NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.694 |
2.681 |
-0.013 |
-0.5% |
2.774 |
| High |
2.714 |
2.696 |
-0.018 |
-0.7% |
2.788 |
| Low |
2.668 |
2.629 |
-0.039 |
-1.5% |
2.670 |
| Close |
2.693 |
2.638 |
-0.055 |
-2.0% |
2.676 |
| Range |
0.046 |
0.067 |
0.021 |
45.7% |
0.118 |
| ATR |
0.077 |
0.076 |
-0.001 |
-0.9% |
0.000 |
| Volume |
33,493 |
8,545 |
-24,948 |
-74.5% |
569,169 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.855 |
2.814 |
2.675 |
|
| R3 |
2.788 |
2.747 |
2.656 |
|
| R2 |
2.721 |
2.721 |
2.650 |
|
| R1 |
2.680 |
2.680 |
2.644 |
2.667 |
| PP |
2.654 |
2.654 |
2.654 |
2.648 |
| S1 |
2.613 |
2.613 |
2.632 |
2.600 |
| S2 |
2.587 |
2.587 |
2.626 |
|
| S3 |
2.520 |
2.546 |
2.620 |
|
| S4 |
2.453 |
2.479 |
2.601 |
|
|
| 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 |
2.760 |
2.624 |
0.136 |
5.2% |
0.065 |
2.5% |
10% |
False |
False |
61,783 |
| 10 |
2.836 |
2.624 |
0.212 |
8.0% |
0.065 |
2.4% |
7% |
False |
False |
86,104 |
| 20 |
2.934 |
2.624 |
0.310 |
11.8% |
0.073 |
2.8% |
5% |
False |
False |
124,237 |
| 40 |
2.957 |
2.624 |
0.333 |
12.6% |
0.078 |
3.0% |
4% |
False |
False |
102,125 |
| 60 |
2.988 |
2.600 |
0.388 |
14.7% |
0.084 |
3.2% |
10% |
False |
False |
81,846 |
| 80 |
3.163 |
2.600 |
0.563 |
21.3% |
0.089 |
3.4% |
7% |
False |
False |
68,295 |
| 100 |
3.163 |
2.589 |
0.574 |
21.8% |
0.086 |
3.3% |
9% |
False |
False |
57,548 |
| 120 |
3.163 |
2.589 |
0.574 |
21.8% |
0.085 |
3.2% |
9% |
False |
False |
49,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.981 |
|
2.618 |
2.871 |
|
1.618 |
2.804 |
|
1.000 |
2.763 |
|
0.618 |
2.737 |
|
HIGH |
2.696 |
|
0.618 |
2.670 |
|
0.500 |
2.663 |
|
0.382 |
2.655 |
|
LOW |
2.629 |
|
0.618 |
2.588 |
|
1.000 |
2.562 |
|
1.618 |
2.521 |
|
2.618 |
2.454 |
|
4.250 |
2.344 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.663 |
2.672 |
| PP |
2.654 |
2.660 |
| S1 |
2.646 |
2.649 |
|