NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.794 |
2.790 |
-0.004 |
-0.1% |
2.915 |
| High |
2.824 |
2.814 |
-0.010 |
-0.4% |
2.998 |
| Low |
2.790 |
2.782 |
-0.008 |
-0.3% |
2.830 |
| Close |
2.795 |
2.793 |
-0.002 |
-0.1% |
2.831 |
| Range |
0.034 |
0.032 |
-0.002 |
-5.9% |
0.168 |
| ATR |
0.061 |
0.059 |
-0.002 |
-3.4% |
0.000 |
| Volume |
24,970 |
20,837 |
-4,133 |
-16.6% |
108,793 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.892 |
2.875 |
2.811 |
|
| R3 |
2.860 |
2.843 |
2.802 |
|
| R2 |
2.828 |
2.828 |
2.799 |
|
| R1 |
2.811 |
2.811 |
2.796 |
2.820 |
| PP |
2.796 |
2.796 |
2.796 |
2.801 |
| S1 |
2.779 |
2.779 |
2.790 |
2.788 |
| S2 |
2.764 |
2.764 |
2.787 |
|
| S3 |
2.732 |
2.747 |
2.784 |
|
| S4 |
2.700 |
2.715 |
2.775 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.390 |
3.279 |
2.923 |
|
| R3 |
3.222 |
3.111 |
2.877 |
|
| R2 |
3.054 |
3.054 |
2.862 |
|
| R1 |
2.943 |
2.943 |
2.846 |
2.915 |
| PP |
2.886 |
2.886 |
2.886 |
2.872 |
| S1 |
2.775 |
2.775 |
2.816 |
2.747 |
| S2 |
2.718 |
2.718 |
2.800 |
|
| S3 |
2.550 |
2.607 |
2.785 |
|
| S4 |
2.382 |
2.439 |
2.739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.908 |
2.782 |
0.126 |
4.5% |
0.048 |
1.7% |
9% |
False |
True |
23,206 |
| 10 |
2.998 |
2.782 |
0.216 |
7.7% |
0.055 |
2.0% |
5% |
False |
True |
23,003 |
| 20 |
2.998 |
2.782 |
0.216 |
7.7% |
0.054 |
1.9% |
5% |
False |
True |
21,721 |
| 40 |
3.198 |
2.782 |
0.416 |
14.9% |
0.060 |
2.1% |
3% |
False |
True |
20,371 |
| 60 |
3.237 |
2.782 |
0.455 |
16.3% |
0.061 |
2.2% |
2% |
False |
True |
18,209 |
| 80 |
3.283 |
2.782 |
0.501 |
17.9% |
0.065 |
2.3% |
2% |
False |
True |
16,437 |
| 100 |
3.391 |
2.782 |
0.609 |
21.8% |
0.067 |
2.4% |
2% |
False |
True |
14,673 |
| 120 |
3.391 |
2.782 |
0.609 |
21.8% |
0.066 |
2.4% |
2% |
False |
True |
13,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.950 |
|
2.618 |
2.898 |
|
1.618 |
2.866 |
|
1.000 |
2.846 |
|
0.618 |
2.834 |
|
HIGH |
2.814 |
|
0.618 |
2.802 |
|
0.500 |
2.798 |
|
0.382 |
2.794 |
|
LOW |
2.782 |
|
0.618 |
2.762 |
|
1.000 |
2.750 |
|
1.618 |
2.730 |
|
2.618 |
2.698 |
|
4.250 |
2.646 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.798 |
2.803 |
| PP |
2.796 |
2.800 |
| S1 |
2.795 |
2.796 |
|