NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.757 |
2.764 |
0.007 |
0.3% |
2.767 |
| High |
2.801 |
2.765 |
-0.036 |
-1.3% |
2.803 |
| Low |
2.743 |
2.722 |
-0.021 |
-0.8% |
2.726 |
| Close |
2.792 |
2.761 |
-0.031 |
-1.1% |
2.792 |
| Range |
0.058 |
0.043 |
-0.015 |
-25.9% |
0.077 |
| ATR |
0.069 |
0.069 |
0.000 |
0.1% |
0.000 |
| Volume |
27,834 |
25,822 |
-2,012 |
-7.2% |
163,164 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.878 |
2.863 |
2.785 |
|
| R3 |
2.835 |
2.820 |
2.773 |
|
| R2 |
2.792 |
2.792 |
2.769 |
|
| R1 |
2.777 |
2.777 |
2.765 |
2.763 |
| PP |
2.749 |
2.749 |
2.749 |
2.743 |
| S1 |
2.734 |
2.734 |
2.757 |
2.720 |
| S2 |
2.706 |
2.706 |
2.753 |
|
| S3 |
2.663 |
2.691 |
2.749 |
|
| S4 |
2.620 |
2.648 |
2.737 |
|
|
| 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 |
2.801 |
2.722 |
0.079 |
2.9% |
0.050 |
1.8% |
49% |
False |
True |
31,811 |
| 10 |
2.900 |
2.722 |
0.178 |
6.4% |
0.060 |
2.2% |
22% |
False |
True |
31,827 |
| 20 |
3.052 |
2.722 |
0.330 |
12.0% |
0.065 |
2.3% |
12% |
False |
True |
41,889 |
| 40 |
3.079 |
2.722 |
0.357 |
12.9% |
0.070 |
2.5% |
11% |
False |
True |
32,132 |
| 60 |
3.118 |
2.722 |
0.396 |
14.3% |
0.073 |
2.6% |
10% |
False |
True |
27,837 |
| 80 |
3.254 |
2.722 |
0.532 |
19.3% |
0.077 |
2.8% |
7% |
False |
True |
24,356 |
| 100 |
3.254 |
2.722 |
0.532 |
19.3% |
0.074 |
2.7% |
7% |
False |
True |
20,828 |
| 120 |
3.254 |
2.722 |
0.532 |
19.3% |
0.073 |
2.6% |
7% |
False |
True |
18,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.948 |
|
2.618 |
2.878 |
|
1.618 |
2.835 |
|
1.000 |
2.808 |
|
0.618 |
2.792 |
|
HIGH |
2.765 |
|
0.618 |
2.749 |
|
0.500 |
2.744 |
|
0.382 |
2.738 |
|
LOW |
2.722 |
|
0.618 |
2.695 |
|
1.000 |
2.679 |
|
1.618 |
2.652 |
|
2.618 |
2.609 |
|
4.250 |
2.539 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.755 |
2.762 |
| PP |
2.749 |
2.761 |
| S1 |
2.744 |
2.761 |
|