NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.762 |
2.710 |
-0.052 |
-1.9% |
2.767 |
| High |
2.762 |
2.804 |
0.042 |
1.5% |
2.803 |
| Low |
2.705 |
2.702 |
-0.003 |
-0.1% |
2.726 |
| Close |
2.720 |
2.796 |
0.076 |
2.8% |
2.792 |
| Range |
0.057 |
0.102 |
0.045 |
78.9% |
0.077 |
| ATR |
0.067 |
0.070 |
0.002 |
3.7% |
0.000 |
| Volume |
25,981 |
44,808 |
18,827 |
72.5% |
163,164 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.073 |
3.037 |
2.852 |
|
| R3 |
2.971 |
2.935 |
2.824 |
|
| R2 |
2.869 |
2.869 |
2.815 |
|
| R1 |
2.833 |
2.833 |
2.805 |
2.851 |
| PP |
2.767 |
2.767 |
2.767 |
2.777 |
| S1 |
2.731 |
2.731 |
2.787 |
2.749 |
| S2 |
2.665 |
2.665 |
2.777 |
|
| S3 |
2.563 |
2.629 |
2.768 |
|
| S4 |
2.461 |
2.527 |
2.740 |
|
|
| 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 |
2.804 |
2.702 |
0.102 |
3.6% |
0.061 |
2.2% |
92% |
True |
True |
32,088 |
| 10 |
2.879 |
2.702 |
0.177 |
6.3% |
0.062 |
2.2% |
53% |
False |
True |
33,305 |
| 20 |
3.052 |
2.702 |
0.350 |
12.5% |
0.063 |
2.2% |
27% |
False |
True |
41,025 |
| 40 |
3.079 |
2.702 |
0.377 |
13.5% |
0.069 |
2.5% |
25% |
False |
True |
33,382 |
| 60 |
3.118 |
2.702 |
0.416 |
14.9% |
0.071 |
2.5% |
23% |
False |
True |
28,534 |
| 80 |
3.254 |
2.702 |
0.552 |
19.7% |
0.075 |
2.7% |
17% |
False |
True |
25,089 |
| 100 |
3.254 |
2.702 |
0.552 |
19.7% |
0.074 |
2.7% |
17% |
False |
True |
21,728 |
| 120 |
3.254 |
2.702 |
0.552 |
19.7% |
0.073 |
2.6% |
17% |
False |
True |
19,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.238 |
|
2.618 |
3.071 |
|
1.618 |
2.969 |
|
1.000 |
2.906 |
|
0.618 |
2.867 |
|
HIGH |
2.804 |
|
0.618 |
2.765 |
|
0.500 |
2.753 |
|
0.382 |
2.741 |
|
LOW |
2.702 |
|
0.618 |
2.639 |
|
1.000 |
2.600 |
|
1.618 |
2.537 |
|
2.618 |
2.435 |
|
4.250 |
2.269 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.782 |
2.782 |
| PP |
2.767 |
2.767 |
| S1 |
2.753 |
2.753 |
|