NYMEX Natural Gas Future November 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 |
2.758 |
2.762 |
0.004 |
0.1% |
2.767 |
| High |
2.789 |
2.762 |
-0.027 |
-1.0% |
2.803 |
| Low |
2.743 |
2.705 |
-0.038 |
-1.4% |
2.726 |
| Close |
2.771 |
2.720 |
-0.051 |
-1.8% |
2.792 |
| Range |
0.046 |
0.057 |
0.011 |
23.9% |
0.077 |
| ATR |
0.067 |
0.067 |
0.000 |
-0.1% |
0.000 |
| Volume |
35,999 |
25,981 |
-10,018 |
-27.8% |
163,164 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.900 |
2.867 |
2.751 |
|
| R3 |
2.843 |
2.810 |
2.736 |
|
| R2 |
2.786 |
2.786 |
2.730 |
|
| R1 |
2.753 |
2.753 |
2.725 |
2.741 |
| PP |
2.729 |
2.729 |
2.729 |
2.723 |
| S1 |
2.696 |
2.696 |
2.715 |
2.684 |
| S2 |
2.672 |
2.672 |
2.710 |
|
| S3 |
2.615 |
2.639 |
2.704 |
|
| S4 |
2.558 |
2.582 |
2.689 |
|
|
| 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 |
2.705 |
0.096 |
3.5% |
0.054 |
2.0% |
16% |
False |
True |
29,046 |
| 10 |
2.900 |
2.705 |
0.195 |
7.2% |
0.061 |
2.2% |
8% |
False |
True |
32,577 |
| 20 |
3.052 |
2.705 |
0.347 |
12.8% |
0.063 |
2.3% |
4% |
False |
True |
41,247 |
| 40 |
3.079 |
2.705 |
0.374 |
13.8% |
0.068 |
2.5% |
4% |
False |
True |
32,834 |
| 60 |
3.118 |
2.705 |
0.413 |
15.2% |
0.071 |
2.6% |
4% |
False |
True |
28,276 |
| 80 |
3.254 |
2.705 |
0.549 |
20.2% |
0.075 |
2.8% |
3% |
False |
True |
24,691 |
| 100 |
3.254 |
2.705 |
0.549 |
20.2% |
0.074 |
2.7% |
3% |
False |
True |
21,324 |
| 120 |
3.254 |
2.705 |
0.549 |
20.2% |
0.073 |
2.7% |
3% |
False |
True |
18,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.004 |
|
2.618 |
2.911 |
|
1.618 |
2.854 |
|
1.000 |
2.819 |
|
0.618 |
2.797 |
|
HIGH |
2.762 |
|
0.618 |
2.740 |
|
0.500 |
2.734 |
|
0.382 |
2.727 |
|
LOW |
2.705 |
|
0.618 |
2.670 |
|
1.000 |
2.648 |
|
1.618 |
2.613 |
|
2.618 |
2.556 |
|
4.250 |
2.463 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.734 |
2.747 |
| PP |
2.729 |
2.738 |
| S1 |
2.725 |
2.729 |
|