NYMEX Natural Gas Future December 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 |
2.920 |
2.923 |
0.003 |
0.1% |
3.074 |
| High |
2.936 |
2.947 |
0.011 |
0.4% |
3.084 |
| Low |
2.906 |
2.879 |
-0.027 |
-0.9% |
2.936 |
| Close |
2.932 |
2.897 |
-0.035 |
-1.2% |
2.939 |
| Range |
0.030 |
0.068 |
0.038 |
126.7% |
0.148 |
| ATR |
0.065 |
0.065 |
0.000 |
0.4% |
0.000 |
| Volume |
18,528 |
17,873 |
-655 |
-3.5% |
74,941 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.112 |
3.072 |
2.934 |
|
| R3 |
3.044 |
3.004 |
2.916 |
|
| R2 |
2.976 |
2.976 |
2.909 |
|
| R1 |
2.936 |
2.936 |
2.903 |
2.922 |
| PP |
2.908 |
2.908 |
2.908 |
2.901 |
| S1 |
2.868 |
2.868 |
2.891 |
2.854 |
| S2 |
2.840 |
2.840 |
2.885 |
|
| S3 |
2.772 |
2.800 |
2.878 |
|
| S4 |
2.704 |
2.732 |
2.860 |
|
|
| 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 |
3.031 |
2.878 |
0.153 |
5.3% |
0.061 |
2.1% |
12% |
False |
False |
19,433 |
| 10 |
3.124 |
2.878 |
0.246 |
8.5% |
0.058 |
2.0% |
8% |
False |
False |
18,282 |
| 20 |
3.197 |
2.878 |
0.319 |
11.0% |
0.062 |
2.1% |
6% |
False |
False |
19,562 |
| 40 |
3.237 |
2.878 |
0.359 |
12.4% |
0.064 |
2.2% |
5% |
False |
False |
16,557 |
| 60 |
3.283 |
2.878 |
0.405 |
14.0% |
0.067 |
2.3% |
5% |
False |
False |
14,971 |
| 80 |
3.391 |
2.878 |
0.513 |
17.7% |
0.071 |
2.4% |
4% |
False |
False |
13,212 |
| 100 |
3.391 |
2.878 |
0.513 |
17.7% |
0.068 |
2.4% |
4% |
False |
False |
11,621 |
| 120 |
3.391 |
2.878 |
0.513 |
17.7% |
0.068 |
2.3% |
4% |
False |
False |
10,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.236 |
|
2.618 |
3.125 |
|
1.618 |
3.057 |
|
1.000 |
3.015 |
|
0.618 |
2.989 |
|
HIGH |
2.947 |
|
0.618 |
2.921 |
|
0.500 |
2.913 |
|
0.382 |
2.905 |
|
LOW |
2.879 |
|
0.618 |
2.837 |
|
1.000 |
2.811 |
|
1.618 |
2.769 |
|
2.618 |
2.701 |
|
4.250 |
2.590 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.913 |
2.913 |
| PP |
2.908 |
2.907 |
| S1 |
2.902 |
2.902 |
|