NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.576 |
2.576 |
0.000 |
0.0% |
2.702 |
| High |
2.598 |
2.604 |
0.006 |
0.2% |
2.794 |
| Low |
2.562 |
2.558 |
-0.004 |
-0.2% |
2.602 |
| Close |
2.577 |
2.569 |
-0.008 |
-0.3% |
2.605 |
| Range |
0.036 |
0.046 |
0.010 |
27.8% |
0.192 |
| ATR |
0.070 |
0.068 |
-0.002 |
-2.4% |
0.000 |
| Volume |
99,088 |
102,002 |
2,914 |
2.9% |
568,742 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.715 |
2.688 |
2.594 |
|
| R3 |
2.669 |
2.642 |
2.582 |
|
| R2 |
2.623 |
2.623 |
2.577 |
|
| R1 |
2.596 |
2.596 |
2.573 |
2.587 |
| PP |
2.577 |
2.577 |
2.577 |
2.572 |
| S1 |
2.550 |
2.550 |
2.565 |
2.541 |
| S2 |
2.531 |
2.531 |
2.561 |
|
| S3 |
2.485 |
2.504 |
2.556 |
|
| S4 |
2.439 |
2.458 |
2.544 |
|
|
| 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 |
2.679 |
2.550 |
0.129 |
5.0% |
0.053 |
2.1% |
15% |
False |
False |
96,763 |
| 10 |
2.794 |
2.550 |
0.244 |
9.5% |
0.064 |
2.5% |
8% |
False |
False |
115,404 |
| 20 |
2.794 |
2.550 |
0.244 |
9.5% |
0.065 |
2.5% |
8% |
False |
False |
112,281 |
| 40 |
2.959 |
2.550 |
0.409 |
15.9% |
0.070 |
2.7% |
5% |
False |
False |
92,240 |
| 60 |
2.983 |
2.550 |
0.433 |
16.9% |
0.073 |
2.8% |
4% |
False |
False |
71,354 |
| 80 |
3.013 |
2.550 |
0.463 |
18.0% |
0.078 |
3.0% |
4% |
False |
False |
61,785 |
| 100 |
3.180 |
2.550 |
0.630 |
24.5% |
0.082 |
3.2% |
3% |
False |
False |
55,744 |
| 120 |
3.180 |
2.550 |
0.630 |
24.5% |
0.080 |
3.1% |
3% |
False |
False |
49,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.800 |
|
2.618 |
2.724 |
|
1.618 |
2.678 |
|
1.000 |
2.650 |
|
0.618 |
2.632 |
|
HIGH |
2.604 |
|
0.618 |
2.586 |
|
0.500 |
2.581 |
|
0.382 |
2.576 |
|
LOW |
2.558 |
|
0.618 |
2.530 |
|
1.000 |
2.512 |
|
1.618 |
2.484 |
|
2.618 |
2.438 |
|
4.250 |
2.363 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.581 |
2.577 |
| PP |
2.577 |
2.574 |
| S1 |
2.573 |
2.572 |
|