NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.747 |
2.721 |
-0.026 |
-0.9% |
2.775 |
| High |
2.754 |
2.744 |
-0.010 |
-0.4% |
2.859 |
| Low |
2.683 |
2.674 |
-0.009 |
-0.3% |
2.674 |
| Close |
2.728 |
2.676 |
-0.052 |
-1.9% |
2.676 |
| Range |
0.071 |
0.070 |
-0.001 |
-1.4% |
0.185 |
| ATR |
0.069 |
0.069 |
0.000 |
0.1% |
0.000 |
| Volume |
65,114 |
71,653 |
6,539 |
10.0% |
358,729 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.908 |
2.862 |
2.715 |
|
| R3 |
2.838 |
2.792 |
2.695 |
|
| R2 |
2.768 |
2.768 |
2.689 |
|
| R1 |
2.722 |
2.722 |
2.682 |
2.710 |
| PP |
2.698 |
2.698 |
2.698 |
2.692 |
| S1 |
2.652 |
2.652 |
2.670 |
2.640 |
| S2 |
2.628 |
2.628 |
2.663 |
|
| S3 |
2.558 |
2.582 |
2.657 |
|
| S4 |
2.488 |
2.512 |
2.638 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.291 |
3.169 |
2.778 |
|
| R3 |
3.106 |
2.984 |
2.727 |
|
| R2 |
2.921 |
2.921 |
2.710 |
|
| R1 |
2.799 |
2.799 |
2.693 |
2.768 |
| PP |
2.736 |
2.736 |
2.736 |
2.721 |
| S1 |
2.614 |
2.614 |
2.659 |
2.583 |
| S2 |
2.551 |
2.551 |
2.642 |
|
| S3 |
2.366 |
2.429 |
2.625 |
|
| S4 |
2.181 |
2.244 |
2.574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.859 |
2.674 |
0.185 |
6.9% |
0.070 |
2.6% |
1% |
False |
True |
71,745 |
| 10 |
2.859 |
2.674 |
0.185 |
6.9% |
0.066 |
2.5% |
1% |
False |
True |
67,167 |
| 20 |
2.879 |
2.674 |
0.205 |
7.7% |
0.064 |
2.4% |
1% |
False |
True |
50,236 |
| 40 |
3.052 |
2.674 |
0.378 |
14.1% |
0.066 |
2.5% |
1% |
False |
True |
44,297 |
| 60 |
3.079 |
2.674 |
0.405 |
15.1% |
0.069 |
2.6% |
0% |
False |
True |
36,667 |
| 80 |
3.118 |
2.674 |
0.444 |
16.6% |
0.073 |
2.7% |
0% |
False |
True |
31,893 |
| 100 |
3.254 |
2.674 |
0.580 |
21.7% |
0.075 |
2.8% |
0% |
False |
True |
27,795 |
| 120 |
3.254 |
2.674 |
0.580 |
21.7% |
0.072 |
2.7% |
0% |
False |
True |
24,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.042 |
|
2.618 |
2.927 |
|
1.618 |
2.857 |
|
1.000 |
2.814 |
|
0.618 |
2.787 |
|
HIGH |
2.744 |
|
0.618 |
2.717 |
|
0.500 |
2.709 |
|
0.382 |
2.701 |
|
LOW |
2.674 |
|
0.618 |
2.631 |
|
1.000 |
2.604 |
|
1.618 |
2.561 |
|
2.618 |
2.491 |
|
4.250 |
2.377 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.709 |
2.742 |
| PP |
2.698 |
2.720 |
| S1 |
2.687 |
2.698 |
|