NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.576 |
2.568 |
-0.008 |
-0.3% |
2.702 |
| High |
2.604 |
2.594 |
-0.010 |
-0.4% |
2.794 |
| Low |
2.558 |
2.521 |
-0.037 |
-1.4% |
2.602 |
| Close |
2.569 |
2.591 |
0.022 |
0.9% |
2.605 |
| Range |
0.046 |
0.073 |
0.027 |
58.7% |
0.192 |
| ATR |
0.068 |
0.068 |
0.000 |
0.5% |
0.000 |
| Volume |
102,002 |
73,238 |
-28,764 |
-28.2% |
568,742 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.788 |
2.762 |
2.631 |
|
| R3 |
2.715 |
2.689 |
2.611 |
|
| R2 |
2.642 |
2.642 |
2.604 |
|
| R1 |
2.616 |
2.616 |
2.598 |
2.629 |
| PP |
2.569 |
2.569 |
2.569 |
2.575 |
| S1 |
2.543 |
2.543 |
2.584 |
2.556 |
| S2 |
2.496 |
2.496 |
2.578 |
|
| S3 |
2.423 |
2.470 |
2.571 |
|
| S4 |
2.350 |
2.397 |
2.551 |
|
|
| 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 |
2.665 |
2.521 |
0.144 |
5.6% |
0.053 |
2.0% |
49% |
False |
True |
90,787 |
| 10 |
2.794 |
2.521 |
0.273 |
10.5% |
0.063 |
2.4% |
26% |
False |
True |
104,306 |
| 20 |
2.794 |
2.521 |
0.273 |
10.5% |
0.066 |
2.6% |
26% |
False |
True |
111,610 |
| 40 |
2.959 |
2.521 |
0.438 |
16.9% |
0.070 |
2.7% |
16% |
False |
True |
93,230 |
| 60 |
2.983 |
2.521 |
0.462 |
17.8% |
0.073 |
2.8% |
15% |
False |
True |
72,085 |
| 80 |
3.013 |
2.521 |
0.492 |
19.0% |
0.078 |
3.0% |
14% |
False |
True |
62,355 |
| 100 |
3.180 |
2.521 |
0.659 |
25.4% |
0.081 |
3.1% |
11% |
False |
True |
56,286 |
| 120 |
3.180 |
2.521 |
0.659 |
25.4% |
0.080 |
3.1% |
11% |
False |
True |
50,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.904 |
|
2.618 |
2.785 |
|
1.618 |
2.712 |
|
1.000 |
2.667 |
|
0.618 |
2.639 |
|
HIGH |
2.594 |
|
0.618 |
2.566 |
|
0.500 |
2.558 |
|
0.382 |
2.549 |
|
LOW |
2.521 |
|
0.618 |
2.476 |
|
1.000 |
2.448 |
|
1.618 |
2.403 |
|
2.618 |
2.330 |
|
4.250 |
2.211 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.580 |
2.582 |
| PP |
2.569 |
2.572 |
| S1 |
2.558 |
2.563 |
|