NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.785 |
2.734 |
-0.051 |
-1.8% |
2.764 |
| High |
2.789 |
2.799 |
0.010 |
0.4% |
2.804 |
| Low |
2.733 |
2.726 |
-0.007 |
-0.3% |
2.702 |
| Close |
2.741 |
2.792 |
0.051 |
1.9% |
2.741 |
| Range |
0.056 |
0.073 |
0.017 |
30.4% |
0.102 |
| ATR |
0.069 |
0.069 |
0.000 |
0.4% |
0.000 |
| Volume |
36,774 |
62,724 |
25,950 |
70.6% |
169,384 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.991 |
2.965 |
2.832 |
|
| R3 |
2.918 |
2.892 |
2.812 |
|
| R2 |
2.845 |
2.845 |
2.805 |
|
| R1 |
2.819 |
2.819 |
2.799 |
2.832 |
| PP |
2.772 |
2.772 |
2.772 |
2.779 |
| S1 |
2.746 |
2.746 |
2.785 |
2.759 |
| S2 |
2.699 |
2.699 |
2.779 |
|
| S3 |
2.626 |
2.673 |
2.772 |
|
| S4 |
2.553 |
2.600 |
2.752 |
|
|
| 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% |
0.067 |
2.4% |
88% |
False |
False |
41,257 |
| 10 |
2.804 |
2.702 |
0.102 |
3.7% |
0.059 |
2.1% |
88% |
False |
False |
36,534 |
| 20 |
3.052 |
2.702 |
0.350 |
12.5% |
0.065 |
2.3% |
26% |
False |
False |
41,046 |
| 40 |
3.079 |
2.702 |
0.377 |
13.5% |
0.069 |
2.5% |
24% |
False |
False |
34,580 |
| 60 |
3.118 |
2.702 |
0.416 |
14.9% |
0.071 |
2.5% |
22% |
False |
False |
29,395 |
| 80 |
3.254 |
2.702 |
0.552 |
19.8% |
0.074 |
2.7% |
16% |
False |
False |
25,906 |
| 100 |
3.254 |
2.702 |
0.552 |
19.8% |
0.073 |
2.6% |
16% |
False |
False |
22,577 |
| 120 |
3.254 |
2.702 |
0.552 |
19.8% |
0.073 |
2.6% |
16% |
False |
False |
19,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.109 |
|
2.618 |
2.990 |
|
1.618 |
2.917 |
|
1.000 |
2.872 |
|
0.618 |
2.844 |
|
HIGH |
2.799 |
|
0.618 |
2.771 |
|
0.500 |
2.763 |
|
0.382 |
2.754 |
|
LOW |
2.726 |
|
0.618 |
2.681 |
|
1.000 |
2.653 |
|
1.618 |
2.608 |
|
2.618 |
2.535 |
|
4.250 |
2.416 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.782 |
2.779 |
| PP |
2.772 |
2.766 |
| S1 |
2.763 |
2.753 |
|