NYMEX Natural Gas Future October 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 |
2.671 |
2.677 |
0.006 |
0.2% |
2.810 |
| High |
2.714 |
2.706 |
-0.008 |
-0.3% |
2.824 |
| Low |
2.641 |
2.655 |
0.014 |
0.5% |
2.694 |
| Close |
2.656 |
2.695 |
0.039 |
1.5% |
2.697 |
| Range |
0.073 |
0.051 |
-0.022 |
-30.1% |
0.130 |
| ATR |
0.079 |
0.077 |
-0.002 |
-2.6% |
0.000 |
| Volume |
105,124 |
83,147 |
-21,977 |
-20.9% |
395,598 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.838 |
2.818 |
2.723 |
|
| R3 |
2.787 |
2.767 |
2.709 |
|
| R2 |
2.736 |
2.736 |
2.704 |
|
| R1 |
2.716 |
2.716 |
2.700 |
2.726 |
| PP |
2.685 |
2.685 |
2.685 |
2.691 |
| S1 |
2.665 |
2.665 |
2.690 |
2.675 |
| S2 |
2.634 |
2.634 |
2.686 |
|
| S3 |
2.583 |
2.614 |
2.681 |
|
| S4 |
2.532 |
2.563 |
2.667 |
|
|
| 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 |
6.5% |
0.072 |
2.7% |
31% |
False |
False |
84,086 |
| 10 |
2.959 |
2.641 |
0.318 |
11.8% |
0.075 |
2.8% |
17% |
False |
False |
89,111 |
| 20 |
2.959 |
2.641 |
0.318 |
11.8% |
0.074 |
2.8% |
17% |
False |
False |
72,200 |
| 40 |
2.983 |
2.641 |
0.342 |
12.7% |
0.077 |
2.9% |
16% |
False |
False |
50,891 |
| 60 |
3.013 |
2.640 |
0.373 |
13.8% |
0.083 |
3.1% |
15% |
False |
False |
44,953 |
| 80 |
3.180 |
2.640 |
0.540 |
20.0% |
0.086 |
3.2% |
10% |
False |
False |
41,610 |
| 100 |
3.180 |
2.638 |
0.542 |
20.1% |
0.083 |
3.1% |
11% |
False |
False |
37,114 |
| 120 |
3.180 |
2.638 |
0.542 |
20.1% |
0.083 |
3.1% |
11% |
False |
False |
34,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.923 |
|
2.618 |
2.840 |
|
1.618 |
2.789 |
|
1.000 |
2.757 |
|
0.618 |
2.738 |
|
HIGH |
2.706 |
|
0.618 |
2.687 |
|
0.500 |
2.681 |
|
0.382 |
2.674 |
|
LOW |
2.655 |
|
0.618 |
2.623 |
|
1.000 |
2.604 |
|
1.618 |
2.572 |
|
2.618 |
2.521 |
|
4.250 |
2.438 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.690 |
2.717 |
| PP |
2.685 |
2.709 |
| S1 |
2.681 |
2.702 |
|