NYMEX Natural Gas Future November 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 |
2.767 |
2.755 |
-0.012 |
-0.4% |
2.915 |
| High |
2.803 |
2.781 |
-0.022 |
-0.8% |
2.925 |
| Low |
2.735 |
2.732 |
-0.003 |
-0.1% |
2.786 |
| Close |
2.740 |
2.773 |
0.033 |
1.2% |
2.788 |
| Range |
0.068 |
0.049 |
-0.019 |
-27.9% |
0.139 |
| ATR |
0.074 |
0.072 |
-0.002 |
-2.4% |
0.000 |
| Volume |
29,927 |
39,917 |
9,990 |
33.4% |
153,642 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.909 |
2.890 |
2.800 |
|
| R3 |
2.860 |
2.841 |
2.786 |
|
| R2 |
2.811 |
2.811 |
2.782 |
|
| R1 |
2.792 |
2.792 |
2.777 |
2.802 |
| PP |
2.762 |
2.762 |
2.762 |
2.767 |
| S1 |
2.743 |
2.743 |
2.769 |
2.753 |
| S2 |
2.713 |
2.713 |
2.764 |
|
| S3 |
2.664 |
2.694 |
2.760 |
|
| S4 |
2.615 |
2.645 |
2.746 |
|
|
| 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 |
2.732 |
0.168 |
6.1% |
0.068 |
2.5% |
24% |
False |
True |
33,752 |
| 10 |
3.052 |
2.732 |
0.320 |
11.5% |
0.071 |
2.5% |
13% |
False |
True |
43,431 |
| 20 |
3.052 |
2.732 |
0.320 |
11.5% |
0.070 |
2.5% |
13% |
False |
True |
40,526 |
| 40 |
3.079 |
2.732 |
0.347 |
12.5% |
0.071 |
2.6% |
12% |
False |
True |
30,974 |
| 60 |
3.118 |
2.732 |
0.386 |
13.9% |
0.075 |
2.7% |
11% |
False |
True |
26,876 |
| 80 |
3.254 |
2.732 |
0.522 |
18.8% |
0.077 |
2.8% |
8% |
False |
True |
23,180 |
| 100 |
3.254 |
2.732 |
0.522 |
18.8% |
0.074 |
2.7% |
8% |
False |
True |
19,882 |
| 120 |
3.254 |
2.732 |
0.522 |
18.8% |
0.074 |
2.7% |
8% |
False |
True |
17,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.989 |
|
2.618 |
2.909 |
|
1.618 |
2.860 |
|
1.000 |
2.830 |
|
0.618 |
2.811 |
|
HIGH |
2.781 |
|
0.618 |
2.762 |
|
0.500 |
2.757 |
|
0.382 |
2.751 |
|
LOW |
2.732 |
|
0.618 |
2.702 |
|
1.000 |
2.683 |
|
1.618 |
2.653 |
|
2.618 |
2.604 |
|
4.250 |
2.524 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.768 |
2.806 |
| PP |
2.762 |
2.795 |
| S1 |
2.757 |
2.784 |
|