NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.644 |
2.585 |
-0.059 |
-2.2% |
2.702 |
| High |
2.665 |
2.596 |
-0.069 |
-2.6% |
2.794 |
| Low |
2.602 |
2.550 |
-0.052 |
-2.0% |
2.602 |
| Close |
2.605 |
2.573 |
-0.032 |
-1.2% |
2.605 |
| Range |
0.063 |
0.046 |
-0.017 |
-27.0% |
0.192 |
| ATR |
0.074 |
0.072 |
-0.001 |
-1.8% |
0.000 |
| Volume |
84,023 |
95,586 |
11,563 |
13.8% |
568,742 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.711 |
2.688 |
2.598 |
|
| R3 |
2.665 |
2.642 |
2.586 |
|
| R2 |
2.619 |
2.619 |
2.581 |
|
| R1 |
2.596 |
2.596 |
2.577 |
2.585 |
| PP |
2.573 |
2.573 |
2.573 |
2.567 |
| S1 |
2.550 |
2.550 |
2.569 |
2.539 |
| S2 |
2.527 |
2.527 |
2.565 |
|
| S3 |
2.481 |
2.504 |
2.560 |
|
| S4 |
2.435 |
2.458 |
2.548 |
|
|
| 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 |
2.550 |
0.244 |
9.5% |
0.067 |
2.6% |
9% |
False |
True |
103,342 |
| 10 |
2.794 |
2.550 |
0.244 |
9.5% |
0.070 |
2.7% |
9% |
False |
True |
122,508 |
| 20 |
2.794 |
2.550 |
0.244 |
9.5% |
0.067 |
2.6% |
9% |
False |
True |
111,640 |
| 40 |
2.959 |
2.550 |
0.409 |
15.9% |
0.071 |
2.8% |
6% |
False |
True |
88,403 |
| 60 |
2.983 |
2.550 |
0.433 |
16.8% |
0.075 |
2.9% |
5% |
False |
True |
69,229 |
| 80 |
3.013 |
2.550 |
0.463 |
18.0% |
0.079 |
3.1% |
5% |
False |
True |
60,222 |
| 100 |
3.180 |
2.550 |
0.630 |
24.5% |
0.083 |
3.2% |
4% |
False |
True |
54,368 |
| 120 |
3.180 |
2.550 |
0.630 |
24.5% |
0.081 |
3.1% |
4% |
False |
True |
48,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.792 |
|
2.618 |
2.716 |
|
1.618 |
2.670 |
|
1.000 |
2.642 |
|
0.618 |
2.624 |
|
HIGH |
2.596 |
|
0.618 |
2.578 |
|
0.500 |
2.573 |
|
0.382 |
2.568 |
|
LOW |
2.550 |
|
0.618 |
2.522 |
|
1.000 |
2.504 |
|
1.618 |
2.476 |
|
2.618 |
2.430 |
|
4.250 |
2.355 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.573 |
2.615 |
| PP |
2.573 |
2.601 |
| S1 |
2.573 |
2.587 |
|