NYMEX Natural Gas Future November 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 |
2.764 |
2.758 |
-0.006 |
-0.2% |
2.767 |
| High |
2.765 |
2.789 |
0.024 |
0.9% |
2.803 |
| Low |
2.722 |
2.743 |
0.021 |
0.8% |
2.726 |
| Close |
2.761 |
2.771 |
0.010 |
0.4% |
2.792 |
| Range |
0.043 |
0.046 |
0.003 |
7.0% |
0.077 |
| ATR |
0.069 |
0.067 |
-0.002 |
-2.4% |
0.000 |
| Volume |
25,822 |
35,999 |
10,177 |
39.4% |
163,164 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.906 |
2.884 |
2.796 |
|
| R3 |
2.860 |
2.838 |
2.784 |
|
| R2 |
2.814 |
2.814 |
2.779 |
|
| R1 |
2.792 |
2.792 |
2.775 |
2.803 |
| PP |
2.768 |
2.768 |
2.768 |
2.773 |
| S1 |
2.746 |
2.746 |
2.767 |
2.757 |
| S2 |
2.722 |
2.722 |
2.763 |
|
| S3 |
2.676 |
2.700 |
2.758 |
|
| S4 |
2.630 |
2.654 |
2.746 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.005 |
2.975 |
2.834 |
|
| R3 |
2.928 |
2.898 |
2.813 |
|
| R2 |
2.851 |
2.851 |
2.806 |
|
| R1 |
2.821 |
2.821 |
2.799 |
2.836 |
| PP |
2.774 |
2.774 |
2.774 |
2.781 |
| S1 |
2.744 |
2.744 |
2.785 |
2.759 |
| S2 |
2.697 |
2.697 |
2.778 |
|
| S3 |
2.620 |
2.667 |
2.771 |
|
| S4 |
2.543 |
2.590 |
2.750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.801 |
2.722 |
0.079 |
2.9% |
0.050 |
1.8% |
62% |
False |
False |
31,028 |
| 10 |
2.900 |
2.722 |
0.178 |
6.4% |
0.059 |
2.1% |
28% |
False |
False |
32,390 |
| 20 |
3.052 |
2.722 |
0.330 |
11.9% |
0.064 |
2.3% |
15% |
False |
False |
41,985 |
| 40 |
3.079 |
2.722 |
0.357 |
12.9% |
0.068 |
2.5% |
14% |
False |
False |
32,695 |
| 60 |
3.118 |
2.722 |
0.396 |
14.3% |
0.072 |
2.6% |
12% |
False |
False |
28,144 |
| 80 |
3.254 |
2.722 |
0.532 |
19.2% |
0.076 |
2.7% |
9% |
False |
False |
24,641 |
| 100 |
3.254 |
2.722 |
0.532 |
19.2% |
0.074 |
2.7% |
9% |
False |
False |
21,106 |
| 120 |
3.254 |
2.722 |
0.532 |
19.2% |
0.073 |
2.6% |
9% |
False |
False |
18,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.985 |
|
2.618 |
2.909 |
|
1.618 |
2.863 |
|
1.000 |
2.835 |
|
0.618 |
2.817 |
|
HIGH |
2.789 |
|
0.618 |
2.771 |
|
0.500 |
2.766 |
|
0.382 |
2.761 |
|
LOW |
2.743 |
|
0.618 |
2.715 |
|
1.000 |
2.697 |
|
1.618 |
2.669 |
|
2.618 |
2.623 |
|
4.250 |
2.548 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.769 |
2.768 |
| PP |
2.768 |
2.765 |
| S1 |
2.766 |
2.762 |
|