NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.668 |
2.644 |
-0.024 |
-0.9% |
2.702 |
| High |
2.679 |
2.665 |
-0.014 |
-0.5% |
2.794 |
| Low |
2.603 |
2.602 |
-0.001 |
0.0% |
2.602 |
| Close |
2.652 |
2.605 |
-0.047 |
-1.8% |
2.605 |
| Range |
0.076 |
0.063 |
-0.013 |
-17.1% |
0.192 |
| ATR |
0.075 |
0.074 |
-0.001 |
-1.1% |
0.000 |
| Volume |
103,117 |
84,023 |
-19,094 |
-18.5% |
568,742 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.813 |
2.772 |
2.640 |
|
| R3 |
2.750 |
2.709 |
2.622 |
|
| R2 |
2.687 |
2.687 |
2.617 |
|
| R1 |
2.646 |
2.646 |
2.611 |
2.635 |
| PP |
2.624 |
2.624 |
2.624 |
2.619 |
| S1 |
2.583 |
2.583 |
2.599 |
2.572 |
| S2 |
2.561 |
2.561 |
2.593 |
|
| S3 |
2.498 |
2.520 |
2.588 |
|
| S4 |
2.435 |
2.457 |
2.570 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.243 |
3.116 |
2.711 |
|
| R3 |
3.051 |
2.924 |
2.658 |
|
| R2 |
2.859 |
2.859 |
2.640 |
|
| R1 |
2.732 |
2.732 |
2.623 |
2.700 |
| PP |
2.667 |
2.667 |
2.667 |
2.651 |
| S1 |
2.540 |
2.540 |
2.587 |
2.508 |
| S2 |
2.475 |
2.475 |
2.570 |
|
| S3 |
2.283 |
2.348 |
2.552 |
|
| S4 |
2.091 |
2.156 |
2.499 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.794 |
2.602 |
0.192 |
7.4% |
0.075 |
2.9% |
2% |
False |
True |
113,748 |
| 10 |
2.794 |
2.602 |
0.192 |
7.4% |
0.072 |
2.8% |
2% |
False |
True |
123,457 |
| 20 |
2.794 |
2.602 |
0.192 |
7.4% |
0.069 |
2.7% |
2% |
False |
True |
111,386 |
| 40 |
2.959 |
2.602 |
0.357 |
13.7% |
0.071 |
2.7% |
1% |
False |
True |
86,962 |
| 60 |
2.983 |
2.602 |
0.381 |
14.6% |
0.075 |
2.9% |
1% |
False |
True |
67,877 |
| 80 |
3.013 |
2.602 |
0.411 |
15.8% |
0.080 |
3.1% |
1% |
False |
True |
59,327 |
| 100 |
3.180 |
2.602 |
0.578 |
22.2% |
0.084 |
3.2% |
1% |
False |
True |
53,561 |
| 120 |
3.180 |
2.602 |
0.578 |
22.2% |
0.081 |
3.1% |
1% |
False |
True |
47,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.933 |
|
2.618 |
2.830 |
|
1.618 |
2.767 |
|
1.000 |
2.728 |
|
0.618 |
2.704 |
|
HIGH |
2.665 |
|
0.618 |
2.641 |
|
0.500 |
2.634 |
|
0.382 |
2.626 |
|
LOW |
2.602 |
|
0.618 |
2.563 |
|
1.000 |
2.539 |
|
1.618 |
2.500 |
|
2.618 |
2.437 |
|
4.250 |
2.334 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.634 |
2.669 |
| PP |
2.624 |
2.648 |
| S1 |
2.615 |
2.626 |
|