NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.670 |
2.674 |
0.004 |
0.1% |
2.658 |
| High |
2.687 |
2.720 |
0.033 |
1.2% |
2.687 |
| Low |
2.600 |
2.647 |
0.047 |
1.8% |
2.592 |
| Close |
2.631 |
2.670 |
0.039 |
1.5% |
2.631 |
| Range |
0.087 |
0.073 |
-0.014 |
-16.1% |
0.095 |
| ATR |
0.067 |
0.068 |
0.002 |
2.4% |
0.000 |
| Volume |
131,042 |
148,391 |
17,349 |
13.2% |
497,674 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.898 |
2.857 |
2.710 |
|
| R3 |
2.825 |
2.784 |
2.690 |
|
| R2 |
2.752 |
2.752 |
2.683 |
|
| R1 |
2.711 |
2.711 |
2.677 |
2.695 |
| PP |
2.679 |
2.679 |
2.679 |
2.671 |
| S1 |
2.638 |
2.638 |
2.663 |
2.622 |
| S2 |
2.606 |
2.606 |
2.657 |
|
| S3 |
2.533 |
2.565 |
2.650 |
|
| S4 |
2.460 |
2.492 |
2.630 |
|
|
| 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 |
2.720 |
2.592 |
0.128 |
4.8% |
0.064 |
2.4% |
61% |
True |
False |
113,666 |
| 10 |
2.859 |
2.592 |
0.267 |
10.0% |
0.064 |
2.4% |
29% |
False |
False |
91,607 |
| 20 |
2.859 |
2.592 |
0.267 |
10.0% |
0.064 |
2.4% |
29% |
False |
False |
72,517 |
| 40 |
3.052 |
2.592 |
0.460 |
17.2% |
0.065 |
2.4% |
17% |
False |
False |
57,135 |
| 60 |
3.079 |
2.592 |
0.487 |
18.2% |
0.068 |
2.5% |
16% |
False |
False |
45,489 |
| 80 |
3.118 |
2.592 |
0.526 |
19.7% |
0.070 |
2.6% |
15% |
False |
False |
38,894 |
| 100 |
3.254 |
2.592 |
0.662 |
24.8% |
0.074 |
2.8% |
12% |
False |
False |
33,801 |
| 120 |
3.254 |
2.592 |
0.662 |
24.8% |
0.072 |
2.7% |
12% |
False |
False |
29,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.030 |
|
2.618 |
2.911 |
|
1.618 |
2.838 |
|
1.000 |
2.793 |
|
0.618 |
2.765 |
|
HIGH |
2.720 |
|
0.618 |
2.692 |
|
0.500 |
2.684 |
|
0.382 |
2.675 |
|
LOW |
2.647 |
|
0.618 |
2.602 |
|
1.000 |
2.574 |
|
1.618 |
2.529 |
|
2.618 |
2.456 |
|
4.250 |
2.337 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.684 |
2.665 |
| PP |
2.679 |
2.661 |
| S1 |
2.675 |
2.656 |
|