NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.677 |
2.681 |
0.004 |
0.1% |
2.671 |
| High |
2.725 |
2.692 |
-0.033 |
-1.2% |
2.725 |
| Low |
2.664 |
2.643 |
-0.021 |
-0.8% |
2.641 |
| Close |
2.715 |
2.689 |
-0.026 |
-1.0% |
2.715 |
| Range |
0.061 |
0.049 |
-0.012 |
-19.7% |
0.084 |
| ATR |
0.074 |
0.073 |
0.000 |
-0.2% |
0.000 |
| Volume |
80,832 |
87,735 |
6,903 |
8.5% |
482,695 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.822 |
2.804 |
2.716 |
|
| R3 |
2.773 |
2.755 |
2.702 |
|
| R2 |
2.724 |
2.724 |
2.698 |
|
| R1 |
2.706 |
2.706 |
2.693 |
2.715 |
| PP |
2.675 |
2.675 |
2.675 |
2.679 |
| S1 |
2.657 |
2.657 |
2.685 |
2.666 |
| S2 |
2.626 |
2.626 |
2.680 |
|
| S3 |
2.577 |
2.608 |
2.676 |
|
| S4 |
2.528 |
2.559 |
2.662 |
|
|
| 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 |
2.642 |
0.083 |
3.1% |
0.055 |
2.0% |
57% |
False |
False |
93,061 |
| 10 |
2.816 |
2.641 |
0.175 |
6.5% |
0.064 |
2.4% |
27% |
False |
False |
87,470 |
| 20 |
2.959 |
2.641 |
0.318 |
11.8% |
0.069 |
2.6% |
15% |
False |
False |
83,610 |
| 40 |
2.983 |
2.641 |
0.342 |
12.7% |
0.075 |
2.8% |
14% |
False |
False |
57,727 |
| 60 |
3.013 |
2.641 |
0.372 |
13.8% |
0.080 |
3.0% |
13% |
False |
False |
49,244 |
| 80 |
3.180 |
2.640 |
0.540 |
20.1% |
0.085 |
3.2% |
9% |
False |
False |
45,547 |
| 100 |
3.180 |
2.638 |
0.542 |
20.2% |
0.083 |
3.1% |
9% |
False |
False |
40,305 |
| 120 |
3.180 |
2.638 |
0.542 |
20.2% |
0.082 |
3.0% |
9% |
False |
False |
36,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.900 |
|
2.618 |
2.820 |
|
1.618 |
2.771 |
|
1.000 |
2.741 |
|
0.618 |
2.722 |
|
HIGH |
2.692 |
|
0.618 |
2.673 |
|
0.500 |
2.668 |
|
0.382 |
2.662 |
|
LOW |
2.643 |
|
0.618 |
2.613 |
|
1.000 |
2.594 |
|
1.618 |
2.564 |
|
2.618 |
2.515 |
|
4.250 |
2.435 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.682 |
2.687 |
| PP |
2.675 |
2.685 |
| S1 |
2.668 |
2.684 |
|