NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.923 |
2.908 |
-0.015 |
-0.5% |
2.916 |
| High |
2.947 |
2.946 |
-0.001 |
0.0% |
2.947 |
| Low |
2.879 |
2.893 |
0.014 |
0.5% |
2.878 |
| Close |
2.897 |
2.939 |
0.042 |
1.4% |
2.939 |
| Range |
0.068 |
0.053 |
-0.015 |
-22.1% |
0.069 |
| ATR |
0.065 |
0.064 |
-0.001 |
-1.3% |
0.000 |
| Volume |
17,873 |
20,580 |
2,707 |
15.1% |
98,055 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.085 |
3.065 |
2.968 |
|
| R3 |
3.032 |
3.012 |
2.954 |
|
| R2 |
2.979 |
2.979 |
2.949 |
|
| R1 |
2.959 |
2.959 |
2.944 |
2.969 |
| PP |
2.926 |
2.926 |
2.926 |
2.931 |
| S1 |
2.906 |
2.906 |
2.934 |
2.916 |
| S2 |
2.873 |
2.873 |
2.929 |
|
| S3 |
2.820 |
2.853 |
2.924 |
|
| S4 |
2.767 |
2.800 |
2.910 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.128 |
3.103 |
2.977 |
|
| R3 |
3.059 |
3.034 |
2.958 |
|
| R2 |
2.990 |
2.990 |
2.952 |
|
| R1 |
2.965 |
2.965 |
2.945 |
2.978 |
| PP |
2.921 |
2.921 |
2.921 |
2.928 |
| S1 |
2.896 |
2.896 |
2.933 |
2.909 |
| S2 |
2.852 |
2.852 |
2.926 |
|
| S3 |
2.783 |
2.827 |
2.920 |
|
| S4 |
2.714 |
2.758 |
2.901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.947 |
2.878 |
0.069 |
2.3% |
0.052 |
1.8% |
88% |
False |
False |
19,611 |
| 10 |
3.084 |
2.878 |
0.206 |
7.0% |
0.059 |
2.0% |
30% |
False |
False |
17,299 |
| 20 |
3.197 |
2.878 |
0.319 |
10.9% |
0.061 |
2.1% |
19% |
False |
False |
19,889 |
| 40 |
3.237 |
2.878 |
0.359 |
12.2% |
0.064 |
2.2% |
17% |
False |
False |
16,588 |
| 60 |
3.283 |
2.878 |
0.405 |
13.8% |
0.067 |
2.3% |
15% |
False |
False |
15,160 |
| 80 |
3.391 |
2.878 |
0.513 |
17.5% |
0.071 |
2.4% |
12% |
False |
False |
13,406 |
| 100 |
3.391 |
2.878 |
0.513 |
17.5% |
0.068 |
2.3% |
12% |
False |
False |
11,784 |
| 120 |
3.391 |
2.878 |
0.513 |
17.5% |
0.068 |
2.3% |
12% |
False |
False |
10,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.171 |
|
2.618 |
3.085 |
|
1.618 |
3.032 |
|
1.000 |
2.999 |
|
0.618 |
2.979 |
|
HIGH |
2.946 |
|
0.618 |
2.926 |
|
0.500 |
2.920 |
|
0.382 |
2.913 |
|
LOW |
2.893 |
|
0.618 |
2.860 |
|
1.000 |
2.840 |
|
1.618 |
2.807 |
|
2.618 |
2.754 |
|
4.250 |
2.668 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.933 |
2.930 |
| PP |
2.926 |
2.922 |
| S1 |
2.920 |
2.913 |
|