NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 25-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.638 |
2.670 |
0.032 |
1.2% |
2.658 |
| High |
2.678 |
2.687 |
0.009 |
0.3% |
2.687 |
| Low |
2.592 |
2.600 |
0.008 |
0.3% |
2.592 |
| Close |
2.674 |
2.631 |
-0.043 |
-1.6% |
2.631 |
| Range |
0.086 |
0.087 |
0.001 |
1.2% |
0.095 |
| ATR |
0.065 |
0.067 |
0.002 |
2.4% |
0.000 |
| Volume |
124,139 |
131,042 |
6,903 |
5.6% |
497,674 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.900 |
2.853 |
2.679 |
|
| R3 |
2.813 |
2.766 |
2.655 |
|
| R2 |
2.726 |
2.726 |
2.647 |
|
| R1 |
2.679 |
2.679 |
2.639 |
2.659 |
| PP |
2.639 |
2.639 |
2.639 |
2.630 |
| S1 |
2.592 |
2.592 |
2.623 |
2.572 |
| S2 |
2.552 |
2.552 |
2.615 |
|
| S3 |
2.465 |
2.505 |
2.607 |
|
| S4 |
2.378 |
2.418 |
2.583 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.922 |
2.871 |
2.683 |
|
| R3 |
2.827 |
2.776 |
2.657 |
|
| R2 |
2.732 |
2.732 |
2.648 |
|
| R1 |
2.681 |
2.681 |
2.640 |
2.659 |
| PP |
2.637 |
2.637 |
2.637 |
2.626 |
| S1 |
2.586 |
2.586 |
2.622 |
2.564 |
| S2 |
2.542 |
2.542 |
2.614 |
|
| S3 |
2.447 |
2.491 |
2.605 |
|
| S4 |
2.352 |
2.396 |
2.579 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.687 |
2.592 |
0.095 |
3.6% |
0.057 |
2.2% |
41% |
True |
False |
99,534 |
| 10 |
2.859 |
2.592 |
0.267 |
10.1% |
0.064 |
2.4% |
15% |
False |
False |
85,640 |
| 20 |
2.859 |
2.592 |
0.267 |
10.1% |
0.063 |
2.4% |
15% |
False |
False |
66,489 |
| 40 |
3.052 |
2.592 |
0.460 |
17.5% |
0.065 |
2.5% |
8% |
False |
False |
54,113 |
| 60 |
3.079 |
2.592 |
0.487 |
18.5% |
0.067 |
2.6% |
8% |
False |
False |
43,282 |
| 80 |
3.118 |
2.592 |
0.526 |
20.0% |
0.071 |
2.7% |
7% |
False |
False |
37,233 |
| 100 |
3.254 |
2.592 |
0.662 |
25.2% |
0.074 |
2.8% |
6% |
False |
False |
32,380 |
| 120 |
3.254 |
2.592 |
0.662 |
25.2% |
0.072 |
2.7% |
6% |
False |
False |
28,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.057 |
|
2.618 |
2.915 |
|
1.618 |
2.828 |
|
1.000 |
2.774 |
|
0.618 |
2.741 |
|
HIGH |
2.687 |
|
0.618 |
2.654 |
|
0.500 |
2.644 |
|
0.382 |
2.633 |
|
LOW |
2.600 |
|
0.618 |
2.546 |
|
1.000 |
2.513 |
|
1.618 |
2.459 |
|
2.618 |
2.372 |
|
4.250 |
2.230 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.644 |
2.640 |
| PP |
2.639 |
2.637 |
| S1 |
2.635 |
2.634 |
|