NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.690 |
2.677 |
-0.013 |
-0.5% |
2.671 |
| High |
2.710 |
2.725 |
0.015 |
0.6% |
2.725 |
| Low |
2.642 |
2.664 |
0.022 |
0.8% |
2.641 |
| Close |
2.664 |
2.715 |
0.051 |
1.9% |
2.715 |
| Range |
0.068 |
0.061 |
-0.007 |
-10.3% |
0.084 |
| ATR |
0.075 |
0.074 |
-0.001 |
-1.3% |
0.000 |
| Volume |
126,929 |
80,832 |
-46,097 |
-36.3% |
482,695 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.884 |
2.861 |
2.749 |
|
| R3 |
2.823 |
2.800 |
2.732 |
|
| R2 |
2.762 |
2.762 |
2.726 |
|
| R1 |
2.739 |
2.739 |
2.721 |
2.751 |
| PP |
2.701 |
2.701 |
2.701 |
2.707 |
| S1 |
2.678 |
2.678 |
2.709 |
2.690 |
| S2 |
2.640 |
2.640 |
2.704 |
|
| S3 |
2.579 |
2.617 |
2.698 |
|
| S4 |
2.518 |
2.556 |
2.681 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.946 |
2.914 |
2.761 |
|
| R3 |
2.862 |
2.830 |
2.738 |
|
| R2 |
2.778 |
2.778 |
2.730 |
|
| R1 |
2.746 |
2.746 |
2.723 |
2.762 |
| PP |
2.694 |
2.694 |
2.694 |
2.702 |
| S1 |
2.662 |
2.662 |
2.707 |
2.678 |
| S2 |
2.610 |
2.610 |
2.700 |
|
| S3 |
2.526 |
2.578 |
2.692 |
|
| S4 |
2.442 |
2.494 |
2.669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.725 |
2.641 |
0.084 |
3.1% |
0.059 |
2.2% |
88% |
True |
False |
96,539 |
| 10 |
2.824 |
2.641 |
0.183 |
6.7% |
0.066 |
2.4% |
40% |
False |
False |
87,829 |
| 20 |
2.959 |
2.641 |
0.318 |
11.7% |
0.071 |
2.6% |
23% |
False |
False |
81,386 |
| 40 |
2.983 |
2.641 |
0.342 |
12.6% |
0.075 |
2.8% |
22% |
False |
False |
56,236 |
| 60 |
3.013 |
2.641 |
0.372 |
13.7% |
0.080 |
3.0% |
20% |
False |
False |
48,415 |
| 80 |
3.180 |
2.640 |
0.540 |
19.9% |
0.085 |
3.1% |
14% |
False |
False |
44,663 |
| 100 |
3.180 |
2.638 |
0.542 |
20.0% |
0.083 |
3.1% |
14% |
False |
False |
39,608 |
| 120 |
3.180 |
2.638 |
0.542 |
20.0% |
0.083 |
3.1% |
14% |
False |
False |
36,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.984 |
|
2.618 |
2.885 |
|
1.618 |
2.824 |
|
1.000 |
2.786 |
|
0.618 |
2.763 |
|
HIGH |
2.725 |
|
0.618 |
2.702 |
|
0.500 |
2.695 |
|
0.382 |
2.687 |
|
LOW |
2.664 |
|
0.618 |
2.626 |
|
1.000 |
2.603 |
|
1.618 |
2.565 |
|
2.618 |
2.504 |
|
4.250 |
2.405 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.708 |
2.705 |
| PP |
2.701 |
2.694 |
| S1 |
2.695 |
2.684 |
|