NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.910 |
2.907 |
-0.003 |
-0.1% |
2.916 |
| High |
2.911 |
2.931 |
0.020 |
0.7% |
2.947 |
| Low |
2.872 |
2.885 |
0.013 |
0.5% |
2.878 |
| Close |
2.905 |
2.907 |
0.002 |
0.1% |
2.939 |
| Range |
0.039 |
0.046 |
0.007 |
17.9% |
0.069 |
| ATR |
0.064 |
0.063 |
-0.001 |
-2.0% |
0.000 |
| Volume |
13,498 |
17,457 |
3,959 |
29.3% |
98,055 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.046 |
3.022 |
2.932 |
|
| R3 |
3.000 |
2.976 |
2.920 |
|
| R2 |
2.954 |
2.954 |
2.915 |
|
| R1 |
2.930 |
2.930 |
2.911 |
2.930 |
| PP |
2.908 |
2.908 |
2.908 |
2.908 |
| S1 |
2.884 |
2.884 |
2.903 |
2.884 |
| S2 |
2.862 |
2.862 |
2.899 |
|
| S3 |
2.816 |
2.838 |
2.894 |
|
| S4 |
2.770 |
2.792 |
2.882 |
|
|
| 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% |
0.047 |
1.6% |
47% |
False |
False |
17,587 |
| 10 |
3.049 |
2.872 |
0.177 |
6.1% |
0.057 |
1.9% |
20% |
False |
False |
18,356 |
| 20 |
3.197 |
2.872 |
0.325 |
11.2% |
0.059 |
2.0% |
11% |
False |
False |
19,876 |
| 40 |
3.237 |
2.872 |
0.365 |
12.6% |
0.063 |
2.2% |
10% |
False |
False |
16,776 |
| 60 |
3.283 |
2.872 |
0.411 |
14.1% |
0.066 |
2.3% |
9% |
False |
False |
15,306 |
| 80 |
3.391 |
2.872 |
0.519 |
17.9% |
0.070 |
2.4% |
7% |
False |
False |
13,664 |
| 100 |
3.391 |
2.872 |
0.519 |
17.9% |
0.068 |
2.3% |
7% |
False |
False |
11,989 |
| 120 |
3.391 |
2.872 |
0.519 |
17.9% |
0.067 |
2.3% |
7% |
False |
False |
10,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.127 |
|
2.618 |
3.051 |
|
1.618 |
3.005 |
|
1.000 |
2.977 |
|
0.618 |
2.959 |
|
HIGH |
2.931 |
|
0.618 |
2.913 |
|
0.500 |
2.908 |
|
0.382 |
2.903 |
|
LOW |
2.885 |
|
0.618 |
2.857 |
|
1.000 |
2.839 |
|
1.618 |
2.811 |
|
2.618 |
2.765 |
|
4.250 |
2.690 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.908 |
2.909 |
| PP |
2.908 |
2.908 |
| S1 |
2.907 |
2.908 |
|