NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.749 |
2.775 |
0.026 |
0.9% |
2.734 |
| High |
2.788 |
2.840 |
0.052 |
1.9% |
2.806 |
| Low |
2.733 |
2.768 |
0.035 |
1.3% |
2.724 |
| Close |
2.767 |
2.828 |
0.061 |
2.2% |
2.767 |
| Range |
0.055 |
0.072 |
0.017 |
30.9% |
0.082 |
| ATR |
0.068 |
0.069 |
0.000 |
0.5% |
0.000 |
| Volume |
60,103 |
88,716 |
28,613 |
47.6% |
276,174 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.028 |
3.000 |
2.868 |
|
| R3 |
2.956 |
2.928 |
2.848 |
|
| R2 |
2.884 |
2.884 |
2.841 |
|
| R1 |
2.856 |
2.856 |
2.835 |
2.870 |
| PP |
2.812 |
2.812 |
2.812 |
2.819 |
| S1 |
2.784 |
2.784 |
2.821 |
2.798 |
| S2 |
2.740 |
2.740 |
2.815 |
|
| S3 |
2.668 |
2.712 |
2.808 |
|
| S4 |
2.596 |
2.640 |
2.788 |
|
|
| 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 |
2.840 |
2.724 |
0.116 |
4.1% |
0.066 |
2.3% |
90% |
True |
False |
72,978 |
| 10 |
2.840 |
2.702 |
0.138 |
4.9% |
0.063 |
2.2% |
91% |
True |
False |
53,427 |
| 20 |
2.925 |
2.702 |
0.223 |
7.9% |
0.063 |
2.2% |
57% |
False |
False |
42,554 |
| 40 |
3.079 |
2.702 |
0.377 |
13.3% |
0.068 |
2.4% |
33% |
False |
False |
39,522 |
| 60 |
3.079 |
2.702 |
0.377 |
13.3% |
0.068 |
2.4% |
33% |
False |
False |
33,341 |
| 80 |
3.190 |
2.702 |
0.488 |
17.3% |
0.073 |
2.6% |
26% |
False |
False |
29,063 |
| 100 |
3.254 |
2.702 |
0.552 |
19.5% |
0.074 |
2.6% |
23% |
False |
False |
25,334 |
| 120 |
3.254 |
2.702 |
0.552 |
19.5% |
0.072 |
2.6% |
23% |
False |
False |
22,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.146 |
|
2.618 |
3.028 |
|
1.618 |
2.956 |
|
1.000 |
2.912 |
|
0.618 |
2.884 |
|
HIGH |
2.840 |
|
0.618 |
2.812 |
|
0.500 |
2.804 |
|
0.382 |
2.796 |
|
LOW |
2.768 |
|
0.618 |
2.724 |
|
1.000 |
2.696 |
|
1.618 |
2.652 |
|
2.618 |
2.580 |
|
4.250 |
2.462 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.820 |
2.814 |
| PP |
2.812 |
2.800 |
| S1 |
2.804 |
2.787 |
|