NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.635 |
2.638 |
0.003 |
0.1% |
2.775 |
| High |
2.664 |
2.678 |
0.014 |
0.5% |
2.859 |
| Low |
2.627 |
2.592 |
-0.035 |
-1.3% |
2.674 |
| Close |
2.638 |
2.674 |
0.036 |
1.4% |
2.676 |
| Range |
0.037 |
0.086 |
0.049 |
132.4% |
0.185 |
| ATR |
0.063 |
0.065 |
0.002 |
2.5% |
0.000 |
| Volume |
81,719 |
124,139 |
42,420 |
51.9% |
358,729 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.906 |
2.876 |
2.721 |
|
| R3 |
2.820 |
2.790 |
2.698 |
|
| R2 |
2.734 |
2.734 |
2.690 |
|
| R1 |
2.704 |
2.704 |
2.682 |
2.719 |
| PP |
2.648 |
2.648 |
2.648 |
2.656 |
| S1 |
2.618 |
2.618 |
2.666 |
2.633 |
| S2 |
2.562 |
2.562 |
2.658 |
|
| S3 |
2.476 |
2.532 |
2.650 |
|
| S4 |
2.390 |
2.446 |
2.627 |
|
|
| 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 |
2.744 |
2.592 |
0.152 |
5.7% |
0.054 |
2.0% |
54% |
False |
True |
87,657 |
| 10 |
2.859 |
2.592 |
0.267 |
10.0% |
0.061 |
2.3% |
31% |
False |
True |
78,546 |
| 20 |
2.859 |
2.592 |
0.267 |
10.0% |
0.062 |
2.3% |
31% |
False |
True |
61,417 |
| 40 |
3.052 |
2.592 |
0.460 |
17.2% |
0.065 |
2.4% |
18% |
False |
True |
51,434 |
| 60 |
3.079 |
2.592 |
0.487 |
18.2% |
0.067 |
2.5% |
17% |
False |
True |
41,406 |
| 80 |
3.118 |
2.592 |
0.526 |
19.7% |
0.071 |
2.6% |
16% |
False |
True |
35,795 |
| 100 |
3.254 |
2.592 |
0.662 |
24.8% |
0.074 |
2.8% |
12% |
False |
True |
31,124 |
| 120 |
3.254 |
2.592 |
0.662 |
24.8% |
0.072 |
2.7% |
12% |
False |
True |
27,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.044 |
|
2.618 |
2.903 |
|
1.618 |
2.817 |
|
1.000 |
2.764 |
|
0.618 |
2.731 |
|
HIGH |
2.678 |
|
0.618 |
2.645 |
|
0.500 |
2.635 |
|
0.382 |
2.625 |
|
LOW |
2.592 |
|
0.618 |
2.539 |
|
1.000 |
2.506 |
|
1.618 |
2.453 |
|
2.618 |
2.367 |
|
4.250 |
2.227 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.661 |
2.661 |
| PP |
2.648 |
2.648 |
| S1 |
2.635 |
2.635 |
|