NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.702 |
2.768 |
0.066 |
2.4% |
2.651 |
| High |
2.775 |
2.794 |
0.019 |
0.7% |
2.733 |
| Low |
2.692 |
2.721 |
0.029 |
1.1% |
2.641 |
| Close |
2.758 |
2.728 |
-0.030 |
-1.1% |
2.693 |
| Range |
0.083 |
0.073 |
-0.010 |
-12.0% |
0.092 |
| ATR |
0.074 |
0.074 |
0.000 |
-0.1% |
0.000 |
| Volume |
147,615 |
99,554 |
-48,061 |
-32.6% |
560,755 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.967 |
2.920 |
2.768 |
|
| R3 |
2.894 |
2.847 |
2.748 |
|
| R2 |
2.821 |
2.821 |
2.741 |
|
| R1 |
2.774 |
2.774 |
2.735 |
2.761 |
| PP |
2.748 |
2.748 |
2.748 |
2.741 |
| S1 |
2.701 |
2.701 |
2.721 |
2.688 |
| S2 |
2.675 |
2.675 |
2.715 |
|
| S3 |
2.602 |
2.628 |
2.708 |
|
| S4 |
2.529 |
2.555 |
2.688 |
|
|
| 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 |
2.794 |
2.641 |
0.153 |
5.6% |
0.071 |
2.6% |
57% |
True |
False |
133,154 |
| 10 |
2.794 |
2.632 |
0.162 |
5.9% |
0.073 |
2.7% |
59% |
True |
False |
124,522 |
| 20 |
2.816 |
2.632 |
0.184 |
6.7% |
0.068 |
2.5% |
52% |
False |
False |
105,996 |
| 40 |
2.983 |
2.632 |
0.351 |
12.9% |
0.073 |
2.7% |
27% |
False |
False |
80,987 |
| 60 |
2.983 |
2.632 |
0.351 |
12.9% |
0.075 |
2.8% |
27% |
False |
False |
63,882 |
| 80 |
3.057 |
2.632 |
0.425 |
15.6% |
0.080 |
2.9% |
23% |
False |
False |
56,447 |
| 100 |
3.180 |
2.632 |
0.548 |
20.1% |
0.083 |
3.0% |
18% |
False |
False |
50,895 |
| 120 |
3.180 |
2.632 |
0.548 |
20.1% |
0.081 |
3.0% |
18% |
False |
False |
45,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.104 |
|
2.618 |
2.985 |
|
1.618 |
2.912 |
|
1.000 |
2.867 |
|
0.618 |
2.839 |
|
HIGH |
2.794 |
|
0.618 |
2.766 |
|
0.500 |
2.758 |
|
0.382 |
2.749 |
|
LOW |
2.721 |
|
0.618 |
2.676 |
|
1.000 |
2.648 |
|
1.618 |
2.603 |
|
2.618 |
2.530 |
|
4.250 |
2.411 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.758 |
2.728 |
| PP |
2.748 |
2.727 |
| S1 |
2.738 |
2.727 |
|