NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.907 |
2.895 |
-0.012 |
-0.4% |
2.916 |
| High |
2.931 |
2.895 |
-0.036 |
-1.2% |
2.947 |
| Low |
2.885 |
2.845 |
-0.040 |
-1.4% |
2.878 |
| Close |
2.907 |
2.857 |
-0.050 |
-1.7% |
2.939 |
| Range |
0.046 |
0.050 |
0.004 |
8.7% |
0.069 |
| ATR |
0.063 |
0.063 |
0.000 |
-0.1% |
0.000 |
| Volume |
17,457 |
22,936 |
5,479 |
31.4% |
98,055 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.016 |
2.986 |
2.885 |
|
| R3 |
2.966 |
2.936 |
2.871 |
|
| R2 |
2.916 |
2.916 |
2.866 |
|
| R1 |
2.886 |
2.886 |
2.862 |
2.876 |
| PP |
2.866 |
2.866 |
2.866 |
2.861 |
| S1 |
2.836 |
2.836 |
2.852 |
2.826 |
| S2 |
2.816 |
2.816 |
2.848 |
|
| S3 |
2.766 |
2.786 |
2.843 |
|
| S4 |
2.716 |
2.736 |
2.830 |
|
|
| 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 |
2.845 |
0.102 |
3.6% |
0.051 |
1.8% |
12% |
False |
True |
18,468 |
| 10 |
3.049 |
2.845 |
0.204 |
7.1% |
0.058 |
2.0% |
6% |
False |
True |
19,332 |
| 20 |
3.197 |
2.845 |
0.352 |
12.3% |
0.058 |
2.0% |
3% |
False |
True |
19,825 |
| 40 |
3.237 |
2.845 |
0.392 |
13.7% |
0.063 |
2.2% |
3% |
False |
True |
16,991 |
| 60 |
3.283 |
2.845 |
0.438 |
15.3% |
0.065 |
2.3% |
3% |
False |
True |
15,492 |
| 80 |
3.391 |
2.845 |
0.546 |
19.1% |
0.069 |
2.4% |
2% |
False |
True |
13,781 |
| 100 |
3.391 |
2.845 |
0.546 |
19.1% |
0.068 |
2.4% |
2% |
False |
True |
12,173 |
| 120 |
3.391 |
2.845 |
0.546 |
19.1% |
0.067 |
2.3% |
2% |
False |
True |
10,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.108 |
|
2.618 |
3.026 |
|
1.618 |
2.976 |
|
1.000 |
2.945 |
|
0.618 |
2.926 |
|
HIGH |
2.895 |
|
0.618 |
2.876 |
|
0.500 |
2.870 |
|
0.382 |
2.864 |
|
LOW |
2.845 |
|
0.618 |
2.814 |
|
1.000 |
2.795 |
|
1.618 |
2.764 |
|
2.618 |
2.714 |
|
4.250 |
2.633 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.870 |
2.888 |
| PP |
2.866 |
2.878 |
| S1 |
2.861 |
2.867 |
|