NYMEX Natural Gas Future November 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 |
2.879 |
2.767 |
-0.112 |
-3.9% |
2.915 |
| High |
2.879 |
2.803 |
-0.076 |
-2.6% |
2.925 |
| Low |
2.786 |
2.735 |
-0.051 |
-1.8% |
2.786 |
| Close |
2.788 |
2.740 |
-0.048 |
-1.7% |
2.788 |
| Range |
0.093 |
0.068 |
-0.025 |
-26.9% |
0.139 |
| ATR |
0.075 |
0.074 |
0.000 |
-0.6% |
0.000 |
| Volume |
37,276 |
29,927 |
-7,349 |
-19.7% |
153,642 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.963 |
2.920 |
2.777 |
|
| R3 |
2.895 |
2.852 |
2.759 |
|
| R2 |
2.827 |
2.827 |
2.752 |
|
| R1 |
2.784 |
2.784 |
2.746 |
2.772 |
| PP |
2.759 |
2.759 |
2.759 |
2.753 |
| S1 |
2.716 |
2.716 |
2.734 |
2.704 |
| S2 |
2.691 |
2.691 |
2.728 |
|
| S3 |
2.623 |
2.648 |
2.721 |
|
| S4 |
2.555 |
2.580 |
2.703 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.250 |
3.158 |
2.864 |
|
| R3 |
3.111 |
3.019 |
2.826 |
|
| R2 |
2.972 |
2.972 |
2.813 |
|
| R1 |
2.880 |
2.880 |
2.801 |
2.857 |
| PP |
2.833 |
2.833 |
2.833 |
2.821 |
| S1 |
2.741 |
2.741 |
2.775 |
2.718 |
| S2 |
2.694 |
2.694 |
2.763 |
|
| S3 |
2.555 |
2.602 |
2.750 |
|
| S4 |
2.416 |
2.463 |
2.712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.900 |
2.735 |
0.165 |
6.0% |
0.069 |
2.5% |
3% |
False |
True |
31,843 |
| 10 |
3.052 |
2.735 |
0.317 |
11.6% |
0.071 |
2.6% |
2% |
False |
True |
45,557 |
| 20 |
3.052 |
2.735 |
0.317 |
11.6% |
0.070 |
2.6% |
2% |
False |
True |
39,467 |
| 40 |
3.079 |
2.735 |
0.344 |
12.6% |
0.072 |
2.6% |
1% |
False |
True |
30,564 |
| 60 |
3.118 |
2.735 |
0.383 |
14.0% |
0.075 |
2.7% |
1% |
False |
True |
26,403 |
| 80 |
3.254 |
2.735 |
0.519 |
18.9% |
0.077 |
2.8% |
1% |
False |
True |
22,887 |
| 100 |
3.254 |
2.735 |
0.519 |
18.9% |
0.075 |
2.7% |
1% |
False |
True |
19,550 |
| 120 |
3.254 |
2.735 |
0.519 |
18.9% |
0.074 |
2.7% |
1% |
False |
True |
17,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.092 |
|
2.618 |
2.981 |
|
1.618 |
2.913 |
|
1.000 |
2.871 |
|
0.618 |
2.845 |
|
HIGH |
2.803 |
|
0.618 |
2.777 |
|
0.500 |
2.769 |
|
0.382 |
2.761 |
|
LOW |
2.735 |
|
0.618 |
2.693 |
|
1.000 |
2.667 |
|
1.618 |
2.625 |
|
2.618 |
2.557 |
|
4.250 |
2.446 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.769 |
2.818 |
| PP |
2.759 |
2.792 |
| S1 |
2.750 |
2.766 |
|