NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.755 |
2.774 |
0.019 |
0.7% |
2.915 |
| High |
2.781 |
2.799 |
0.018 |
0.6% |
2.925 |
| Low |
2.732 |
2.763 |
0.031 |
1.1% |
2.786 |
| Close |
2.773 |
2.784 |
0.011 |
0.4% |
2.788 |
| Range |
0.049 |
0.036 |
-0.013 |
-26.5% |
0.139 |
| ATR |
0.072 |
0.070 |
-0.003 |
-3.6% |
0.000 |
| Volume |
39,917 |
35,889 |
-4,028 |
-10.1% |
153,642 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.890 |
2.873 |
2.804 |
|
| R3 |
2.854 |
2.837 |
2.794 |
|
| R2 |
2.818 |
2.818 |
2.791 |
|
| R1 |
2.801 |
2.801 |
2.787 |
2.810 |
| PP |
2.782 |
2.782 |
2.782 |
2.786 |
| S1 |
2.765 |
2.765 |
2.781 |
2.774 |
| S2 |
2.746 |
2.746 |
2.777 |
|
| S3 |
2.710 |
2.729 |
2.774 |
|
| S4 |
2.674 |
2.693 |
2.764 |
|
|
| 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 |
6.0% |
0.067 |
2.4% |
31% |
False |
False |
36,108 |
| 10 |
3.049 |
2.732 |
0.317 |
11.4% |
0.067 |
2.4% |
16% |
False |
False |
41,143 |
| 20 |
3.052 |
2.732 |
0.320 |
11.5% |
0.069 |
2.5% |
16% |
False |
False |
41,451 |
| 40 |
3.079 |
2.732 |
0.347 |
12.5% |
0.070 |
2.5% |
15% |
False |
False |
31,400 |
| 60 |
3.118 |
2.732 |
0.386 |
13.9% |
0.073 |
2.6% |
13% |
False |
False |
27,255 |
| 80 |
3.254 |
2.732 |
0.522 |
18.8% |
0.077 |
2.8% |
10% |
False |
False |
23,551 |
| 100 |
3.254 |
2.732 |
0.522 |
18.8% |
0.074 |
2.7% |
10% |
False |
False |
20,163 |
| 120 |
3.254 |
2.732 |
0.522 |
18.8% |
0.074 |
2.6% |
10% |
False |
False |
17,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.952 |
|
2.618 |
2.893 |
|
1.618 |
2.857 |
|
1.000 |
2.835 |
|
0.618 |
2.821 |
|
HIGH |
2.799 |
|
0.618 |
2.785 |
|
0.500 |
2.781 |
|
0.382 |
2.777 |
|
LOW |
2.763 |
|
0.618 |
2.741 |
|
1.000 |
2.727 |
|
1.618 |
2.705 |
|
2.618 |
2.669 |
|
4.250 |
2.610 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.783 |
2.779 |
| PP |
2.782 |
2.773 |
| S1 |
2.781 |
2.768 |
|