NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.734 |
2.774 |
0.040 |
1.5% |
2.764 |
| High |
2.799 |
2.785 |
-0.014 |
-0.5% |
2.804 |
| Low |
2.726 |
2.724 |
-0.002 |
-0.1% |
2.702 |
| Close |
2.792 |
2.736 |
-0.056 |
-2.0% |
2.741 |
| Range |
0.073 |
0.061 |
-0.012 |
-16.4% |
0.102 |
| ATR |
0.069 |
0.069 |
0.000 |
-0.1% |
0.000 |
| Volume |
62,724 |
67,515 |
4,791 |
7.6% |
169,384 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.931 |
2.895 |
2.770 |
|
| R3 |
2.870 |
2.834 |
2.753 |
|
| R2 |
2.809 |
2.809 |
2.747 |
|
| R1 |
2.773 |
2.773 |
2.742 |
2.761 |
| PP |
2.748 |
2.748 |
2.748 |
2.742 |
| S1 |
2.712 |
2.712 |
2.730 |
2.700 |
| S2 |
2.687 |
2.687 |
2.725 |
|
| S3 |
2.626 |
2.651 |
2.719 |
|
| S4 |
2.565 |
2.590 |
2.702 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.055 |
3.000 |
2.797 |
|
| R3 |
2.953 |
2.898 |
2.769 |
|
| R2 |
2.851 |
2.851 |
2.760 |
|
| R1 |
2.796 |
2.796 |
2.750 |
2.773 |
| PP |
2.749 |
2.749 |
2.749 |
2.737 |
| S1 |
2.694 |
2.694 |
2.732 |
2.671 |
| S2 |
2.647 |
2.647 |
2.722 |
|
| S3 |
2.545 |
2.592 |
2.713 |
|
| S4 |
2.443 |
2.490 |
2.685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.804 |
2.702 |
0.102 |
3.7% |
0.070 |
2.6% |
33% |
False |
False |
47,560 |
| 10 |
2.804 |
2.702 |
0.102 |
3.7% |
0.060 |
2.2% |
33% |
False |
False |
39,294 |
| 20 |
3.052 |
2.702 |
0.350 |
12.8% |
0.065 |
2.4% |
10% |
False |
False |
41,362 |
| 40 |
3.079 |
2.702 |
0.377 |
13.8% |
0.068 |
2.5% |
9% |
False |
False |
35,578 |
| 60 |
3.118 |
2.702 |
0.416 |
15.2% |
0.070 |
2.5% |
8% |
False |
False |
30,351 |
| 80 |
3.254 |
2.702 |
0.552 |
20.2% |
0.074 |
2.7% |
6% |
False |
False |
26,528 |
| 100 |
3.254 |
2.702 |
0.552 |
20.2% |
0.074 |
2.7% |
6% |
False |
False |
23,147 |
| 120 |
3.254 |
2.702 |
0.552 |
20.2% |
0.072 |
2.6% |
6% |
False |
False |
20,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.044 |
|
2.618 |
2.945 |
|
1.618 |
2.884 |
|
1.000 |
2.846 |
|
0.618 |
2.823 |
|
HIGH |
2.785 |
|
0.618 |
2.762 |
|
0.500 |
2.755 |
|
0.382 |
2.747 |
|
LOW |
2.724 |
|
0.618 |
2.686 |
|
1.000 |
2.663 |
|
1.618 |
2.625 |
|
2.618 |
2.564 |
|
4.250 |
2.465 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.755 |
2.762 |
| PP |
2.748 |
2.753 |
| S1 |
2.742 |
2.745 |
|