NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.806 |
2.747 |
-0.059 |
-2.1% |
2.734 |
| High |
2.809 |
2.754 |
-0.055 |
-2.0% |
2.806 |
| Low |
2.737 |
2.683 |
-0.054 |
-2.0% |
2.724 |
| Close |
2.739 |
2.728 |
-0.011 |
-0.4% |
2.767 |
| Range |
0.072 |
0.071 |
-0.001 |
-1.4% |
0.082 |
| ATR |
0.069 |
0.069 |
0.000 |
0.2% |
0.000 |
| Volume |
75,092 |
65,114 |
-9,978 |
-13.3% |
276,174 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.935 |
2.902 |
2.767 |
|
| R3 |
2.864 |
2.831 |
2.748 |
|
| R2 |
2.793 |
2.793 |
2.741 |
|
| R1 |
2.760 |
2.760 |
2.735 |
2.741 |
| PP |
2.722 |
2.722 |
2.722 |
2.712 |
| S1 |
2.689 |
2.689 |
2.721 |
2.670 |
| S2 |
2.651 |
2.651 |
2.715 |
|
| S3 |
2.580 |
2.618 |
2.708 |
|
| S4 |
2.509 |
2.547 |
2.689 |
|
|
| 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 |
2.683 |
0.176 |
6.5% |
0.067 |
2.5% |
26% |
False |
True |
69,435 |
| 10 |
2.859 |
2.683 |
0.176 |
6.5% |
0.070 |
2.5% |
26% |
False |
True |
64,483 |
| 20 |
2.900 |
2.683 |
0.217 |
8.0% |
0.065 |
2.4% |
21% |
False |
True |
48,530 |
| 40 |
3.079 |
2.683 |
0.396 |
14.5% |
0.068 |
2.5% |
11% |
False |
True |
43,067 |
| 60 |
3.079 |
2.683 |
0.396 |
14.5% |
0.069 |
2.5% |
11% |
False |
True |
35,749 |
| 80 |
3.118 |
2.683 |
0.435 |
15.9% |
0.073 |
2.7% |
10% |
False |
True |
31,121 |
| 100 |
3.254 |
2.683 |
0.571 |
20.9% |
0.075 |
2.8% |
8% |
False |
True |
27,165 |
| 120 |
3.254 |
2.683 |
0.571 |
20.9% |
0.072 |
2.6% |
8% |
False |
True |
23,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.056 |
|
2.618 |
2.940 |
|
1.618 |
2.869 |
|
1.000 |
2.825 |
|
0.618 |
2.798 |
|
HIGH |
2.754 |
|
0.618 |
2.727 |
|
0.500 |
2.719 |
|
0.382 |
2.710 |
|
LOW |
2.683 |
|
0.618 |
2.639 |
|
1.000 |
2.612 |
|
1.618 |
2.568 |
|
2.618 |
2.497 |
|
4.250 |
2.381 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.725 |
2.771 |
| PP |
2.722 |
2.757 |
| S1 |
2.719 |
2.742 |
|