NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.835 |
2.806 |
-0.029 |
-1.0% |
2.734 |
| High |
2.859 |
2.809 |
-0.050 |
-1.7% |
2.806 |
| Low |
2.794 |
2.737 |
-0.057 |
-2.0% |
2.724 |
| Close |
2.800 |
2.739 |
-0.061 |
-2.2% |
2.767 |
| Range |
0.065 |
0.072 |
0.007 |
10.8% |
0.082 |
| ATR |
0.068 |
0.069 |
0.000 |
0.4% |
0.000 |
| Volume |
58,154 |
75,092 |
16,938 |
29.1% |
276,174 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.978 |
2.930 |
2.779 |
|
| R3 |
2.906 |
2.858 |
2.759 |
|
| R2 |
2.834 |
2.834 |
2.752 |
|
| R1 |
2.786 |
2.786 |
2.746 |
2.774 |
| PP |
2.762 |
2.762 |
2.762 |
2.756 |
| S1 |
2.714 |
2.714 |
2.732 |
2.702 |
| S2 |
2.690 |
2.690 |
2.726 |
|
| S3 |
2.618 |
2.642 |
2.719 |
|
| S4 |
2.546 |
2.570 |
2.699 |
|
|
| 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 |
2.733 |
0.126 |
4.6% |
0.066 |
2.4% |
5% |
False |
False |
73,579 |
| 10 |
2.859 |
2.702 |
0.157 |
5.7% |
0.068 |
2.5% |
24% |
False |
False |
60,569 |
| 20 |
2.900 |
2.702 |
0.198 |
7.2% |
0.064 |
2.3% |
19% |
False |
False |
46,480 |
| 40 |
3.079 |
2.702 |
0.377 |
13.8% |
0.067 |
2.5% |
10% |
False |
False |
41,934 |
| 60 |
3.079 |
2.702 |
0.377 |
13.8% |
0.069 |
2.5% |
10% |
False |
False |
34,989 |
| 80 |
3.118 |
2.702 |
0.416 |
15.2% |
0.073 |
2.6% |
9% |
False |
False |
30,398 |
| 100 |
3.254 |
2.702 |
0.552 |
20.2% |
0.075 |
2.7% |
7% |
False |
False |
26,560 |
| 120 |
3.254 |
2.702 |
0.552 |
20.2% |
0.072 |
2.6% |
7% |
False |
False |
23,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.115 |
|
2.618 |
2.997 |
|
1.618 |
2.925 |
|
1.000 |
2.881 |
|
0.618 |
2.853 |
|
HIGH |
2.809 |
|
0.618 |
2.781 |
|
0.500 |
2.773 |
|
0.382 |
2.765 |
|
LOW |
2.737 |
|
0.618 |
2.693 |
|
1.000 |
2.665 |
|
1.618 |
2.621 |
|
2.618 |
2.549 |
|
4.250 |
2.431 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.773 |
2.798 |
| PP |
2.762 |
2.778 |
| S1 |
2.750 |
2.759 |
|