NYMEX Natural Gas Future October 2015
| 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 |
2.686 |
2.689 |
0.003 |
0.1% |
2.671 |
| High |
2.721 |
2.699 |
-0.022 |
-0.8% |
2.725 |
| Low |
2.670 |
2.632 |
-0.038 |
-1.4% |
2.641 |
| Close |
2.702 |
2.648 |
-0.054 |
-2.0% |
2.715 |
| Range |
0.051 |
0.067 |
0.016 |
31.4% |
0.084 |
| ATR |
0.072 |
0.072 |
0.000 |
-0.2% |
0.000 |
| Volume |
94,139 |
81,044 |
-13,095 |
-13.9% |
482,695 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.861 |
2.821 |
2.685 |
|
| R3 |
2.794 |
2.754 |
2.666 |
|
| R2 |
2.727 |
2.727 |
2.660 |
|
| R1 |
2.687 |
2.687 |
2.654 |
2.674 |
| PP |
2.660 |
2.660 |
2.660 |
2.653 |
| S1 |
2.620 |
2.620 |
2.642 |
2.607 |
| S2 |
2.593 |
2.593 |
2.636 |
|
| S3 |
2.526 |
2.553 |
2.630 |
|
| S4 |
2.459 |
2.486 |
2.611 |
|
|
| 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 |
2.632 |
0.093 |
3.5% |
0.059 |
2.2% |
17% |
False |
True |
94,135 |
| 10 |
2.816 |
2.632 |
0.184 |
6.9% |
0.066 |
2.5% |
9% |
False |
True |
92,437 |
| 20 |
2.959 |
2.632 |
0.327 |
12.3% |
0.068 |
2.6% |
5% |
False |
True |
86,660 |
| 40 |
2.983 |
2.632 |
0.351 |
13.3% |
0.074 |
2.8% |
5% |
False |
True |
60,897 |
| 60 |
3.013 |
2.632 |
0.381 |
14.4% |
0.078 |
2.9% |
4% |
False |
True |
51,180 |
| 80 |
3.180 |
2.632 |
0.548 |
20.7% |
0.083 |
3.1% |
3% |
False |
True |
46,713 |
| 100 |
3.180 |
2.632 |
0.548 |
20.7% |
0.083 |
3.1% |
3% |
False |
True |
41,698 |
| 120 |
3.180 |
2.632 |
0.548 |
20.7% |
0.081 |
3.1% |
3% |
False |
True |
37,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.984 |
|
2.618 |
2.874 |
|
1.618 |
2.807 |
|
1.000 |
2.766 |
|
0.618 |
2.740 |
|
HIGH |
2.699 |
|
0.618 |
2.673 |
|
0.500 |
2.666 |
|
0.382 |
2.658 |
|
LOW |
2.632 |
|
0.618 |
2.591 |
|
1.000 |
2.565 |
|
1.618 |
2.524 |
|
2.618 |
2.457 |
|
4.250 |
2.347 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.666 |
2.677 |
| PP |
2.660 |
2.667 |
| S1 |
2.654 |
2.658 |
|