NYMEX Natural Gas Future February 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 |
3.006 |
3.004 |
-0.002 |
-0.1% |
3.029 |
| High |
3.038 |
3.004 |
-0.034 |
-1.1% |
3.049 |
| Low |
2.996 |
2.961 |
-0.035 |
-1.2% |
2.981 |
| Close |
3.017 |
2.972 |
-0.045 |
-1.5% |
3.045 |
| Range |
0.042 |
0.043 |
0.001 |
2.4% |
0.068 |
| ATR |
0.056 |
0.056 |
0.000 |
0.0% |
0.000 |
| Volume |
4,326 |
5,697 |
1,371 |
31.7% |
23,226 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.108 |
3.083 |
2.996 |
|
| R3 |
3.065 |
3.040 |
2.984 |
|
| R2 |
3.022 |
3.022 |
2.980 |
|
| R1 |
2.997 |
2.997 |
2.976 |
2.988 |
| PP |
2.979 |
2.979 |
2.979 |
2.975 |
| S1 |
2.954 |
2.954 |
2.968 |
2.945 |
| S2 |
2.936 |
2.936 |
2.964 |
|
| S3 |
2.893 |
2.911 |
2.960 |
|
| S4 |
2.850 |
2.868 |
2.948 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.229 |
3.205 |
3.082 |
|
| R3 |
3.161 |
3.137 |
3.064 |
|
| R2 |
3.093 |
3.093 |
3.057 |
|
| R1 |
3.069 |
3.069 |
3.051 |
3.081 |
| PP |
3.025 |
3.025 |
3.025 |
3.031 |
| S1 |
3.001 |
3.001 |
3.039 |
3.013 |
| S2 |
2.957 |
2.957 |
3.033 |
|
| S3 |
2.889 |
2.933 |
3.026 |
|
| S4 |
2.821 |
2.865 |
3.008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.049 |
2.961 |
0.088 |
3.0% |
0.043 |
1.4% |
13% |
False |
True |
4,374 |
| 10 |
3.141 |
2.961 |
0.180 |
6.1% |
0.050 |
1.7% |
6% |
False |
True |
4,815 |
| 20 |
3.282 |
2.961 |
0.321 |
10.8% |
0.051 |
1.7% |
3% |
False |
True |
4,817 |
| 40 |
3.333 |
2.961 |
0.372 |
12.5% |
0.056 |
1.9% |
3% |
False |
True |
4,213 |
| 60 |
3.370 |
2.961 |
0.409 |
13.8% |
0.057 |
1.9% |
3% |
False |
True |
3,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.187 |
|
2.618 |
3.117 |
|
1.618 |
3.074 |
|
1.000 |
3.047 |
|
0.618 |
3.031 |
|
HIGH |
3.004 |
|
0.618 |
2.988 |
|
0.500 |
2.983 |
|
0.382 |
2.977 |
|
LOW |
2.961 |
|
0.618 |
2.934 |
|
1.000 |
2.918 |
|
1.618 |
2.891 |
|
2.618 |
2.848 |
|
4.250 |
2.778 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.983 |
3.000 |
| PP |
2.979 |
2.990 |
| S1 |
2.976 |
2.981 |
|