NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.790 |
2.795 |
0.005 |
0.2% |
2.915 |
| High |
2.814 |
2.843 |
0.029 |
1.0% |
2.998 |
| Low |
2.782 |
2.751 |
-0.031 |
-1.1% |
2.830 |
| Close |
2.793 |
2.841 |
0.048 |
1.7% |
2.831 |
| Range |
0.032 |
0.092 |
0.060 |
187.5% |
0.168 |
| ATR |
0.059 |
0.061 |
0.002 |
4.0% |
0.000 |
| Volume |
20,837 |
20,001 |
-836 |
-4.0% |
108,793 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.088 |
3.056 |
2.892 |
|
| R3 |
2.996 |
2.964 |
2.866 |
|
| R2 |
2.904 |
2.904 |
2.858 |
|
| R1 |
2.872 |
2.872 |
2.849 |
2.888 |
| PP |
2.812 |
2.812 |
2.812 |
2.820 |
| S1 |
2.780 |
2.780 |
2.833 |
2.796 |
| S2 |
2.720 |
2.720 |
2.824 |
|
| S3 |
2.628 |
2.688 |
2.816 |
|
| S4 |
2.536 |
2.596 |
2.790 |
|
|
| 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 |
2.902 |
2.751 |
0.151 |
5.3% |
0.053 |
1.9% |
60% |
False |
True |
21,661 |
| 10 |
2.998 |
2.751 |
0.247 |
8.7% |
0.058 |
2.0% |
36% |
False |
True |
22,764 |
| 20 |
2.998 |
2.751 |
0.247 |
8.7% |
0.057 |
2.0% |
36% |
False |
True |
21,795 |
| 40 |
3.198 |
2.751 |
0.447 |
15.7% |
0.061 |
2.1% |
20% |
False |
True |
20,603 |
| 60 |
3.237 |
2.751 |
0.486 |
17.1% |
0.062 |
2.2% |
19% |
False |
True |
18,277 |
| 80 |
3.283 |
2.751 |
0.532 |
18.7% |
0.065 |
2.3% |
17% |
False |
True |
16,602 |
| 100 |
3.391 |
2.751 |
0.640 |
22.5% |
0.068 |
2.4% |
14% |
False |
True |
14,804 |
| 120 |
3.391 |
2.751 |
0.640 |
22.5% |
0.066 |
2.3% |
14% |
False |
True |
13,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.234 |
|
2.618 |
3.084 |
|
1.618 |
2.992 |
|
1.000 |
2.935 |
|
0.618 |
2.900 |
|
HIGH |
2.843 |
|
0.618 |
2.808 |
|
0.500 |
2.797 |
|
0.382 |
2.786 |
|
LOW |
2.751 |
|
0.618 |
2.694 |
|
1.000 |
2.659 |
|
1.618 |
2.602 |
|
2.618 |
2.510 |
|
4.250 |
2.360 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.826 |
2.826 |
| PP |
2.812 |
2.812 |
| S1 |
2.797 |
2.797 |
|