NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.585 |
2.576 |
-0.009 |
-0.3% |
2.702 |
| High |
2.596 |
2.598 |
0.002 |
0.1% |
2.794 |
| Low |
2.550 |
2.562 |
0.012 |
0.5% |
2.602 |
| Close |
2.573 |
2.577 |
0.004 |
0.2% |
2.605 |
| Range |
0.046 |
0.036 |
-0.010 |
-21.7% |
0.192 |
| ATR |
0.072 |
0.070 |
-0.003 |
-3.6% |
0.000 |
| Volume |
95,586 |
99,088 |
3,502 |
3.7% |
568,742 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.687 |
2.668 |
2.597 |
|
| R3 |
2.651 |
2.632 |
2.587 |
|
| R2 |
2.615 |
2.615 |
2.584 |
|
| R1 |
2.596 |
2.596 |
2.580 |
2.606 |
| PP |
2.579 |
2.579 |
2.579 |
2.584 |
| S1 |
2.560 |
2.560 |
2.574 |
2.570 |
| S2 |
2.543 |
2.543 |
2.570 |
|
| S3 |
2.507 |
2.524 |
2.567 |
|
| S4 |
2.471 |
2.488 |
2.557 |
|
|
| 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 |
2.736 |
2.550 |
0.186 |
7.2% |
0.060 |
2.3% |
15% |
False |
False |
103,249 |
| 10 |
2.794 |
2.550 |
0.244 |
9.5% |
0.066 |
2.5% |
11% |
False |
False |
118,201 |
| 20 |
2.794 |
2.550 |
0.244 |
9.5% |
0.065 |
2.5% |
11% |
False |
False |
111,338 |
| 40 |
2.959 |
2.550 |
0.409 |
15.9% |
0.070 |
2.7% |
7% |
False |
False |
90,255 |
| 60 |
2.983 |
2.550 |
0.433 |
16.8% |
0.074 |
2.9% |
6% |
False |
False |
70,196 |
| 80 |
3.013 |
2.550 |
0.463 |
18.0% |
0.078 |
3.0% |
6% |
False |
False |
60,874 |
| 100 |
3.180 |
2.550 |
0.630 |
24.4% |
0.082 |
3.2% |
4% |
False |
False |
55,191 |
| 120 |
3.180 |
2.550 |
0.630 |
24.4% |
0.080 |
3.1% |
4% |
False |
False |
48,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.751 |
|
2.618 |
2.692 |
|
1.618 |
2.656 |
|
1.000 |
2.634 |
|
0.618 |
2.620 |
|
HIGH |
2.598 |
|
0.618 |
2.584 |
|
0.500 |
2.580 |
|
0.382 |
2.576 |
|
LOW |
2.562 |
|
0.618 |
2.540 |
|
1.000 |
2.526 |
|
1.618 |
2.504 |
|
2.618 |
2.468 |
|
4.250 |
2.409 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.580 |
2.608 |
| PP |
2.579 |
2.597 |
| S1 |
2.578 |
2.587 |
|