NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.638 |
2.710 |
0.072 |
2.7% |
2.681 |
| High |
2.735 |
2.717 |
-0.018 |
-0.7% |
2.735 |
| Low |
2.633 |
2.648 |
0.015 |
0.6% |
2.632 |
| Close |
2.725 |
2.655 |
-0.070 |
-2.6% |
2.655 |
| Range |
0.102 |
0.069 |
-0.033 |
-32.4% |
0.103 |
| ATR |
0.074 |
0.074 |
0.000 |
0.3% |
0.000 |
| Volume |
157,041 |
105,076 |
-51,965 |
-33.1% |
525,035 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.880 |
2.837 |
2.693 |
|
| R3 |
2.811 |
2.768 |
2.674 |
|
| R2 |
2.742 |
2.742 |
2.668 |
|
| R1 |
2.699 |
2.699 |
2.661 |
2.686 |
| PP |
2.673 |
2.673 |
2.673 |
2.667 |
| S1 |
2.630 |
2.630 |
2.649 |
2.617 |
| S2 |
2.604 |
2.604 |
2.642 |
|
| S3 |
2.535 |
2.561 |
2.636 |
|
| S4 |
2.466 |
2.492 |
2.617 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.983 |
2.922 |
2.712 |
|
| R3 |
2.880 |
2.819 |
2.683 |
|
| R2 |
2.777 |
2.777 |
2.674 |
|
| R1 |
2.716 |
2.716 |
2.664 |
2.695 |
| PP |
2.674 |
2.674 |
2.674 |
2.664 |
| S1 |
2.613 |
2.613 |
2.646 |
2.592 |
| S2 |
2.571 |
2.571 |
2.636 |
|
| S3 |
2.468 |
2.510 |
2.627 |
|
| S4 |
2.365 |
2.407 |
2.598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.735 |
2.632 |
0.103 |
3.9% |
0.068 |
2.5% |
22% |
False |
False |
105,007 |
| 10 |
2.735 |
2.632 |
0.103 |
3.9% |
0.064 |
2.4% |
22% |
False |
False |
100,773 |
| 20 |
2.959 |
2.632 |
0.327 |
12.3% |
0.068 |
2.6% |
7% |
False |
False |
92,801 |
| 40 |
2.983 |
2.632 |
0.351 |
13.2% |
0.074 |
2.8% |
7% |
False |
False |
65,741 |
| 60 |
3.013 |
2.632 |
0.381 |
14.4% |
0.078 |
2.9% |
6% |
False |
False |
53,944 |
| 80 |
3.180 |
2.632 |
0.548 |
20.6% |
0.082 |
3.1% |
4% |
False |
False |
49,231 |
| 100 |
3.180 |
2.632 |
0.548 |
20.6% |
0.083 |
3.1% |
4% |
False |
False |
44,050 |
| 120 |
3.180 |
2.632 |
0.548 |
20.6% |
0.082 |
3.1% |
4% |
False |
False |
39,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.010 |
|
2.618 |
2.898 |
|
1.618 |
2.829 |
|
1.000 |
2.786 |
|
0.618 |
2.760 |
|
HIGH |
2.717 |
|
0.618 |
2.691 |
|
0.500 |
2.683 |
|
0.382 |
2.674 |
|
LOW |
2.648 |
|
0.618 |
2.605 |
|
1.000 |
2.579 |
|
1.618 |
2.536 |
|
2.618 |
2.467 |
|
4.250 |
2.355 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.683 |
2.684 |
| PP |
2.673 |
2.674 |
| S1 |
2.664 |
2.665 |
|