NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.775 |
2.757 |
-0.018 |
-0.6% |
2.767 |
| High |
2.792 |
2.801 |
0.009 |
0.3% |
2.803 |
| Low |
2.726 |
2.743 |
0.017 |
0.6% |
2.726 |
| Close |
2.745 |
2.792 |
0.047 |
1.7% |
2.792 |
| Range |
0.066 |
0.058 |
-0.008 |
-12.1% |
0.077 |
| ATR |
0.069 |
0.069 |
-0.001 |
-1.2% |
0.000 |
| Volume |
29,597 |
27,834 |
-1,763 |
-6.0% |
163,164 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.953 |
2.930 |
2.824 |
|
| R3 |
2.895 |
2.872 |
2.808 |
|
| R2 |
2.837 |
2.837 |
2.803 |
|
| R1 |
2.814 |
2.814 |
2.797 |
2.826 |
| PP |
2.779 |
2.779 |
2.779 |
2.784 |
| S1 |
2.756 |
2.756 |
2.787 |
2.768 |
| S2 |
2.721 |
2.721 |
2.781 |
|
| S3 |
2.663 |
2.698 |
2.776 |
|
| S4 |
2.605 |
2.640 |
2.760 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.005 |
2.975 |
2.834 |
|
| R3 |
2.928 |
2.898 |
2.813 |
|
| R2 |
2.851 |
2.851 |
2.806 |
|
| R1 |
2.821 |
2.821 |
2.799 |
2.836 |
| PP |
2.774 |
2.774 |
2.774 |
2.781 |
| S1 |
2.744 |
2.744 |
2.785 |
2.759 |
| S2 |
2.697 |
2.697 |
2.778 |
|
| S3 |
2.620 |
2.667 |
2.771 |
|
| S4 |
2.543 |
2.590 |
2.750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.803 |
2.726 |
0.077 |
2.8% |
0.055 |
2.0% |
86% |
False |
False |
32,632 |
| 10 |
2.925 |
2.726 |
0.199 |
7.1% |
0.062 |
2.2% |
33% |
False |
False |
31,680 |
| 20 |
3.052 |
2.726 |
0.326 |
11.7% |
0.066 |
2.4% |
20% |
False |
False |
41,753 |
| 40 |
3.079 |
2.726 |
0.353 |
12.6% |
0.069 |
2.5% |
19% |
False |
False |
31,975 |
| 60 |
3.118 |
2.726 |
0.392 |
14.0% |
0.073 |
2.6% |
17% |
False |
False |
27,686 |
| 80 |
3.254 |
2.726 |
0.528 |
18.9% |
0.077 |
2.8% |
13% |
False |
False |
24,122 |
| 100 |
3.254 |
2.726 |
0.528 |
18.9% |
0.074 |
2.7% |
13% |
False |
False |
20,614 |
| 120 |
3.254 |
2.726 |
0.528 |
18.9% |
0.074 |
2.6% |
13% |
False |
False |
18,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.048 |
|
2.618 |
2.953 |
|
1.618 |
2.895 |
|
1.000 |
2.859 |
|
0.618 |
2.837 |
|
HIGH |
2.801 |
|
0.618 |
2.779 |
|
0.500 |
2.772 |
|
0.382 |
2.765 |
|
LOW |
2.743 |
|
0.618 |
2.707 |
|
1.000 |
2.685 |
|
1.618 |
2.649 |
|
2.618 |
2.591 |
|
4.250 |
2.497 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.785 |
2.783 |
| PP |
2.779 |
2.773 |
| S1 |
2.772 |
2.764 |
|