NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.681 |
2.686 |
0.005 |
0.2% |
2.671 |
| High |
2.692 |
2.721 |
0.029 |
1.1% |
2.725 |
| Low |
2.643 |
2.670 |
0.027 |
1.0% |
2.641 |
| Close |
2.689 |
2.702 |
0.013 |
0.5% |
2.715 |
| Range |
0.049 |
0.051 |
0.002 |
4.1% |
0.084 |
| ATR |
0.073 |
0.072 |
-0.002 |
-2.2% |
0.000 |
| Volume |
87,735 |
94,139 |
6,404 |
7.3% |
482,695 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.851 |
2.827 |
2.730 |
|
| R3 |
2.800 |
2.776 |
2.716 |
|
| R2 |
2.749 |
2.749 |
2.711 |
|
| R1 |
2.725 |
2.725 |
2.707 |
2.737 |
| PP |
2.698 |
2.698 |
2.698 |
2.704 |
| S1 |
2.674 |
2.674 |
2.697 |
2.686 |
| S2 |
2.647 |
2.647 |
2.693 |
|
| S3 |
2.596 |
2.623 |
2.688 |
|
| S4 |
2.545 |
2.572 |
2.674 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.946 |
2.914 |
2.761 |
|
| R3 |
2.862 |
2.830 |
2.738 |
|
| R2 |
2.778 |
2.778 |
2.730 |
|
| R1 |
2.746 |
2.746 |
2.723 |
2.762 |
| PP |
2.694 |
2.694 |
2.694 |
2.702 |
| S1 |
2.662 |
2.662 |
2.707 |
2.678 |
| S2 |
2.610 |
2.610 |
2.700 |
|
| S3 |
2.526 |
2.578 |
2.692 |
|
| S4 |
2.442 |
2.494 |
2.669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.725 |
2.642 |
0.083 |
3.1% |
0.055 |
2.0% |
72% |
False |
False |
95,259 |
| 10 |
2.816 |
2.641 |
0.175 |
6.5% |
0.063 |
2.3% |
35% |
False |
False |
89,672 |
| 20 |
2.959 |
2.641 |
0.318 |
11.8% |
0.069 |
2.5% |
19% |
False |
False |
86,358 |
| 40 |
2.983 |
2.641 |
0.342 |
12.7% |
0.074 |
2.7% |
18% |
False |
False |
59,537 |
| 60 |
3.013 |
2.641 |
0.372 |
13.8% |
0.079 |
2.9% |
16% |
False |
False |
50,370 |
| 80 |
3.180 |
2.640 |
0.540 |
20.0% |
0.084 |
3.1% |
11% |
False |
False |
46,320 |
| 100 |
3.180 |
2.638 |
0.542 |
20.1% |
0.083 |
3.1% |
12% |
False |
False |
41,047 |
| 120 |
3.180 |
2.638 |
0.542 |
20.1% |
0.081 |
3.0% |
12% |
False |
False |
37,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.938 |
|
2.618 |
2.855 |
|
1.618 |
2.804 |
|
1.000 |
2.772 |
|
0.618 |
2.753 |
|
HIGH |
2.721 |
|
0.618 |
2.702 |
|
0.500 |
2.696 |
|
0.382 |
2.689 |
|
LOW |
2.670 |
|
0.618 |
2.638 |
|
1.000 |
2.619 |
|
1.618 |
2.587 |
|
2.618 |
2.536 |
|
4.250 |
2.453 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.700 |
2.696 |
| PP |
2.698 |
2.690 |
| S1 |
2.696 |
2.684 |
|