NYMEX Natural Gas Future October 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 |
2.696 |
2.690 |
-0.006 |
-0.2% |
2.810 |
| High |
2.725 |
2.710 |
-0.015 |
-0.6% |
2.824 |
| Low |
2.681 |
2.642 |
-0.039 |
-1.5% |
2.694 |
| Close |
2.703 |
2.664 |
-0.039 |
-1.4% |
2.697 |
| Range |
0.044 |
0.068 |
0.024 |
54.5% |
0.130 |
| ATR |
0.075 |
0.075 |
-0.001 |
-0.7% |
0.000 |
| Volume |
86,663 |
126,929 |
40,266 |
46.5% |
395,598 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.876 |
2.838 |
2.701 |
|
| R3 |
2.808 |
2.770 |
2.683 |
|
| R2 |
2.740 |
2.740 |
2.676 |
|
| R1 |
2.702 |
2.702 |
2.670 |
2.687 |
| PP |
2.672 |
2.672 |
2.672 |
2.665 |
| S1 |
2.634 |
2.634 |
2.658 |
2.619 |
| S2 |
2.604 |
2.604 |
2.652 |
|
| S3 |
2.536 |
2.566 |
2.645 |
|
| S4 |
2.468 |
2.498 |
2.627 |
|
|
| 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 |
2.792 |
2.641 |
0.151 |
5.7% |
0.067 |
2.5% |
15% |
False |
False |
98,472 |
| 10 |
2.870 |
2.641 |
0.229 |
8.6% |
0.065 |
2.4% |
10% |
False |
False |
85,906 |
| 20 |
2.959 |
2.641 |
0.318 |
11.9% |
0.071 |
2.7% |
7% |
False |
False |
79,241 |
| 40 |
2.983 |
2.641 |
0.342 |
12.8% |
0.076 |
2.8% |
7% |
False |
False |
54,876 |
| 60 |
3.013 |
2.640 |
0.373 |
14.0% |
0.081 |
3.0% |
6% |
False |
False |
47,497 |
| 80 |
3.180 |
2.640 |
0.540 |
20.3% |
0.085 |
3.2% |
4% |
False |
False |
43,866 |
| 100 |
3.180 |
2.638 |
0.542 |
20.3% |
0.083 |
3.1% |
5% |
False |
False |
38,972 |
| 120 |
3.180 |
2.638 |
0.542 |
20.3% |
0.083 |
3.1% |
5% |
False |
False |
35,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.999 |
|
2.618 |
2.888 |
|
1.618 |
2.820 |
|
1.000 |
2.778 |
|
0.618 |
2.752 |
|
HIGH |
2.710 |
|
0.618 |
2.684 |
|
0.500 |
2.676 |
|
0.382 |
2.668 |
|
LOW |
2.642 |
|
0.618 |
2.600 |
|
1.000 |
2.574 |
|
1.618 |
2.532 |
|
2.618 |
2.464 |
|
4.250 |
2.353 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.676 |
2.684 |
| PP |
2.672 |
2.677 |
| S1 |
2.668 |
2.671 |
|