NYMEX Natural Gas Future October 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 |
2.784 |
2.671 |
-0.113 |
-4.1% |
2.810 |
| High |
2.792 |
2.714 |
-0.078 |
-2.8% |
2.824 |
| Low |
2.694 |
2.641 |
-0.053 |
-2.0% |
2.694 |
| Close |
2.697 |
2.656 |
-0.041 |
-1.5% |
2.697 |
| Range |
0.098 |
0.073 |
-0.025 |
-25.5% |
0.130 |
| ATR |
0.080 |
0.079 |
0.000 |
-0.6% |
0.000 |
| Volume |
90,498 |
105,124 |
14,626 |
16.2% |
395,598 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.889 |
2.846 |
2.696 |
|
| R3 |
2.816 |
2.773 |
2.676 |
|
| R2 |
2.743 |
2.743 |
2.669 |
|
| R1 |
2.700 |
2.700 |
2.663 |
2.685 |
| PP |
2.670 |
2.670 |
2.670 |
2.663 |
| S1 |
2.627 |
2.627 |
2.649 |
2.612 |
| S2 |
2.597 |
2.597 |
2.643 |
|
| S3 |
2.524 |
2.554 |
2.636 |
|
| S4 |
2.451 |
2.481 |
2.616 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.128 |
3.043 |
2.769 |
|
| R3 |
2.998 |
2.913 |
2.733 |
|
| R2 |
2.868 |
2.868 |
2.721 |
|
| R1 |
2.783 |
2.783 |
2.709 |
2.761 |
| PP |
2.738 |
2.738 |
2.738 |
2.727 |
| S1 |
2.653 |
2.653 |
2.685 |
2.631 |
| S2 |
2.608 |
2.608 |
2.673 |
|
| S3 |
2.478 |
2.523 |
2.661 |
|
| S4 |
2.348 |
2.393 |
2.626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.816 |
2.641 |
0.175 |
6.6% |
0.073 |
2.7% |
9% |
False |
True |
81,879 |
| 10 |
2.959 |
2.641 |
0.318 |
12.0% |
0.077 |
2.9% |
5% |
False |
True |
88,233 |
| 20 |
2.959 |
2.641 |
0.318 |
12.0% |
0.075 |
2.8% |
5% |
False |
True |
69,171 |
| 40 |
2.983 |
2.641 |
0.342 |
12.9% |
0.078 |
2.9% |
4% |
False |
True |
49,625 |
| 60 |
3.013 |
2.640 |
0.373 |
14.0% |
0.083 |
3.1% |
4% |
False |
False |
44,053 |
| 80 |
3.180 |
2.640 |
0.540 |
20.3% |
0.086 |
3.2% |
3% |
False |
False |
41,155 |
| 100 |
3.180 |
2.638 |
0.542 |
20.4% |
0.084 |
3.1% |
3% |
False |
False |
36,470 |
| 120 |
3.180 |
2.638 |
0.542 |
20.4% |
0.083 |
3.1% |
3% |
False |
False |
33,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.024 |
|
2.618 |
2.905 |
|
1.618 |
2.832 |
|
1.000 |
2.787 |
|
0.618 |
2.759 |
|
HIGH |
2.714 |
|
0.618 |
2.686 |
|
0.500 |
2.678 |
|
0.382 |
2.669 |
|
LOW |
2.641 |
|
0.618 |
2.596 |
|
1.000 |
2.568 |
|
1.618 |
2.523 |
|
2.618 |
2.450 |
|
4.250 |
2.331 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.678 |
2.729 |
| PP |
2.670 |
2.704 |
| S1 |
2.663 |
2.680 |
|