NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.905 |
2.905 |
0.000 |
0.0% |
2.897 |
| High |
2.959 |
2.939 |
-0.020 |
-0.7% |
2.959 |
| Low |
2.899 |
2.884 |
-0.015 |
-0.5% |
2.884 |
| Close |
2.914 |
2.913 |
-0.001 |
0.0% |
2.913 |
| Range |
0.060 |
0.055 |
-0.005 |
-8.3% |
0.075 |
| ATR |
0.064 |
0.063 |
-0.001 |
-1.0% |
0.000 |
| Volume |
22,384 |
30,481 |
8,097 |
36.2% |
102,971 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.077 |
3.050 |
2.943 |
|
| R3 |
3.022 |
2.995 |
2.928 |
|
| R2 |
2.967 |
2.967 |
2.923 |
|
| R1 |
2.940 |
2.940 |
2.918 |
2.954 |
| PP |
2.912 |
2.912 |
2.912 |
2.919 |
| S1 |
2.885 |
2.885 |
2.908 |
2.899 |
| S2 |
2.857 |
2.857 |
2.903 |
|
| S3 |
2.802 |
2.830 |
2.898 |
|
| S4 |
2.747 |
2.775 |
2.883 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.144 |
3.103 |
2.954 |
|
| R3 |
3.069 |
3.028 |
2.934 |
|
| R2 |
2.994 |
2.994 |
2.927 |
|
| R1 |
2.953 |
2.953 |
2.920 |
2.974 |
| PP |
2.919 |
2.919 |
2.919 |
2.929 |
| S1 |
2.878 |
2.878 |
2.906 |
2.899 |
| S2 |
2.844 |
2.844 |
2.899 |
|
| S3 |
2.769 |
2.803 |
2.892 |
|
| S4 |
2.694 |
2.728 |
2.872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.959 |
2.884 |
0.075 |
2.6% |
0.052 |
1.8% |
39% |
False |
True |
25,871 |
| 10 |
2.959 |
2.840 |
0.119 |
4.1% |
0.055 |
1.9% |
61% |
False |
False |
22,086 |
| 20 |
3.124 |
2.840 |
0.284 |
9.7% |
0.057 |
1.9% |
26% |
False |
False |
20,184 |
| 40 |
3.237 |
2.840 |
0.397 |
13.6% |
0.062 |
2.1% |
18% |
False |
False |
18,393 |
| 60 |
3.237 |
2.840 |
0.397 |
13.6% |
0.063 |
2.2% |
18% |
False |
False |
16,746 |
| 80 |
3.345 |
2.840 |
0.505 |
17.3% |
0.067 |
2.3% |
14% |
False |
False |
14,959 |
| 100 |
3.391 |
2.840 |
0.551 |
18.9% |
0.068 |
2.3% |
13% |
False |
False |
13,289 |
| 120 |
3.391 |
2.840 |
0.551 |
18.9% |
0.066 |
2.3% |
13% |
False |
False |
11,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.173 |
|
2.618 |
3.083 |
|
1.618 |
3.028 |
|
1.000 |
2.994 |
|
0.618 |
2.973 |
|
HIGH |
2.939 |
|
0.618 |
2.918 |
|
0.500 |
2.912 |
|
0.382 |
2.905 |
|
LOW |
2.884 |
|
0.618 |
2.850 |
|
1.000 |
2.829 |
|
1.618 |
2.795 |
|
2.618 |
2.740 |
|
4.250 |
2.650 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.913 |
2.922 |
| PP |
2.912 |
2.919 |
| S1 |
2.912 |
2.916 |
|