NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.848 |
2.923 |
0.075 |
2.6% |
2.910 |
| High |
2.943 |
2.923 |
-0.020 |
-0.7% |
2.943 |
| Low |
2.840 |
2.888 |
0.048 |
1.7% |
2.840 |
| Close |
2.934 |
2.897 |
-0.037 |
-1.3% |
2.897 |
| Range |
0.103 |
0.035 |
-0.068 |
-66.0% |
0.103 |
| ATR |
0.066 |
0.064 |
-0.001 |
-2.1% |
0.000 |
| Volume |
17,034 |
26,385 |
9,351 |
54.9% |
97,310 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.008 |
2.987 |
2.916 |
|
| R3 |
2.973 |
2.952 |
2.907 |
|
| R2 |
2.938 |
2.938 |
2.903 |
|
| R1 |
2.917 |
2.917 |
2.900 |
2.910 |
| PP |
2.903 |
2.903 |
2.903 |
2.899 |
| S1 |
2.882 |
2.882 |
2.894 |
2.875 |
| S2 |
2.868 |
2.868 |
2.891 |
|
| S3 |
2.833 |
2.847 |
2.887 |
|
| S4 |
2.798 |
2.812 |
2.878 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.202 |
3.153 |
2.954 |
|
| R3 |
3.099 |
3.050 |
2.925 |
|
| R2 |
2.996 |
2.996 |
2.916 |
|
| R1 |
2.947 |
2.947 |
2.906 |
2.920 |
| PP |
2.893 |
2.893 |
2.893 |
2.880 |
| S1 |
2.844 |
2.844 |
2.888 |
2.817 |
| S2 |
2.790 |
2.790 |
2.878 |
|
| S3 |
2.687 |
2.741 |
2.869 |
|
| S4 |
2.584 |
2.638 |
2.840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.943 |
2.840 |
0.103 |
3.6% |
0.055 |
1.9% |
55% |
False |
False |
19,462 |
| 10 |
2.947 |
2.840 |
0.107 |
3.7% |
0.053 |
1.8% |
53% |
False |
False |
19,536 |
| 20 |
3.197 |
2.840 |
0.357 |
12.3% |
0.058 |
2.0% |
16% |
False |
False |
19,852 |
| 40 |
3.237 |
2.840 |
0.397 |
13.7% |
0.064 |
2.2% |
14% |
False |
False |
17,265 |
| 60 |
3.283 |
2.840 |
0.443 |
15.3% |
0.065 |
2.2% |
13% |
False |
False |
15,661 |
| 80 |
3.391 |
2.840 |
0.551 |
19.0% |
0.068 |
2.4% |
10% |
False |
False |
14,103 |
| 100 |
3.391 |
2.840 |
0.551 |
19.0% |
0.068 |
2.3% |
10% |
False |
False |
12,505 |
| 120 |
3.391 |
2.840 |
0.551 |
19.0% |
0.067 |
2.3% |
10% |
False |
False |
11,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.072 |
|
2.618 |
3.015 |
|
1.618 |
2.980 |
|
1.000 |
2.958 |
|
0.618 |
2.945 |
|
HIGH |
2.923 |
|
0.618 |
2.910 |
|
0.500 |
2.906 |
|
0.382 |
2.901 |
|
LOW |
2.888 |
|
0.618 |
2.866 |
|
1.000 |
2.853 |
|
1.618 |
2.831 |
|
2.618 |
2.796 |
|
4.250 |
2.739 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.906 |
2.895 |
| PP |
2.903 |
2.893 |
| S1 |
2.900 |
2.892 |
|