NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.744 |
2.749 |
0.005 |
0.2% |
2.734 |
| High |
2.806 |
2.788 |
-0.018 |
-0.6% |
2.806 |
| Low |
2.738 |
2.733 |
-0.005 |
-0.2% |
2.724 |
| Close |
2.759 |
2.767 |
0.008 |
0.3% |
2.767 |
| Range |
0.068 |
0.055 |
-0.013 |
-19.1% |
0.082 |
| ATR |
0.069 |
0.068 |
-0.001 |
-1.5% |
0.000 |
| Volume |
85,832 |
60,103 |
-25,729 |
-30.0% |
276,174 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.928 |
2.902 |
2.797 |
|
| R3 |
2.873 |
2.847 |
2.782 |
|
| R2 |
2.818 |
2.818 |
2.777 |
|
| R1 |
2.792 |
2.792 |
2.772 |
2.805 |
| PP |
2.763 |
2.763 |
2.763 |
2.769 |
| S1 |
2.737 |
2.737 |
2.762 |
2.750 |
| S2 |
2.708 |
2.708 |
2.757 |
|
| S3 |
2.653 |
2.682 |
2.752 |
|
| S4 |
2.598 |
2.627 |
2.737 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.012 |
2.971 |
2.812 |
|
| R3 |
2.930 |
2.889 |
2.790 |
|
| R2 |
2.848 |
2.848 |
2.782 |
|
| R1 |
2.807 |
2.807 |
2.775 |
2.828 |
| PP |
2.766 |
2.766 |
2.766 |
2.776 |
| S1 |
2.725 |
2.725 |
2.759 |
2.746 |
| S2 |
2.684 |
2.684 |
2.752 |
|
| S3 |
2.602 |
2.643 |
2.744 |
|
| S4 |
2.520 |
2.561 |
2.722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.806 |
2.724 |
0.082 |
3.0% |
0.063 |
2.3% |
52% |
False |
False |
62,589 |
| 10 |
2.806 |
2.702 |
0.104 |
3.8% |
0.062 |
2.2% |
63% |
False |
False |
47,339 |
| 20 |
2.969 |
2.702 |
0.267 |
9.6% |
0.061 |
2.2% |
24% |
False |
False |
41,939 |
| 40 |
3.079 |
2.702 |
0.377 |
13.6% |
0.067 |
2.4% |
17% |
False |
False |
38,034 |
| 60 |
3.079 |
2.702 |
0.377 |
13.6% |
0.069 |
2.5% |
17% |
False |
False |
32,207 |
| 80 |
3.190 |
2.702 |
0.488 |
17.6% |
0.073 |
2.7% |
13% |
False |
False |
28,153 |
| 100 |
3.254 |
2.702 |
0.552 |
19.9% |
0.074 |
2.7% |
12% |
False |
False |
24,491 |
| 120 |
3.254 |
2.702 |
0.552 |
19.9% |
0.072 |
2.6% |
12% |
False |
False |
21,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.022 |
|
2.618 |
2.932 |
|
1.618 |
2.877 |
|
1.000 |
2.843 |
|
0.618 |
2.822 |
|
HIGH |
2.788 |
|
0.618 |
2.767 |
|
0.500 |
2.761 |
|
0.382 |
2.754 |
|
LOW |
2.733 |
|
0.618 |
2.699 |
|
1.000 |
2.678 |
|
1.618 |
2.644 |
|
2.618 |
2.589 |
|
4.250 |
2.499 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.765 |
2.766 |
| PP |
2.763 |
2.766 |
| S1 |
2.761 |
2.765 |
|