NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.671 |
2.694 |
0.023 |
0.9% |
2.774 |
| High |
2.703 |
2.714 |
0.011 |
0.4% |
2.788 |
| Low |
2.652 |
2.668 |
0.016 |
0.6% |
2.670 |
| Close |
2.685 |
2.693 |
0.008 |
0.3% |
2.676 |
| Range |
0.051 |
0.046 |
-0.005 |
-9.8% |
0.118 |
| ATR |
0.079 |
0.077 |
-0.002 |
-3.0% |
0.000 |
| Volume |
46,664 |
33,493 |
-13,171 |
-28.2% |
569,169 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.830 |
2.807 |
2.718 |
|
| R3 |
2.784 |
2.761 |
2.706 |
|
| R2 |
2.738 |
2.738 |
2.701 |
|
| R1 |
2.715 |
2.715 |
2.697 |
2.704 |
| PP |
2.692 |
2.692 |
2.692 |
2.686 |
| S1 |
2.669 |
2.669 |
2.689 |
2.658 |
| S2 |
2.646 |
2.646 |
2.685 |
|
| S3 |
2.600 |
2.623 |
2.680 |
|
| S4 |
2.554 |
2.577 |
2.668 |
|
|
| 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% |
0.071 |
2.6% |
42% |
False |
False |
88,532 |
| 10 |
2.931 |
2.624 |
0.307 |
11.4% |
0.073 |
2.7% |
22% |
False |
False |
109,881 |
| 20 |
2.934 |
2.624 |
0.310 |
11.5% |
0.076 |
2.8% |
22% |
False |
False |
131,138 |
| 40 |
2.957 |
2.624 |
0.333 |
12.4% |
0.079 |
2.9% |
21% |
False |
False |
102,730 |
| 60 |
2.988 |
2.600 |
0.388 |
14.4% |
0.084 |
3.1% |
24% |
False |
False |
82,122 |
| 80 |
3.163 |
2.600 |
0.563 |
20.9% |
0.088 |
3.3% |
17% |
False |
False |
68,331 |
| 100 |
3.163 |
2.589 |
0.574 |
21.3% |
0.086 |
3.2% |
18% |
False |
False |
57,527 |
| 120 |
3.163 |
2.589 |
0.574 |
21.3% |
0.085 |
3.2% |
18% |
False |
False |
49,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.910 |
|
2.618 |
2.834 |
|
1.618 |
2.788 |
|
1.000 |
2.760 |
|
0.618 |
2.742 |
|
HIGH |
2.714 |
|
0.618 |
2.696 |
|
0.500 |
2.691 |
|
0.382 |
2.686 |
|
LOW |
2.668 |
|
0.618 |
2.640 |
|
1.000 |
2.622 |
|
1.618 |
2.594 |
|
2.618 |
2.548 |
|
4.250 |
2.473 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.692 |
2.685 |
| PP |
2.692 |
2.677 |
| S1 |
2.691 |
2.669 |
|