NYMEX Natural Gas Future December 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 |
2.895 |
2.848 |
-0.047 |
-1.6% |
2.916 |
| High |
2.895 |
2.943 |
0.048 |
1.7% |
2.947 |
| Low |
2.845 |
2.840 |
-0.005 |
-0.2% |
2.878 |
| Close |
2.857 |
2.934 |
0.077 |
2.7% |
2.939 |
| Range |
0.050 |
0.103 |
0.053 |
106.0% |
0.069 |
| ATR |
0.063 |
0.066 |
0.003 |
4.5% |
0.000 |
| Volume |
22,936 |
17,034 |
-5,902 |
-25.7% |
98,055 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.215 |
3.177 |
2.991 |
|
| R3 |
3.112 |
3.074 |
2.962 |
|
| R2 |
3.009 |
3.009 |
2.953 |
|
| R1 |
2.971 |
2.971 |
2.943 |
2.990 |
| PP |
2.906 |
2.906 |
2.906 |
2.915 |
| S1 |
2.868 |
2.868 |
2.925 |
2.887 |
| S2 |
2.803 |
2.803 |
2.915 |
|
| S3 |
2.700 |
2.765 |
2.906 |
|
| S4 |
2.597 |
2.662 |
2.877 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.128 |
3.103 |
2.977 |
|
| R3 |
3.059 |
3.034 |
2.958 |
|
| R2 |
2.990 |
2.990 |
2.952 |
|
| R1 |
2.965 |
2.965 |
2.945 |
2.978 |
| PP |
2.921 |
2.921 |
2.921 |
2.928 |
| S1 |
2.896 |
2.896 |
2.933 |
2.909 |
| S2 |
2.852 |
2.852 |
2.926 |
|
| S3 |
2.783 |
2.827 |
2.920 |
|
| S4 |
2.714 |
2.758 |
2.901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.946 |
2.840 |
0.106 |
3.6% |
0.058 |
2.0% |
89% |
False |
True |
18,301 |
| 10 |
3.031 |
2.840 |
0.191 |
6.5% |
0.059 |
2.0% |
49% |
False |
True |
18,867 |
| 20 |
3.197 |
2.840 |
0.357 |
12.2% |
0.059 |
2.0% |
26% |
False |
True |
19,677 |
| 40 |
3.237 |
2.840 |
0.397 |
13.5% |
0.064 |
2.2% |
24% |
False |
True |
17,066 |
| 60 |
3.283 |
2.840 |
0.443 |
15.1% |
0.065 |
2.2% |
21% |
False |
True |
15,477 |
| 80 |
3.391 |
2.840 |
0.551 |
18.8% |
0.069 |
2.3% |
17% |
False |
True |
13,878 |
| 100 |
3.391 |
2.840 |
0.551 |
18.8% |
0.069 |
2.3% |
17% |
False |
True |
12,290 |
| 120 |
3.391 |
2.840 |
0.551 |
18.8% |
0.068 |
2.3% |
17% |
False |
True |
10,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.381 |
|
2.618 |
3.213 |
|
1.618 |
3.110 |
|
1.000 |
3.046 |
|
0.618 |
3.007 |
|
HIGH |
2.943 |
|
0.618 |
2.904 |
|
0.500 |
2.892 |
|
0.382 |
2.879 |
|
LOW |
2.840 |
|
0.618 |
2.776 |
|
1.000 |
2.737 |
|
1.618 |
2.673 |
|
2.618 |
2.570 |
|
4.250 |
2.402 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.920 |
2.920 |
| PP |
2.906 |
2.906 |
| S1 |
2.892 |
2.892 |
|