NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.775 |
2.835 |
0.060 |
2.2% |
2.734 |
| High |
2.840 |
2.859 |
0.019 |
0.7% |
2.806 |
| Low |
2.768 |
2.794 |
0.026 |
0.9% |
2.724 |
| Close |
2.828 |
2.800 |
-0.028 |
-1.0% |
2.767 |
| Range |
0.072 |
0.065 |
-0.007 |
-9.7% |
0.082 |
| ATR |
0.069 |
0.068 |
0.000 |
-0.4% |
0.000 |
| Volume |
88,716 |
58,154 |
-30,562 |
-34.4% |
276,174 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.013 |
2.971 |
2.836 |
|
| R3 |
2.948 |
2.906 |
2.818 |
|
| R2 |
2.883 |
2.883 |
2.812 |
|
| R1 |
2.841 |
2.841 |
2.806 |
2.830 |
| PP |
2.818 |
2.818 |
2.818 |
2.812 |
| S1 |
2.776 |
2.776 |
2.794 |
2.765 |
| S2 |
2.753 |
2.753 |
2.788 |
|
| S3 |
2.688 |
2.711 |
2.782 |
|
| S4 |
2.623 |
2.646 |
2.764 |
|
|
| 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 |
2.859 |
2.724 |
0.135 |
4.8% |
0.064 |
2.3% |
56% |
True |
False |
72,064 |
| 10 |
2.859 |
2.702 |
0.157 |
5.6% |
0.066 |
2.3% |
62% |
True |
False |
56,660 |
| 20 |
2.900 |
2.702 |
0.198 |
7.1% |
0.063 |
2.2% |
49% |
False |
False |
44,244 |
| 40 |
3.079 |
2.702 |
0.377 |
13.5% |
0.067 |
2.4% |
26% |
False |
False |
40,587 |
| 60 |
3.079 |
2.702 |
0.377 |
13.5% |
0.068 |
2.4% |
26% |
False |
False |
34,061 |
| 80 |
3.143 |
2.702 |
0.441 |
15.8% |
0.073 |
2.6% |
22% |
False |
False |
29,615 |
| 100 |
3.254 |
2.702 |
0.552 |
19.7% |
0.074 |
2.7% |
18% |
False |
False |
25,884 |
| 120 |
3.254 |
2.702 |
0.552 |
19.7% |
0.072 |
2.6% |
18% |
False |
False |
22,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.135 |
|
2.618 |
3.029 |
|
1.618 |
2.964 |
|
1.000 |
2.924 |
|
0.618 |
2.899 |
|
HIGH |
2.859 |
|
0.618 |
2.834 |
|
0.500 |
2.827 |
|
0.382 |
2.819 |
|
LOW |
2.794 |
|
0.618 |
2.754 |
|
1.000 |
2.729 |
|
1.618 |
2.689 |
|
2.618 |
2.624 |
|
4.250 |
2.518 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.827 |
2.799 |
| PP |
2.818 |
2.797 |
| S1 |
2.809 |
2.796 |
|