NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.661 |
2.677 |
0.016 |
0.6% |
2.651 |
| High |
2.733 |
2.717 |
-0.016 |
-0.6% |
2.733 |
| Low |
2.656 |
2.660 |
0.004 |
0.2% |
2.641 |
| Close |
2.683 |
2.693 |
0.010 |
0.4% |
2.693 |
| Range |
0.077 |
0.057 |
-0.020 |
-26.0% |
0.092 |
| ATR |
0.075 |
0.073 |
-0.001 |
-1.7% |
0.000 |
| Volume |
184,221 |
104,410 |
-79,811 |
-43.3% |
560,755 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.861 |
2.834 |
2.724 |
|
| R3 |
2.804 |
2.777 |
2.709 |
|
| R2 |
2.747 |
2.747 |
2.703 |
|
| R1 |
2.720 |
2.720 |
2.698 |
2.734 |
| PP |
2.690 |
2.690 |
2.690 |
2.697 |
| S1 |
2.663 |
2.663 |
2.688 |
2.677 |
| S2 |
2.633 |
2.633 |
2.683 |
|
| S3 |
2.576 |
2.606 |
2.677 |
|
| S4 |
2.519 |
2.549 |
2.662 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.965 |
2.921 |
2.744 |
|
| R3 |
2.873 |
2.829 |
2.718 |
|
| R2 |
2.781 |
2.781 |
2.710 |
|
| R1 |
2.737 |
2.737 |
2.701 |
2.759 |
| PP |
2.689 |
2.689 |
2.689 |
2.700 |
| S1 |
2.645 |
2.645 |
2.685 |
2.667 |
| S2 |
2.597 |
2.597 |
2.676 |
|
| S3 |
2.505 |
2.553 |
2.668 |
|
| S4 |
2.413 |
2.461 |
2.642 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.733 |
2.641 |
0.092 |
3.4% |
0.070 |
2.6% |
57% |
False |
False |
133,166 |
| 10 |
2.735 |
2.632 |
0.103 |
3.8% |
0.068 |
2.5% |
59% |
False |
False |
116,662 |
| 20 |
2.870 |
2.632 |
0.238 |
8.8% |
0.066 |
2.5% |
26% |
False |
False |
101,284 |
| 40 |
2.983 |
2.632 |
0.351 |
13.0% |
0.072 |
2.7% |
17% |
False |
False |
76,412 |
| 60 |
2.983 |
2.632 |
0.351 |
13.0% |
0.076 |
2.8% |
17% |
False |
False |
61,074 |
| 80 |
3.121 |
2.632 |
0.489 |
18.2% |
0.081 |
3.0% |
12% |
False |
False |
54,296 |
| 100 |
3.180 |
2.632 |
0.548 |
20.3% |
0.083 |
3.1% |
11% |
False |
False |
48,688 |
| 120 |
3.180 |
2.632 |
0.548 |
20.3% |
0.081 |
3.0% |
11% |
False |
False |
43,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.959 |
|
2.618 |
2.866 |
|
1.618 |
2.809 |
|
1.000 |
2.774 |
|
0.618 |
2.752 |
|
HIGH |
2.717 |
|
0.618 |
2.695 |
|
0.500 |
2.689 |
|
0.382 |
2.682 |
|
LOW |
2.660 |
|
0.618 |
2.625 |
|
1.000 |
2.603 |
|
1.618 |
2.568 |
|
2.618 |
2.511 |
|
4.250 |
2.418 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.692 |
2.691 |
| PP |
2.690 |
2.689 |
| S1 |
2.689 |
2.687 |
|