NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.774 |
2.775 |
0.001 |
0.0% |
2.915 |
| High |
2.799 |
2.792 |
-0.007 |
-0.3% |
2.925 |
| Low |
2.763 |
2.726 |
-0.037 |
-1.3% |
2.786 |
| Close |
2.784 |
2.745 |
-0.039 |
-1.4% |
2.788 |
| Range |
0.036 |
0.066 |
0.030 |
83.3% |
0.139 |
| ATR |
0.070 |
0.069 |
0.000 |
-0.4% |
0.000 |
| Volume |
35,889 |
29,597 |
-6,292 |
-17.5% |
153,642 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.952 |
2.915 |
2.781 |
|
| R3 |
2.886 |
2.849 |
2.763 |
|
| R2 |
2.820 |
2.820 |
2.757 |
|
| R1 |
2.783 |
2.783 |
2.751 |
2.769 |
| PP |
2.754 |
2.754 |
2.754 |
2.747 |
| S1 |
2.717 |
2.717 |
2.739 |
2.703 |
| S2 |
2.688 |
2.688 |
2.733 |
|
| S3 |
2.622 |
2.651 |
2.727 |
|
| S4 |
2.556 |
2.585 |
2.709 |
|
|
| 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 |
2.879 |
2.726 |
0.153 |
5.6% |
0.062 |
2.3% |
12% |
False |
True |
34,521 |
| 10 |
2.969 |
2.726 |
0.243 |
8.9% |
0.061 |
2.2% |
8% |
False |
True |
36,538 |
| 20 |
3.052 |
2.726 |
0.326 |
11.9% |
0.067 |
2.4% |
6% |
False |
True |
41,736 |
| 40 |
3.079 |
2.726 |
0.353 |
12.9% |
0.070 |
2.5% |
5% |
False |
True |
31,678 |
| 60 |
3.118 |
2.726 |
0.392 |
14.3% |
0.073 |
2.7% |
5% |
False |
True |
27,481 |
| 80 |
3.254 |
2.726 |
0.528 |
19.2% |
0.077 |
2.8% |
4% |
False |
True |
23,853 |
| 100 |
3.254 |
2.726 |
0.528 |
19.2% |
0.074 |
2.7% |
4% |
False |
True |
20,399 |
| 120 |
3.254 |
2.726 |
0.528 |
19.2% |
0.074 |
2.7% |
4% |
False |
True |
17,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.073 |
|
2.618 |
2.965 |
|
1.618 |
2.899 |
|
1.000 |
2.858 |
|
0.618 |
2.833 |
|
HIGH |
2.792 |
|
0.618 |
2.767 |
|
0.500 |
2.759 |
|
0.382 |
2.751 |
|
LOW |
2.726 |
|
0.618 |
2.685 |
|
1.000 |
2.660 |
|
1.618 |
2.619 |
|
2.618 |
2.553 |
|
4.250 |
2.446 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.759 |
2.763 |
| PP |
2.754 |
2.757 |
| S1 |
2.750 |
2.751 |
|