NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.825 |
2.836 |
0.011 |
0.4% |
2.813 |
| High |
2.852 |
2.875 |
0.023 |
0.8% |
2.852 |
| Low |
2.773 |
2.813 |
0.040 |
1.4% |
2.751 |
| Close |
2.802 |
2.837 |
0.035 |
1.2% |
2.802 |
| Range |
0.079 |
0.062 |
-0.017 |
-21.5% |
0.101 |
| ATR |
0.063 |
0.063 |
0.001 |
1.2% |
0.000 |
| Volume |
41,622 |
36,666 |
-4,956 |
-11.9% |
129,996 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.028 |
2.994 |
2.871 |
|
| R3 |
2.966 |
2.932 |
2.854 |
|
| R2 |
2.904 |
2.904 |
2.848 |
|
| R1 |
2.870 |
2.870 |
2.843 |
2.887 |
| PP |
2.842 |
2.842 |
2.842 |
2.850 |
| S1 |
2.808 |
2.808 |
2.831 |
2.825 |
| S2 |
2.780 |
2.780 |
2.826 |
|
| S3 |
2.718 |
2.746 |
2.820 |
|
| S4 |
2.656 |
2.684 |
2.803 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.105 |
3.054 |
2.858 |
|
| R3 |
3.004 |
2.953 |
2.830 |
|
| R2 |
2.903 |
2.903 |
2.821 |
|
| R1 |
2.852 |
2.852 |
2.811 |
2.827 |
| PP |
2.802 |
2.802 |
2.802 |
2.789 |
| S1 |
2.751 |
2.751 |
2.793 |
2.726 |
| S2 |
2.701 |
2.701 |
2.783 |
|
| S3 |
2.600 |
2.650 |
2.774 |
|
| S4 |
2.499 |
2.549 |
2.746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.875 |
2.751 |
0.124 |
4.4% |
0.060 |
2.1% |
69% |
True |
False |
28,819 |
| 10 |
2.998 |
2.751 |
0.247 |
8.7% |
0.060 |
2.1% |
35% |
False |
False |
25,883 |
| 20 |
2.998 |
2.751 |
0.247 |
8.7% |
0.058 |
2.1% |
35% |
False |
False |
23,786 |
| 40 |
3.197 |
2.751 |
0.446 |
15.7% |
0.059 |
2.1% |
19% |
False |
False |
21,838 |
| 60 |
3.237 |
2.751 |
0.486 |
17.1% |
0.062 |
2.2% |
18% |
False |
False |
18,988 |
| 80 |
3.283 |
2.751 |
0.532 |
18.8% |
0.065 |
2.3% |
16% |
False |
False |
17,317 |
| 100 |
3.391 |
2.751 |
0.640 |
22.6% |
0.068 |
2.4% |
13% |
False |
False |
15,482 |
| 120 |
3.391 |
2.751 |
0.640 |
22.6% |
0.067 |
2.3% |
13% |
False |
False |
13,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.139 |
|
2.618 |
3.037 |
|
1.618 |
2.975 |
|
1.000 |
2.937 |
|
0.618 |
2.913 |
|
HIGH |
2.875 |
|
0.618 |
2.851 |
|
0.500 |
2.844 |
|
0.382 |
2.837 |
|
LOW |
2.813 |
|
0.618 |
2.775 |
|
1.000 |
2.751 |
|
1.618 |
2.713 |
|
2.618 |
2.651 |
|
4.250 |
2.550 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.844 |
2.829 |
| PP |
2.842 |
2.821 |
| S1 |
2.839 |
2.813 |
|