NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.689 |
2.638 |
-0.051 |
-1.9% |
2.671 |
| High |
2.699 |
2.735 |
0.036 |
1.3% |
2.725 |
| Low |
2.632 |
2.633 |
0.001 |
0.0% |
2.641 |
| Close |
2.648 |
2.725 |
0.077 |
2.9% |
2.715 |
| Range |
0.067 |
0.102 |
0.035 |
52.2% |
0.084 |
| ATR |
0.072 |
0.074 |
0.002 |
3.0% |
0.000 |
| Volume |
81,044 |
157,041 |
75,997 |
93.8% |
482,695 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.004 |
2.966 |
2.781 |
|
| R3 |
2.902 |
2.864 |
2.753 |
|
| R2 |
2.800 |
2.800 |
2.744 |
|
| R1 |
2.762 |
2.762 |
2.734 |
2.781 |
| PP |
2.698 |
2.698 |
2.698 |
2.707 |
| S1 |
2.660 |
2.660 |
2.716 |
2.679 |
| S2 |
2.596 |
2.596 |
2.706 |
|
| S3 |
2.494 |
2.558 |
2.697 |
|
| S4 |
2.392 |
2.456 |
2.669 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.946 |
2.914 |
2.761 |
|
| R3 |
2.862 |
2.830 |
2.738 |
|
| R2 |
2.778 |
2.778 |
2.730 |
|
| R1 |
2.746 |
2.746 |
2.723 |
2.762 |
| PP |
2.694 |
2.694 |
2.694 |
2.702 |
| S1 |
2.662 |
2.662 |
2.707 |
2.678 |
| S2 |
2.610 |
2.610 |
2.700 |
|
| S3 |
2.526 |
2.578 |
2.692 |
|
| S4 |
2.442 |
2.494 |
2.669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.735 |
2.632 |
0.103 |
3.8% |
0.066 |
2.4% |
90% |
True |
False |
100,158 |
| 10 |
2.792 |
2.632 |
0.160 |
5.9% |
0.066 |
2.4% |
58% |
False |
False |
99,315 |
| 20 |
2.959 |
2.632 |
0.327 |
12.0% |
0.068 |
2.5% |
28% |
False |
False |
91,188 |
| 40 |
2.983 |
2.632 |
0.351 |
12.9% |
0.074 |
2.7% |
26% |
False |
False |
64,003 |
| 60 |
3.013 |
2.632 |
0.381 |
14.0% |
0.078 |
2.9% |
24% |
False |
False |
52,964 |
| 80 |
3.180 |
2.632 |
0.548 |
20.1% |
0.083 |
3.0% |
17% |
False |
False |
48,391 |
| 100 |
3.180 |
2.632 |
0.548 |
20.1% |
0.083 |
3.1% |
17% |
False |
False |
43,130 |
| 120 |
3.180 |
2.632 |
0.548 |
20.1% |
0.082 |
3.0% |
17% |
False |
False |
39,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.169 |
|
2.618 |
3.002 |
|
1.618 |
2.900 |
|
1.000 |
2.837 |
|
0.618 |
2.798 |
|
HIGH |
2.735 |
|
0.618 |
2.696 |
|
0.500 |
2.684 |
|
0.382 |
2.672 |
|
LOW |
2.633 |
|
0.618 |
2.570 |
|
1.000 |
2.531 |
|
1.618 |
2.468 |
|
2.618 |
2.366 |
|
4.250 |
2.200 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.711 |
2.711 |
| PP |
2.698 |
2.697 |
| S1 |
2.684 |
2.684 |
|