NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 25-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.568 |
2.586 |
0.018 |
0.7% |
2.585 |
| High |
2.594 |
2.607 |
0.013 |
0.5% |
2.607 |
| Low |
2.521 |
2.529 |
0.008 |
0.3% |
2.521 |
| Close |
2.591 |
2.564 |
-0.027 |
-1.0% |
2.564 |
| Range |
0.073 |
0.078 |
0.005 |
6.8% |
0.086 |
| ATR |
0.068 |
0.069 |
0.001 |
1.0% |
0.000 |
| Volume |
73,238 |
63,285 |
-9,953 |
-13.6% |
433,199 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.801 |
2.760 |
2.607 |
|
| R3 |
2.723 |
2.682 |
2.585 |
|
| R2 |
2.645 |
2.645 |
2.578 |
|
| R1 |
2.604 |
2.604 |
2.571 |
2.586 |
| PP |
2.567 |
2.567 |
2.567 |
2.557 |
| S1 |
2.526 |
2.526 |
2.557 |
2.508 |
| S2 |
2.489 |
2.489 |
2.550 |
|
| S3 |
2.411 |
2.448 |
2.543 |
|
| S4 |
2.333 |
2.370 |
2.521 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.822 |
2.779 |
2.611 |
|
| R3 |
2.736 |
2.693 |
2.588 |
|
| R2 |
2.650 |
2.650 |
2.580 |
|
| R1 |
2.607 |
2.607 |
2.572 |
2.586 |
| PP |
2.564 |
2.564 |
2.564 |
2.553 |
| S1 |
2.521 |
2.521 |
2.556 |
2.500 |
| S2 |
2.478 |
2.478 |
2.548 |
|
| S3 |
2.392 |
2.435 |
2.540 |
|
| S4 |
2.306 |
2.349 |
2.517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.607 |
2.521 |
0.086 |
3.4% |
0.056 |
2.2% |
50% |
True |
False |
86,639 |
| 10 |
2.794 |
2.521 |
0.273 |
10.6% |
0.065 |
2.5% |
16% |
False |
False |
100,194 |
| 20 |
2.794 |
2.521 |
0.273 |
10.6% |
0.067 |
2.6% |
16% |
False |
False |
108,428 |
| 40 |
2.959 |
2.521 |
0.438 |
17.1% |
0.069 |
2.7% |
10% |
False |
False |
93,834 |
| 60 |
2.983 |
2.521 |
0.462 |
18.0% |
0.073 |
2.8% |
9% |
False |
False |
72,727 |
| 80 |
3.013 |
2.521 |
0.492 |
19.2% |
0.077 |
3.0% |
9% |
False |
False |
62,730 |
| 100 |
3.180 |
2.521 |
0.659 |
25.7% |
0.082 |
3.2% |
7% |
False |
False |
56,779 |
| 120 |
3.180 |
2.521 |
0.659 |
25.7% |
0.080 |
3.1% |
7% |
False |
False |
50,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.939 |
|
2.618 |
2.811 |
|
1.618 |
2.733 |
|
1.000 |
2.685 |
|
0.618 |
2.655 |
|
HIGH |
2.607 |
|
0.618 |
2.577 |
|
0.500 |
2.568 |
|
0.382 |
2.559 |
|
LOW |
2.529 |
|
0.618 |
2.481 |
|
1.000 |
2.451 |
|
1.618 |
2.403 |
|
2.618 |
2.325 |
|
4.250 |
2.198 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.568 |
2.564 |
| PP |
2.567 |
2.564 |
| S1 |
2.565 |
2.564 |
|