NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.710 |
2.651 |
-0.059 |
-2.2% |
2.681 |
| High |
2.717 |
2.722 |
0.005 |
0.2% |
2.735 |
| Low |
2.648 |
2.641 |
-0.007 |
-0.3% |
2.632 |
| Close |
2.655 |
2.710 |
0.055 |
2.1% |
2.655 |
| Range |
0.069 |
0.081 |
0.012 |
17.4% |
0.103 |
| ATR |
0.074 |
0.075 |
0.000 |
0.7% |
0.000 |
| Volume |
105,076 |
142,154 |
37,078 |
35.3% |
525,035 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.934 |
2.903 |
2.755 |
|
| R3 |
2.853 |
2.822 |
2.732 |
|
| R2 |
2.772 |
2.772 |
2.725 |
|
| R1 |
2.741 |
2.741 |
2.717 |
2.757 |
| PP |
2.691 |
2.691 |
2.691 |
2.699 |
| S1 |
2.660 |
2.660 |
2.703 |
2.676 |
| S2 |
2.610 |
2.610 |
2.695 |
|
| S3 |
2.529 |
2.579 |
2.688 |
|
| S4 |
2.448 |
2.498 |
2.665 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.983 |
2.922 |
2.712 |
|
| R3 |
2.880 |
2.819 |
2.683 |
|
| R2 |
2.777 |
2.777 |
2.674 |
|
| R1 |
2.716 |
2.716 |
2.664 |
2.695 |
| PP |
2.674 |
2.674 |
2.674 |
2.664 |
| S1 |
2.613 |
2.613 |
2.646 |
2.592 |
| S2 |
2.571 |
2.571 |
2.636 |
|
| S3 |
2.468 |
2.510 |
2.627 |
|
| S4 |
2.365 |
2.407 |
2.598 |
|
|
| 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% |
0.074 |
2.7% |
76% |
False |
False |
115,890 |
| 10 |
2.735 |
2.632 |
0.103 |
3.8% |
0.064 |
2.4% |
76% |
False |
False |
104,476 |
| 20 |
2.959 |
2.632 |
0.327 |
12.1% |
0.070 |
2.6% |
24% |
False |
False |
96,354 |
| 40 |
2.983 |
2.632 |
0.351 |
13.0% |
0.074 |
2.7% |
22% |
False |
False |
68,519 |
| 60 |
3.013 |
2.632 |
0.381 |
14.1% |
0.078 |
2.9% |
20% |
False |
False |
55,603 |
| 80 |
3.180 |
2.632 |
0.548 |
20.2% |
0.082 |
3.0% |
14% |
False |
False |
50,594 |
| 100 |
3.180 |
2.632 |
0.548 |
20.2% |
0.082 |
3.0% |
14% |
False |
False |
45,277 |
| 120 |
3.180 |
2.632 |
0.548 |
20.2% |
0.081 |
3.0% |
14% |
False |
False |
40,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.066 |
|
2.618 |
2.934 |
|
1.618 |
2.853 |
|
1.000 |
2.803 |
|
0.618 |
2.772 |
|
HIGH |
2.722 |
|
0.618 |
2.691 |
|
0.500 |
2.682 |
|
0.382 |
2.672 |
|
LOW |
2.641 |
|
0.618 |
2.591 |
|
1.000 |
2.560 |
|
1.618 |
2.510 |
|
2.618 |
2.429 |
|
4.250 |
2.297 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.701 |
2.701 |
| PP |
2.691 |
2.693 |
| S1 |
2.682 |
2.684 |
|