NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
3.031 |
2.916 |
-0.115 |
-3.8% |
3.074 |
| High |
3.031 |
2.946 |
-0.085 |
-2.8% |
3.084 |
| Low |
2.936 |
2.888 |
-0.048 |
-1.6% |
2.936 |
| Close |
2.939 |
2.890 |
-0.049 |
-1.7% |
2.939 |
| Range |
0.095 |
0.058 |
-0.037 |
-38.9% |
0.148 |
| ATR |
0.069 |
0.069 |
-0.001 |
-1.2% |
0.000 |
| Volume |
19,692 |
17,777 |
-1,915 |
-9.7% |
74,941 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.082 |
3.044 |
2.922 |
|
| R3 |
3.024 |
2.986 |
2.906 |
|
| R2 |
2.966 |
2.966 |
2.901 |
|
| R1 |
2.928 |
2.928 |
2.895 |
2.918 |
| PP |
2.908 |
2.908 |
2.908 |
2.903 |
| S1 |
2.870 |
2.870 |
2.885 |
2.860 |
| S2 |
2.850 |
2.850 |
2.879 |
|
| S3 |
2.792 |
2.812 |
2.874 |
|
| S4 |
2.734 |
2.754 |
2.858 |
|
|
| 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 |
2.888 |
0.161 |
5.6% |
0.067 |
2.3% |
1% |
False |
True |
16,854 |
| 10 |
3.197 |
2.888 |
0.309 |
10.7% |
0.066 |
2.3% |
1% |
False |
True |
20,015 |
| 20 |
3.198 |
2.888 |
0.310 |
10.7% |
0.066 |
2.3% |
1% |
False |
True |
18,427 |
| 40 |
3.237 |
2.888 |
0.349 |
12.1% |
0.066 |
2.3% |
1% |
False |
True |
16,217 |
| 60 |
3.283 |
2.888 |
0.395 |
13.7% |
0.069 |
2.4% |
1% |
False |
True |
14,451 |
| 80 |
3.391 |
2.888 |
0.503 |
17.4% |
0.071 |
2.5% |
0% |
False |
True |
12,773 |
| 100 |
3.391 |
2.888 |
0.503 |
17.4% |
0.069 |
2.4% |
0% |
False |
True |
11,164 |
| 120 |
3.391 |
2.888 |
0.503 |
17.4% |
0.068 |
2.3% |
0% |
False |
True |
9,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.193 |
|
2.618 |
3.098 |
|
1.618 |
3.040 |
|
1.000 |
3.004 |
|
0.618 |
2.982 |
|
HIGH |
2.946 |
|
0.618 |
2.924 |
|
0.500 |
2.917 |
|
0.382 |
2.910 |
|
LOW |
2.888 |
|
0.618 |
2.852 |
|
1.000 |
2.830 |
|
1.618 |
2.794 |
|
2.618 |
2.736 |
|
4.250 |
2.642 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.917 |
2.969 |
| PP |
2.908 |
2.942 |
| S1 |
2.899 |
2.916 |
|