NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.774 |
2.744 |
-0.030 |
-1.1% |
2.764 |
| High |
2.785 |
2.806 |
0.021 |
0.8% |
2.804 |
| Low |
2.724 |
2.738 |
0.014 |
0.5% |
2.702 |
| Close |
2.736 |
2.759 |
0.023 |
0.8% |
2.741 |
| Range |
0.061 |
0.068 |
0.007 |
11.5% |
0.102 |
| ATR |
0.069 |
0.069 |
0.000 |
0.1% |
0.000 |
| Volume |
67,515 |
85,832 |
18,317 |
27.1% |
169,384 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.972 |
2.933 |
2.796 |
|
| R3 |
2.904 |
2.865 |
2.778 |
|
| R2 |
2.836 |
2.836 |
2.771 |
|
| R1 |
2.797 |
2.797 |
2.765 |
2.817 |
| PP |
2.768 |
2.768 |
2.768 |
2.777 |
| S1 |
2.729 |
2.729 |
2.753 |
2.749 |
| S2 |
2.700 |
2.700 |
2.747 |
|
| S3 |
2.632 |
2.661 |
2.740 |
|
| S4 |
2.564 |
2.593 |
2.722 |
|
|
| 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 |
2.806 |
2.702 |
0.104 |
3.8% |
0.072 |
2.6% |
55% |
True |
False |
59,530 |
| 10 |
2.806 |
2.702 |
0.104 |
3.8% |
0.063 |
2.3% |
55% |
True |
False |
44,288 |
| 20 |
3.049 |
2.702 |
0.347 |
12.6% |
0.065 |
2.4% |
16% |
False |
False |
42,716 |
| 40 |
3.079 |
2.702 |
0.377 |
13.7% |
0.068 |
2.5% |
15% |
False |
False |
37,045 |
| 60 |
3.118 |
2.702 |
0.416 |
15.1% |
0.069 |
2.5% |
14% |
False |
False |
31,460 |
| 80 |
3.254 |
2.702 |
0.552 |
20.0% |
0.074 |
2.7% |
10% |
False |
False |
27,491 |
| 100 |
3.254 |
2.702 |
0.552 |
20.0% |
0.074 |
2.7% |
10% |
False |
False |
23,957 |
| 120 |
3.254 |
2.702 |
0.552 |
20.0% |
0.072 |
2.6% |
10% |
False |
False |
20,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.095 |
|
2.618 |
2.984 |
|
1.618 |
2.916 |
|
1.000 |
2.874 |
|
0.618 |
2.848 |
|
HIGH |
2.806 |
|
0.618 |
2.780 |
|
0.500 |
2.772 |
|
0.382 |
2.764 |
|
LOW |
2.738 |
|
0.618 |
2.696 |
|
1.000 |
2.670 |
|
1.618 |
2.628 |
|
2.618 |
2.560 |
|
4.250 |
2.449 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.772 |
2.765 |
| PP |
2.768 |
2.763 |
| S1 |
2.763 |
2.761 |
|