NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.916 |
2.897 |
-0.019 |
-0.7% |
3.074 |
| High |
2.946 |
2.930 |
-0.016 |
-0.5% |
3.084 |
| Low |
2.888 |
2.878 |
-0.010 |
-0.3% |
2.936 |
| Close |
2.890 |
2.914 |
0.024 |
0.8% |
2.939 |
| Range |
0.058 |
0.052 |
-0.006 |
-10.3% |
0.148 |
| ATR |
0.069 |
0.067 |
-0.001 |
-1.7% |
0.000 |
| Volume |
17,777 |
23,297 |
5,520 |
31.1% |
74,941 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.063 |
3.041 |
2.943 |
|
| R3 |
3.011 |
2.989 |
2.928 |
|
| R2 |
2.959 |
2.959 |
2.924 |
|
| R1 |
2.937 |
2.937 |
2.919 |
2.948 |
| PP |
2.907 |
2.907 |
2.907 |
2.913 |
| S1 |
2.885 |
2.885 |
2.909 |
2.896 |
| S2 |
2.855 |
2.855 |
2.904 |
|
| S3 |
2.803 |
2.833 |
2.900 |
|
| S4 |
2.751 |
2.781 |
2.885 |
|
|
| 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 |
5.9% |
0.066 |
2.3% |
21% |
False |
True |
19,124 |
| 10 |
3.197 |
2.878 |
0.319 |
10.9% |
0.066 |
2.2% |
11% |
False |
True |
19,981 |
| 20 |
3.198 |
2.878 |
0.320 |
11.0% |
0.065 |
2.2% |
11% |
False |
True |
19,021 |
| 40 |
3.237 |
2.878 |
0.359 |
12.3% |
0.065 |
2.2% |
10% |
False |
True |
16,453 |
| 60 |
3.283 |
2.878 |
0.405 |
13.9% |
0.069 |
2.4% |
9% |
False |
True |
14,675 |
| 80 |
3.391 |
2.878 |
0.513 |
17.6% |
0.071 |
2.4% |
7% |
False |
True |
12,911 |
| 100 |
3.391 |
2.878 |
0.513 |
17.6% |
0.068 |
2.3% |
7% |
False |
True |
11,350 |
| 120 |
3.391 |
2.878 |
0.513 |
17.6% |
0.068 |
2.3% |
7% |
False |
True |
10,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.151 |
|
2.618 |
3.066 |
|
1.618 |
3.014 |
|
1.000 |
2.982 |
|
0.618 |
2.962 |
|
HIGH |
2.930 |
|
0.618 |
2.910 |
|
0.500 |
2.904 |
|
0.382 |
2.898 |
|
LOW |
2.878 |
|
0.618 |
2.846 |
|
1.000 |
2.826 |
|
1.618 |
2.794 |
|
2.618 |
2.742 |
|
4.250 |
2.657 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.911 |
2.955 |
| PP |
2.907 |
2.941 |
| S1 |
2.904 |
2.928 |
|