NYMEX Natural Gas Future January 2016
| 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 |
2.902 |
2.907 |
0.005 |
0.2% |
3.022 |
| High |
2.923 |
2.961 |
0.038 |
1.3% |
3.103 |
| Low |
2.897 |
2.870 |
-0.027 |
-0.9% |
2.940 |
| Close |
2.907 |
2.958 |
0.051 |
1.8% |
2.941 |
| Range |
0.026 |
0.091 |
0.065 |
250.0% |
0.163 |
| ATR |
0.056 |
0.059 |
0.002 |
4.5% |
0.000 |
| Volume |
18,422 |
41,579 |
23,157 |
125.7% |
102,206 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.203 |
3.171 |
3.008 |
|
| R3 |
3.112 |
3.080 |
2.983 |
|
| R2 |
3.021 |
3.021 |
2.975 |
|
| R1 |
2.989 |
2.989 |
2.966 |
3.005 |
| PP |
2.930 |
2.930 |
2.930 |
2.938 |
| S1 |
2.898 |
2.898 |
2.950 |
2.914 |
| S2 |
2.839 |
2.839 |
2.941 |
|
| S3 |
2.748 |
2.807 |
2.933 |
|
| S4 |
2.657 |
2.716 |
2.908 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.484 |
3.375 |
3.031 |
|
| R3 |
3.321 |
3.212 |
2.986 |
|
| R2 |
3.158 |
3.158 |
2.971 |
|
| R1 |
3.049 |
3.049 |
2.956 |
3.022 |
| PP |
2.995 |
2.995 |
2.995 |
2.981 |
| S1 |
2.886 |
2.886 |
2.926 |
2.859 |
| S2 |
2.832 |
2.832 |
2.911 |
|
| S3 |
2.669 |
2.723 |
2.896 |
|
| S4 |
2.506 |
2.560 |
2.851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.005 |
2.870 |
0.135 |
4.6% |
0.049 |
1.7% |
65% |
False |
True |
23,320 |
| 10 |
3.103 |
2.870 |
0.233 |
7.9% |
0.055 |
1.9% |
38% |
False |
True |
21,855 |
| 20 |
3.103 |
2.870 |
0.233 |
7.9% |
0.054 |
1.8% |
38% |
False |
True |
22,233 |
| 40 |
3.293 |
2.870 |
0.423 |
14.3% |
0.058 |
2.0% |
21% |
False |
True |
22,634 |
| 60 |
3.343 |
2.870 |
0.473 |
16.0% |
0.061 |
2.1% |
19% |
False |
True |
20,293 |
| 80 |
3.383 |
2.870 |
0.513 |
17.3% |
0.063 |
2.1% |
17% |
False |
True |
19,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.348 |
|
2.618 |
3.199 |
|
1.618 |
3.108 |
|
1.000 |
3.052 |
|
0.618 |
3.017 |
|
HIGH |
2.961 |
|
0.618 |
2.926 |
|
0.500 |
2.916 |
|
0.382 |
2.905 |
|
LOW |
2.870 |
|
0.618 |
2.814 |
|
1.000 |
2.779 |
|
1.618 |
2.723 |
|
2.618 |
2.632 |
|
4.250 |
2.483 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.944 |
2.944 |
| PP |
2.930 |
2.930 |
| S1 |
2.916 |
2.916 |
|