NYMEX Natural Gas Future January 2016
| 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 |
3.013 |
3.007 |
-0.006 |
-0.2% |
3.020 |
| High |
3.041 |
3.007 |
-0.034 |
-1.1% |
3.054 |
| Low |
2.997 |
2.957 |
-0.040 |
-1.3% |
2.981 |
| Close |
3.017 |
2.969 |
-0.048 |
-1.6% |
3.048 |
| Range |
0.044 |
0.050 |
0.006 |
13.6% |
0.073 |
| ATR |
0.061 |
0.061 |
0.000 |
-0.1% |
0.000 |
| Volume |
20,921 |
18,488 |
-2,433 |
-11.6% |
94,087 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.128 |
3.098 |
2.997 |
|
| R3 |
3.078 |
3.048 |
2.983 |
|
| R2 |
3.028 |
3.028 |
2.978 |
|
| R1 |
2.998 |
2.998 |
2.974 |
2.988 |
| PP |
2.978 |
2.978 |
2.978 |
2.973 |
| S1 |
2.948 |
2.948 |
2.964 |
2.938 |
| S2 |
2.928 |
2.928 |
2.960 |
|
| S3 |
2.878 |
2.898 |
2.955 |
|
| S4 |
2.828 |
2.848 |
2.942 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.247 |
3.220 |
3.088 |
|
| R3 |
3.174 |
3.147 |
3.068 |
|
| R2 |
3.101 |
3.101 |
3.061 |
|
| R1 |
3.074 |
3.074 |
3.055 |
3.088 |
| PP |
3.028 |
3.028 |
3.028 |
3.034 |
| S1 |
3.001 |
3.001 |
3.041 |
3.015 |
| S2 |
2.955 |
2.955 |
3.035 |
|
| S3 |
2.882 |
2.928 |
3.028 |
|
| S4 |
2.809 |
2.855 |
3.008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.054 |
2.957 |
0.097 |
3.3% |
0.049 |
1.7% |
12% |
False |
True |
17,880 |
| 10 |
3.146 |
2.957 |
0.189 |
6.4% |
0.056 |
1.9% |
6% |
False |
True |
19,179 |
| 20 |
3.293 |
2.957 |
0.336 |
11.3% |
0.056 |
1.9% |
4% |
False |
True |
22,096 |
| 40 |
3.343 |
2.957 |
0.386 |
13.0% |
0.062 |
2.1% |
3% |
False |
True |
19,731 |
| 60 |
3.383 |
2.957 |
0.426 |
14.3% |
0.064 |
2.1% |
3% |
False |
True |
18,100 |
| 80 |
3.483 |
2.957 |
0.526 |
17.7% |
0.067 |
2.2% |
2% |
False |
True |
17,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.220 |
|
2.618 |
3.138 |
|
1.618 |
3.088 |
|
1.000 |
3.057 |
|
0.618 |
3.038 |
|
HIGH |
3.007 |
|
0.618 |
2.988 |
|
0.500 |
2.982 |
|
0.382 |
2.976 |
|
LOW |
2.957 |
|
0.618 |
2.926 |
|
1.000 |
2.907 |
|
1.618 |
2.876 |
|
2.618 |
2.826 |
|
4.250 |
2.745 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.982 |
2.999 |
| PP |
2.978 |
2.989 |
| S1 |
2.973 |
2.979 |
|