NYMEX Natural Gas Future November 2015
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.669 |
2.585 |
-0.084 |
-3.1% |
2.658 |
| High |
2.673 |
2.611 |
-0.062 |
-2.3% |
2.687 |
| Low |
2.581 |
2.511 |
-0.070 |
-2.7% |
2.592 |
| Close |
2.586 |
2.524 |
-0.062 |
-2.4% |
2.631 |
| Range |
0.092 |
0.100 |
0.008 |
8.7% |
0.095 |
| ATR |
0.070 |
0.072 |
0.002 |
3.1% |
0.000 |
| Volume |
115,762 |
131,356 |
15,594 |
13.5% |
497,674 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.849 |
2.786 |
2.579 |
|
| R3 |
2.749 |
2.686 |
2.552 |
|
| R2 |
2.649 |
2.649 |
2.542 |
|
| R1 |
2.586 |
2.586 |
2.533 |
2.568 |
| PP |
2.549 |
2.549 |
2.549 |
2.539 |
| S1 |
2.486 |
2.486 |
2.515 |
2.468 |
| S2 |
2.449 |
2.449 |
2.506 |
|
| S3 |
2.349 |
2.386 |
2.497 |
|
| S4 |
2.249 |
2.286 |
2.469 |
|
|
| 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 |
2.511 |
0.209 |
8.3% |
0.088 |
3.5% |
6% |
False |
True |
130,138 |
| 10 |
2.754 |
2.511 |
0.243 |
9.6% |
0.069 |
2.7% |
5% |
False |
True |
102,995 |
| 20 |
2.859 |
2.511 |
0.348 |
13.8% |
0.069 |
2.7% |
4% |
False |
True |
81,782 |
| 40 |
3.052 |
2.511 |
0.541 |
21.4% |
0.066 |
2.6% |
2% |
False |
True |
61,884 |
| 60 |
3.079 |
2.511 |
0.568 |
22.5% |
0.068 |
2.7% |
2% |
False |
True |
49,057 |
| 80 |
3.118 |
2.511 |
0.607 |
24.0% |
0.071 |
2.8% |
2% |
False |
True |
41,554 |
| 100 |
3.254 |
2.511 |
0.743 |
29.4% |
0.074 |
2.9% |
2% |
False |
True |
36,069 |
| 120 |
3.254 |
2.511 |
0.743 |
29.4% |
0.073 |
2.9% |
2% |
False |
True |
31,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.036 |
|
2.618 |
2.873 |
|
1.618 |
2.773 |
|
1.000 |
2.711 |
|
0.618 |
2.673 |
|
HIGH |
2.611 |
|
0.618 |
2.573 |
|
0.500 |
2.561 |
|
0.382 |
2.549 |
|
LOW |
2.511 |
|
0.618 |
2.449 |
|
1.000 |
2.411 |
|
1.618 |
2.349 |
|
2.618 |
2.249 |
|
4.250 |
2.086 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.561 |
2.616 |
| PP |
2.549 |
2.585 |
| S1 |
2.536 |
2.555 |
|