NYMEX Natural Gas Future December 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 |
2.923 |
2.897 |
-0.026 |
-0.9% |
2.910 |
| High |
2.923 |
2.949 |
0.026 |
0.9% |
2.943 |
| Low |
2.888 |
2.890 |
0.002 |
0.1% |
2.840 |
| Close |
2.897 |
2.943 |
0.046 |
1.6% |
2.897 |
| Range |
0.035 |
0.059 |
0.024 |
68.6% |
0.103 |
| ATR |
0.064 |
0.064 |
0.000 |
-0.6% |
0.000 |
| Volume |
26,385 |
24,725 |
-1,660 |
-6.3% |
97,310 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.104 |
3.083 |
2.975 |
|
| R3 |
3.045 |
3.024 |
2.959 |
|
| R2 |
2.986 |
2.986 |
2.954 |
|
| R1 |
2.965 |
2.965 |
2.948 |
2.976 |
| PP |
2.927 |
2.927 |
2.927 |
2.933 |
| S1 |
2.906 |
2.906 |
2.938 |
2.917 |
| S2 |
2.868 |
2.868 |
2.932 |
|
| S3 |
2.809 |
2.847 |
2.927 |
|
| S4 |
2.750 |
2.788 |
2.911 |
|
|
| 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 |
2.949 |
2.840 |
0.109 |
3.7% |
0.059 |
2.0% |
94% |
True |
False |
21,707 |
| 10 |
2.949 |
2.840 |
0.109 |
3.7% |
0.054 |
1.8% |
94% |
True |
False |
20,231 |
| 20 |
3.197 |
2.840 |
0.357 |
12.1% |
0.060 |
2.0% |
29% |
False |
False |
20,123 |
| 40 |
3.237 |
2.840 |
0.397 |
13.5% |
0.063 |
2.1% |
26% |
False |
False |
17,596 |
| 60 |
3.283 |
2.840 |
0.443 |
15.1% |
0.065 |
2.2% |
23% |
False |
False |
15,874 |
| 80 |
3.391 |
2.840 |
0.551 |
18.7% |
0.068 |
2.3% |
19% |
False |
False |
14,292 |
| 100 |
3.391 |
2.840 |
0.551 |
18.7% |
0.067 |
2.3% |
19% |
False |
False |
12,663 |
| 120 |
3.391 |
2.840 |
0.551 |
18.7% |
0.067 |
2.3% |
19% |
False |
False |
11,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.200 |
|
2.618 |
3.103 |
|
1.618 |
3.044 |
|
1.000 |
3.008 |
|
0.618 |
2.985 |
|
HIGH |
2.949 |
|
0.618 |
2.926 |
|
0.500 |
2.920 |
|
0.382 |
2.913 |
|
LOW |
2.890 |
|
0.618 |
2.854 |
|
1.000 |
2.831 |
|
1.618 |
2.795 |
|
2.618 |
2.736 |
|
4.250 |
2.639 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.935 |
2.927 |
| PP |
2.927 |
2.911 |
| S1 |
2.920 |
2.895 |
|