NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
2.908 |
2.910 |
0.002 |
0.1% |
2.916 |
| High |
2.946 |
2.911 |
-0.035 |
-1.2% |
2.947 |
| Low |
2.893 |
2.872 |
-0.021 |
-0.7% |
2.878 |
| Close |
2.939 |
2.905 |
-0.034 |
-1.2% |
2.939 |
| Range |
0.053 |
0.039 |
-0.014 |
-26.4% |
0.069 |
| ATR |
0.064 |
0.064 |
0.000 |
0.3% |
0.000 |
| Volume |
20,580 |
13,498 |
-7,082 |
-34.4% |
98,055 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.013 |
2.998 |
2.926 |
|
| R3 |
2.974 |
2.959 |
2.916 |
|
| R2 |
2.935 |
2.935 |
2.912 |
|
| R1 |
2.920 |
2.920 |
2.909 |
2.908 |
| PP |
2.896 |
2.896 |
2.896 |
2.890 |
| S1 |
2.881 |
2.881 |
2.901 |
2.869 |
| S2 |
2.857 |
2.857 |
2.898 |
|
| S3 |
2.818 |
2.842 |
2.894 |
|
| S4 |
2.779 |
2.803 |
2.884 |
|
|
| 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 |
2.872 |
0.075 |
2.6% |
0.048 |
1.7% |
44% |
False |
True |
18,755 |
| 10 |
3.049 |
2.872 |
0.177 |
6.1% |
0.058 |
2.0% |
19% |
False |
True |
17,804 |
| 20 |
3.197 |
2.872 |
0.325 |
11.2% |
0.059 |
2.0% |
10% |
False |
True |
19,912 |
| 40 |
3.237 |
2.872 |
0.365 |
12.6% |
0.064 |
2.2% |
9% |
False |
True |
16,517 |
| 60 |
3.283 |
2.872 |
0.411 |
14.1% |
0.067 |
2.3% |
8% |
False |
True |
15,196 |
| 80 |
3.391 |
2.872 |
0.519 |
17.9% |
0.070 |
2.4% |
6% |
False |
True |
13,522 |
| 100 |
3.391 |
2.872 |
0.519 |
17.9% |
0.068 |
2.3% |
6% |
False |
True |
11,873 |
| 120 |
3.391 |
2.872 |
0.519 |
17.9% |
0.068 |
2.3% |
6% |
False |
True |
10,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.077 |
|
2.618 |
3.013 |
|
1.618 |
2.974 |
|
1.000 |
2.950 |
|
0.618 |
2.935 |
|
HIGH |
2.911 |
|
0.618 |
2.896 |
|
0.500 |
2.892 |
|
0.382 |
2.887 |
|
LOW |
2.872 |
|
0.618 |
2.848 |
|
1.000 |
2.833 |
|
1.618 |
2.809 |
|
2.618 |
2.770 |
|
4.250 |
2.706 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.901 |
2.910 |
| PP |
2.896 |
2.908 |
| S1 |
2.892 |
2.907 |
|