NYMEX Natural Gas Future February 2016
Trading Metrics calculated at close of trading on 03-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3.004 |
2.957 |
-0.047 |
-1.6% |
3.029 |
High |
3.004 |
3.050 |
0.046 |
1.5% |
3.049 |
Low |
2.961 |
2.955 |
-0.006 |
-0.2% |
2.981 |
Close |
2.972 |
3.041 |
0.069 |
2.3% |
3.045 |
Range |
0.043 |
0.095 |
0.052 |
120.9% |
0.068 |
ATR |
0.056 |
0.059 |
0.003 |
5.0% |
0.000 |
Volume |
5,697 |
15,468 |
9,771 |
171.5% |
23,226 |
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.300 |
3.266 |
3.093 |
|
R3 |
3.205 |
3.171 |
3.067 |
|
R2 |
3.110 |
3.110 |
3.058 |
|
R1 |
3.076 |
3.076 |
3.050 |
3.093 |
PP |
3.015 |
3.015 |
3.015 |
3.024 |
S1 |
2.981 |
2.981 |
3.032 |
2.998 |
S2 |
2.920 |
2.920 |
3.024 |
|
S3 |
2.825 |
2.886 |
3.015 |
|
S4 |
2.730 |
2.791 |
2.989 |
|
|
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 |
3.050 |
2.955 |
0.095 |
3.1% |
0.052 |
1.7% |
91% |
True |
True |
6,457 |
10 |
3.123 |
2.955 |
0.168 |
5.5% |
0.052 |
1.7% |
51% |
False |
True |
5,777 |
20 |
3.282 |
2.955 |
0.327 |
10.8% |
0.052 |
1.7% |
26% |
False |
True |
5,331 |
40 |
3.333 |
2.955 |
0.378 |
12.4% |
0.056 |
1.9% |
23% |
False |
True |
4,499 |
60 |
3.370 |
2.955 |
0.415 |
13.6% |
0.057 |
1.9% |
21% |
False |
True |
3,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.454 |
2.618 |
3.299 |
1.618 |
3.204 |
1.000 |
3.145 |
0.618 |
3.109 |
HIGH |
3.050 |
0.618 |
3.014 |
0.500 |
3.003 |
0.382 |
2.991 |
LOW |
2.955 |
0.618 |
2.896 |
1.000 |
2.860 |
1.618 |
2.801 |
2.618 |
2.706 |
4.250 |
2.551 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3.028 |
3.028 |
PP |
3.015 |
3.015 |
S1 |
3.003 |
3.003 |
|