NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.721 |
2.658 |
-0.063 |
-2.3% |
2.775 |
| High |
2.744 |
2.664 |
-0.080 |
-2.9% |
2.859 |
| Low |
2.674 |
2.622 |
-0.052 |
-1.9% |
2.674 |
| Close |
2.676 |
2.642 |
-0.034 |
-1.3% |
2.676 |
| Range |
0.070 |
0.042 |
-0.028 |
-40.0% |
0.185 |
| ATR |
0.069 |
0.068 |
-0.001 |
-1.5% |
0.000 |
| Volume |
71,653 |
77,732 |
6,079 |
8.5% |
358,729 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.769 |
2.747 |
2.665 |
|
| R3 |
2.727 |
2.705 |
2.654 |
|
| R2 |
2.685 |
2.685 |
2.650 |
|
| R1 |
2.663 |
2.663 |
2.646 |
2.653 |
| PP |
2.643 |
2.643 |
2.643 |
2.638 |
| S1 |
2.621 |
2.621 |
2.638 |
2.611 |
| S2 |
2.601 |
2.601 |
2.634 |
|
| S3 |
2.559 |
2.579 |
2.630 |
|
| S4 |
2.517 |
2.537 |
2.619 |
|
|
| 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 |
2.622 |
0.237 |
9.0% |
0.064 |
2.4% |
8% |
False |
True |
69,549 |
| 10 |
2.859 |
2.622 |
0.237 |
9.0% |
0.065 |
2.5% |
8% |
False |
True |
71,263 |
| 20 |
2.859 |
2.622 |
0.237 |
9.0% |
0.062 |
2.3% |
8% |
False |
True |
52,259 |
| 40 |
3.052 |
2.622 |
0.430 |
16.3% |
0.066 |
2.5% |
5% |
False |
True |
45,600 |
| 60 |
3.079 |
2.622 |
0.457 |
17.3% |
0.069 |
2.6% |
4% |
False |
True |
37,770 |
| 80 |
3.118 |
2.622 |
0.496 |
18.8% |
0.072 |
2.7% |
4% |
False |
True |
32,742 |
| 100 |
3.254 |
2.622 |
0.632 |
23.9% |
0.075 |
2.8% |
3% |
False |
True |
28,518 |
| 120 |
3.254 |
2.622 |
0.632 |
23.9% |
0.072 |
2.7% |
3% |
False |
True |
24,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.843 |
|
2.618 |
2.774 |
|
1.618 |
2.732 |
|
1.000 |
2.706 |
|
0.618 |
2.690 |
|
HIGH |
2.664 |
|
0.618 |
2.648 |
|
0.500 |
2.643 |
|
0.382 |
2.638 |
|
LOW |
2.622 |
|
0.618 |
2.596 |
|
1.000 |
2.580 |
|
1.618 |
2.554 |
|
2.618 |
2.512 |
|
4.250 |
2.444 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.643 |
2.688 |
| PP |
2.643 |
2.673 |
| S1 |
2.642 |
2.657 |
|