NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.674 |
2.669 |
-0.005 |
-0.2% |
2.658 |
| High |
2.720 |
2.673 |
-0.047 |
-1.7% |
2.687 |
| Low |
2.647 |
2.581 |
-0.066 |
-2.5% |
2.592 |
| Close |
2.670 |
2.586 |
-0.084 |
-3.1% |
2.631 |
| Range |
0.073 |
0.092 |
0.019 |
26.0% |
0.095 |
| ATR |
0.068 |
0.070 |
0.002 |
2.5% |
0.000 |
| Volume |
148,391 |
115,762 |
-32,629 |
-22.0% |
497,674 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.889 |
2.830 |
2.637 |
|
| R3 |
2.797 |
2.738 |
2.611 |
|
| R2 |
2.705 |
2.705 |
2.603 |
|
| R1 |
2.646 |
2.646 |
2.594 |
2.630 |
| PP |
2.613 |
2.613 |
2.613 |
2.605 |
| S1 |
2.554 |
2.554 |
2.578 |
2.538 |
| S2 |
2.521 |
2.521 |
2.569 |
|
| S3 |
2.429 |
2.462 |
2.561 |
|
| S4 |
2.337 |
2.370 |
2.535 |
|
|
| 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 |
2.581 |
0.139 |
5.4% |
0.075 |
2.9% |
4% |
False |
True |
120,210 |
| 10 |
2.809 |
2.581 |
0.228 |
8.8% |
0.067 |
2.6% |
2% |
False |
True |
97,368 |
| 20 |
2.859 |
2.581 |
0.278 |
10.8% |
0.066 |
2.6% |
2% |
False |
True |
77,014 |
| 40 |
3.052 |
2.581 |
0.471 |
18.2% |
0.065 |
2.5% |
1% |
False |
True |
59,452 |
| 60 |
3.079 |
2.581 |
0.498 |
19.3% |
0.068 |
2.6% |
1% |
False |
True |
47,093 |
| 80 |
3.118 |
2.581 |
0.537 |
20.8% |
0.071 |
2.7% |
1% |
False |
True |
40,131 |
| 100 |
3.254 |
2.581 |
0.673 |
26.0% |
0.074 |
2.9% |
1% |
False |
True |
34,887 |
| 120 |
3.254 |
2.581 |
0.673 |
26.0% |
0.072 |
2.8% |
1% |
False |
True |
30,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.064 |
|
2.618 |
2.914 |
|
1.618 |
2.822 |
|
1.000 |
2.765 |
|
0.618 |
2.730 |
|
HIGH |
2.673 |
|
0.618 |
2.638 |
|
0.500 |
2.627 |
|
0.382 |
2.616 |
|
LOW |
2.581 |
|
0.618 |
2.524 |
|
1.000 |
2.489 |
|
1.618 |
2.432 |
|
2.618 |
2.340 |
|
4.250 |
2.190 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.627 |
2.651 |
| PP |
2.613 |
2.629 |
| S1 |
2.600 |
2.608 |
|