 |
0.310 |
11.7% |
0.078 |
2.9% |
8% |
False |
True |
135,937 |
| 20 |
2.934 |
2.624 |
0.310 |
11.7% |
0.078 |
2.9% |
8% |
False |
True |
139,380 |
| 40 |
2.957 |
2.624 |
0.333 |
12.6% |
0.081 |
3.1% |
8% |
False |
True |
102,276 |
| 60 |
2.988 |
2.600 |
0.388 |
14.6% |
0.086 |
3.2% |
13% |
False |
False |
81,755 |
| 80 |
3.163 |
2.600 |
0.563 |
21.2% |
0.089 |
3.4% |
9% |
False |
False |
67,919 |
| 100 |
3.163 |
2.589 |
0.574 |
21.7% |
0.086 |
3.3% |
11% |
False |
False |
56,972 |
| 120 |
3.163 |
2.589 |
0.574 |
21.7% |
0.085 |
3.2% |
11% |
False |
False |
49,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.002 |
|
2.618 |
2.884 |
|
1.618 |
2.812 |
|
1.000 |
2.768 |
|
0.618 |
2.740 |
|
HIGH |
2.696 |
|
0.618 |
2.668 |
|
0.500 |
2.660 |
|
0.382 |
2.652 |
|
LOW |
2.624 |
|
0.618 |
2.580 |
|
1.000 |
2.552 |
|
1.618 |
2.508 |
|
2.618 |
2.436 |
|
4.250 |
2.318 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.660 |
2.706 |
| PP |
2.657 |
2.687 |
| S1 |
2.653 |
2.669 |
|