NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.654 |
2.671 |
0.017 |
0.6% |
2.774 |
| High |
2.696 |
2.703 |
0.007 |
0.3% |
2.788 |
| Low |
2.624 |
2.652 |
0.028 |
1.1% |
2.670 |
| Close |
2.650 |
2.685 |
0.035 |
1.3% |
2.676 |
| Range |
0.072 |
0.051 |
-0.021 |
-29.2% |
0.118 |
| ATR |
0.081 |
0.079 |
-0.002 |
-2.5% |
0.000 |
| Volume |
105,379 |
46,664 |
-58,715 |
-55.7% |
569,169 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.833 |
2.810 |
2.713 |
|
| R3 |
2.782 |
2.759 |
2.699 |
|
| R2 |
2.731 |
2.731 |
2.694 |
|
| R1 |
2.708 |
2.708 |
2.690 |
2.720 |
| PP |
2.680 |
2.680 |
2.680 |
2.686 |
| S1 |
2.657 |
2.657 |
2.680 |
2.669 |
| S2 |
2.629 |
2.629 |
2.676 |
|
| S3 |
2.578 |
2.606 |
2.671 |
|
| S4 |
2.527 |
2.555 |
2.657 |
|
|
| 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 |
6.1% |
0.070 |
2.6% |
37% |
False |
False |
99,025 |
| 10 |
2.934 |
2.624 |
0.310 |
11.5% |
0.076 |
2.8% |
20% |
False |
False |
126,288 |
| 20 |
2.934 |
2.624 |
0.310 |
11.5% |
0.076 |
2.8% |
20% |
False |
False |
135,419 |
| 40 |
2.957 |
2.624 |
0.333 |
12.4% |
0.080 |
3.0% |
18% |
False |
False |
102,549 |
| 60 |
2.988 |
2.600 |
0.388 |
14.5% |
0.086 |
3.2% |
22% |
False |
False |
82,055 |
| 80 |
3.163 |
2.600 |
0.563 |
21.0% |
0.089 |
3.3% |
15% |
False |
False |
68,123 |
| 100 |
3.163 |
2.589 |
0.574 |
21.4% |
0.086 |
3.2% |
17% |
False |
False |
57,328 |
| 120 |
3.163 |
2.589 |
0.574 |
21.4% |
0.085 |
3.2% |
17% |
False |
False |
49,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.920 |
|
2.618 |
2.837 |
|
1.618 |
2.786 |
|
1.000 |
2.754 |
|
0.618 |
2.735 |
|
HIGH |
2.703 |
|
0.618 |
2.684 |
|
0.500 |
2.678 |
|
0.382 |
2.671 |
|
LOW |
2.652 |
|
0.618 |
2.620 |
|
1.000 |
2.601 |
|
1.618 |
2.569 |
|
2.618 |
2.518 |
|
4.250 |
2.435 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.683 |
2.692 |
| PP |
2.680 |
2.690 |
| S1 |
2.678 |
2.687 |
|