NYMEX Natural Gas Future December 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 |
2.897 |
2.920 |
0.023 |
0.8% |
3.074 |
| High |
2.930 |
2.936 |
0.006 |
0.2% |
3.084 |
| Low |
2.878 |
2.906 |
0.028 |
1.0% |
2.936 |
| Close |
2.914 |
2.932 |
0.018 |
0.6% |
2.939 |
| Range |
0.052 |
0.030 |
-0.022 |
-42.3% |
0.148 |
| ATR |
0.067 |
0.065 |
-0.003 |
-4.0% |
0.000 |
| Volume |
23,297 |
18,528 |
-4,769 |
-20.5% |
74,941 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.015 |
3.003 |
2.949 |
|
| R3 |
2.985 |
2.973 |
2.940 |
|
| R2 |
2.955 |
2.955 |
2.938 |
|
| R1 |
2.943 |
2.943 |
2.935 |
2.949 |
| PP |
2.925 |
2.925 |
2.925 |
2.928 |
| S1 |
2.913 |
2.913 |
2.929 |
2.919 |
| S2 |
2.895 |
2.895 |
2.927 |
|
| S3 |
2.865 |
2.883 |
2.924 |
|
| S4 |
2.835 |
2.853 |
2.916 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.430 |
3.333 |
3.020 |
|
| R3 |
3.282 |
3.185 |
2.980 |
|
| R2 |
3.134 |
3.134 |
2.966 |
|
| R1 |
3.037 |
3.037 |
2.953 |
3.012 |
| PP |
2.986 |
2.986 |
2.986 |
2.974 |
| S1 |
2.889 |
2.889 |
2.925 |
2.864 |
| S2 |
2.838 |
2.838 |
2.912 |
|
| S3 |
2.690 |
2.741 |
2.898 |
|
| S4 |
2.542 |
2.593 |
2.858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.049 |
2.878 |
0.171 |
5.8% |
0.064 |
2.2% |
32% |
False |
False |
20,195 |
| 10 |
3.197 |
2.878 |
0.319 |
10.9% |
0.063 |
2.1% |
17% |
False |
False |
19,614 |
| 20 |
3.198 |
2.878 |
0.320 |
10.9% |
0.064 |
2.2% |
17% |
False |
False |
19,412 |
| 40 |
3.237 |
2.878 |
0.359 |
12.2% |
0.064 |
2.2% |
15% |
False |
False |
16,519 |
| 60 |
3.283 |
2.878 |
0.405 |
13.8% |
0.067 |
2.3% |
13% |
False |
False |
14,871 |
| 80 |
3.391 |
2.878 |
0.513 |
17.5% |
0.070 |
2.4% |
11% |
False |
False |
13,056 |
| 100 |
3.391 |
2.878 |
0.513 |
17.5% |
0.068 |
2.3% |
11% |
False |
False |
11,475 |
| 120 |
3.391 |
2.878 |
0.513 |
17.5% |
0.068 |
2.3% |
11% |
False |
False |
10,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.064 |
|
2.618 |
3.015 |
|
1.618 |
2.985 |
|
1.000 |
2.966 |
|
0.618 |
2.955 |
|
HIGH |
2.936 |
|
0.618 |
2.925 |
|
0.500 |
2.921 |
|
0.382 |
2.917 |
|
LOW |
2.906 |
|
0.618 |
2.887 |
|
1.000 |
2.876 |
|
1.618 |
2.857 |
|
2.618 |
2.827 |
|
4.250 |
2.779 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.928 |
2.925 |
| PP |
2.925 |
2.919 |
| S1 |
2.921 |
2.912 |
|