NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.734 |
2.668 |
-0.066 |
-2.4% |
2.651 |
| High |
2.736 |
2.679 |
-0.057 |
-2.1% |
2.733 |
| Low |
2.657 |
2.603 |
-0.054 |
-2.0% |
2.641 |
| Close |
2.660 |
2.652 |
-0.008 |
-0.3% |
2.693 |
| Range |
0.079 |
0.076 |
-0.003 |
-3.8% |
0.092 |
| ATR |
0.074 |
0.075 |
0.000 |
0.1% |
0.000 |
| Volume |
134,433 |
103,117 |
-31,316 |
-23.3% |
560,755 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.873 |
2.838 |
2.694 |
|
| R3 |
2.797 |
2.762 |
2.673 |
|
| R2 |
2.721 |
2.721 |
2.666 |
|
| R1 |
2.686 |
2.686 |
2.659 |
2.666 |
| PP |
2.645 |
2.645 |
2.645 |
2.634 |
| S1 |
2.610 |
2.610 |
2.645 |
2.590 |
| S2 |
2.569 |
2.569 |
2.638 |
|
| S3 |
2.493 |
2.534 |
2.631 |
|
| S4 |
2.417 |
2.458 |
2.610 |
|
|
| 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 |
2.603 |
0.191 |
7.2% |
0.074 |
2.8% |
26% |
False |
True |
117,825 |
| 10 |
2.794 |
2.603 |
0.191 |
7.2% |
0.076 |
2.9% |
26% |
False |
True |
130,759 |
| 20 |
2.816 |
2.603 |
0.213 |
8.0% |
0.071 |
2.7% |
23% |
False |
True |
111,598 |
| 40 |
2.983 |
2.603 |
0.380 |
14.3% |
0.073 |
2.8% |
13% |
False |
True |
85,607 |
| 60 |
2.983 |
2.603 |
0.380 |
14.3% |
0.075 |
2.8% |
13% |
False |
True |
66,847 |
| 80 |
3.013 |
2.603 |
0.410 |
15.5% |
0.080 |
3.0% |
12% |
False |
True |
58,558 |
| 100 |
3.180 |
2.603 |
0.577 |
21.8% |
0.084 |
3.2% |
8% |
False |
True |
52,928 |
| 120 |
3.180 |
2.603 |
0.577 |
21.8% |
0.081 |
3.0% |
8% |
False |
True |
46,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.002 |
|
2.618 |
2.878 |
|
1.618 |
2.802 |
|
1.000 |
2.755 |
|
0.618 |
2.726 |
|
HIGH |
2.679 |
|
0.618 |
2.650 |
|
0.500 |
2.641 |
|
0.382 |
2.632 |
|
LOW |
2.603 |
|
0.618 |
2.556 |
|
1.000 |
2.527 |
|
1.618 |
2.480 |
|
2.618 |
2.404 |
|
4.250 |
2.280 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.648 |
2.699 |
| PP |
2.645 |
2.683 |
| S1 |
2.641 |
2.668 |
|