NYMEX Natural Gas Future November 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 |
2.710 |
2.785 |
0.075 |
2.8% |
2.764 |
| High |
2.804 |
2.789 |
-0.015 |
-0.5% |
2.804 |
| Low |
2.702 |
2.733 |
0.031 |
1.1% |
2.702 |
| Close |
2.796 |
2.741 |
-0.055 |
-2.0% |
2.741 |
| Range |
0.102 |
0.056 |
-0.046 |
-45.1% |
0.102 |
| ATR |
0.070 |
0.069 |
0.000 |
-0.7% |
0.000 |
| Volume |
44,808 |
36,774 |
-8,034 |
-17.9% |
169,384 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.922 |
2.888 |
2.772 |
|
| R3 |
2.866 |
2.832 |
2.756 |
|
| R2 |
2.810 |
2.810 |
2.751 |
|
| R1 |
2.776 |
2.776 |
2.746 |
2.765 |
| PP |
2.754 |
2.754 |
2.754 |
2.749 |
| S1 |
2.720 |
2.720 |
2.736 |
2.709 |
| S2 |
2.698 |
2.698 |
2.731 |
|
| S3 |
2.642 |
2.664 |
2.726 |
|
| S4 |
2.586 |
2.608 |
2.710 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.055 |
3.000 |
2.797 |
|
| R3 |
2.953 |
2.898 |
2.769 |
|
| R2 |
2.851 |
2.851 |
2.760 |
|
| R1 |
2.796 |
2.796 |
2.750 |
2.773 |
| PP |
2.749 |
2.749 |
2.749 |
2.737 |
| S1 |
2.694 |
2.694 |
2.732 |
2.671 |
| S2 |
2.647 |
2.647 |
2.722 |
|
| S3 |
2.545 |
2.592 |
2.713 |
|
| S4 |
2.443 |
2.490 |
2.685 |
|
|
| 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 |
3.7% |
0.061 |
2.2% |
38% |
False |
False |
33,876 |
| 10 |
2.804 |
2.702 |
0.102 |
3.7% |
0.058 |
2.1% |
38% |
False |
False |
33,254 |
| 20 |
3.052 |
2.702 |
0.350 |
12.8% |
0.063 |
2.3% |
11% |
False |
False |
40,727 |
| 40 |
3.079 |
2.702 |
0.377 |
13.8% |
0.069 |
2.5% |
10% |
False |
False |
33,617 |
| 60 |
3.118 |
2.702 |
0.416 |
15.2% |
0.070 |
2.6% |
9% |
False |
False |
28,654 |
| 80 |
3.254 |
2.702 |
0.552 |
20.1% |
0.074 |
2.7% |
7% |
False |
False |
25,294 |
| 100 |
3.254 |
2.702 |
0.552 |
20.1% |
0.074 |
2.7% |
7% |
False |
False |
22,038 |
| 120 |
3.254 |
2.702 |
0.552 |
20.1% |
0.073 |
2.7% |
7% |
False |
False |
19,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.027 |
|
2.618 |
2.936 |
|
1.618 |
2.880 |
|
1.000 |
2.845 |
|
0.618 |
2.824 |
|
HIGH |
2.789 |
|
0.618 |
2.768 |
|
0.500 |
2.761 |
|
0.382 |
2.754 |
|
LOW |
2.733 |
|
0.618 |
2.698 |
|
1.000 |
2.677 |
|
1.618 |
2.642 |
|
2.618 |
2.586 |
|
4.250 |
2.495 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.761 |
2.753 |
| PP |
2.754 |
2.749 |
| S1 |
2.748 |
2.745 |
|