NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.640 |
2.635 |
-0.005 |
-0.2% |
2.775 |
| High |
2.667 |
2.664 |
-0.003 |
-0.1% |
2.859 |
| Low |
2.632 |
2.627 |
-0.005 |
-0.2% |
2.674 |
| Close |
2.639 |
2.638 |
-0.001 |
0.0% |
2.676 |
| Range |
0.035 |
0.037 |
0.002 |
5.7% |
0.185 |
| ATR |
0.065 |
0.063 |
-0.002 |
-3.1% |
0.000 |
| Volume |
83,042 |
81,719 |
-1,323 |
-1.6% |
358,729 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.754 |
2.733 |
2.658 |
|
| R3 |
2.717 |
2.696 |
2.648 |
|
| R2 |
2.680 |
2.680 |
2.645 |
|
| R1 |
2.659 |
2.659 |
2.641 |
2.670 |
| PP |
2.643 |
2.643 |
2.643 |
2.648 |
| S1 |
2.622 |
2.622 |
2.635 |
2.633 |
| S2 |
2.606 |
2.606 |
2.631 |
|
| S3 |
2.569 |
2.585 |
2.628 |
|
| S4 |
2.532 |
2.548 |
2.618 |
|
|
| 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 |
2.754 |
2.622 |
0.132 |
5.0% |
0.051 |
1.9% |
12% |
False |
False |
75,852 |
| 10 |
2.859 |
2.622 |
0.237 |
9.0% |
0.059 |
2.2% |
7% |
False |
False |
74,715 |
| 20 |
2.859 |
2.622 |
0.237 |
9.0% |
0.059 |
2.2% |
7% |
False |
False |
57,005 |
| 40 |
3.052 |
2.622 |
0.430 |
16.3% |
0.064 |
2.4% |
4% |
False |
False |
48,765 |
| 60 |
3.079 |
2.622 |
0.457 |
17.3% |
0.067 |
2.5% |
4% |
False |
False |
39,651 |
| 80 |
3.118 |
2.622 |
0.496 |
18.8% |
0.071 |
2.7% |
3% |
False |
False |
34,408 |
| 100 |
3.254 |
2.622 |
0.632 |
24.0% |
0.074 |
2.8% |
3% |
False |
False |
29,945 |
| 120 |
3.254 |
2.622 |
0.632 |
24.0% |
0.072 |
2.7% |
3% |
False |
False |
26,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.821 |
|
2.618 |
2.761 |
|
1.618 |
2.724 |
|
1.000 |
2.701 |
|
0.618 |
2.687 |
|
HIGH |
2.664 |
|
0.618 |
2.650 |
|
0.500 |
2.646 |
|
0.382 |
2.641 |
|
LOW |
2.627 |
|
0.618 |
2.604 |
|
1.000 |
2.590 |
|
1.618 |
2.567 |
|
2.618 |
2.530 |
|
4.250 |
2.470 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.646 |
2.645 |
| PP |
2.643 |
2.642 |
| S1 |
2.641 |
2.640 |
|