NYMEX Natural Gas Future January 2016
| 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 |
2.954 |
2.950 |
-0.004 |
-0.1% |
2.922 |
| High |
2.967 |
2.987 |
0.020 |
0.7% |
2.967 |
| Low |
2.890 |
2.926 |
0.036 |
1.2% |
2.870 |
| Close |
2.918 |
2.951 |
0.033 |
1.1% |
2.918 |
| Range |
0.077 |
0.061 |
-0.016 |
-20.8% |
0.097 |
| ATR |
0.060 |
0.061 |
0.001 |
1.1% |
0.000 |
| Volume |
27,323 |
33,934 |
6,611 |
24.2% |
126,120 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.138 |
3.105 |
2.985 |
|
| R3 |
3.077 |
3.044 |
2.968 |
|
| R2 |
3.016 |
3.016 |
2.962 |
|
| R1 |
2.983 |
2.983 |
2.957 |
3.000 |
| PP |
2.955 |
2.955 |
2.955 |
2.963 |
| S1 |
2.922 |
2.922 |
2.945 |
2.939 |
| S2 |
2.894 |
2.894 |
2.940 |
|
| S3 |
2.833 |
2.861 |
2.934 |
|
| S4 |
2.772 |
2.800 |
2.917 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.209 |
3.161 |
2.971 |
|
| R3 |
3.112 |
3.064 |
2.945 |
|
| R2 |
3.015 |
3.015 |
2.936 |
|
| R1 |
2.967 |
2.967 |
2.927 |
2.943 |
| PP |
2.918 |
2.918 |
2.918 |
2.906 |
| S1 |
2.870 |
2.870 |
2.909 |
2.846 |
| S2 |
2.821 |
2.821 |
2.900 |
|
| S3 |
2.724 |
2.773 |
2.891 |
|
| S4 |
2.627 |
2.676 |
2.865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.987 |
2.870 |
0.117 |
4.0% |
0.057 |
1.9% |
69% |
True |
False |
27,608 |
| 10 |
3.103 |
2.870 |
0.233 |
7.9% |
0.057 |
1.9% |
35% |
False |
False |
23,497 |
| 20 |
3.103 |
2.870 |
0.233 |
7.9% |
0.056 |
1.9% |
35% |
False |
False |
23,648 |
| 40 |
3.293 |
2.870 |
0.423 |
14.3% |
0.057 |
1.9% |
19% |
False |
False |
23,340 |
| 60 |
3.343 |
2.870 |
0.473 |
16.0% |
0.061 |
2.1% |
17% |
False |
False |
20,764 |
| 80 |
3.383 |
2.870 |
0.513 |
17.4% |
0.063 |
2.1% |
16% |
False |
False |
19,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.246 |
|
2.618 |
3.147 |
|
1.618 |
3.086 |
|
1.000 |
3.048 |
|
0.618 |
3.025 |
|
HIGH |
2.987 |
|
0.618 |
2.964 |
|
0.500 |
2.957 |
|
0.382 |
2.949 |
|
LOW |
2.926 |
|
0.618 |
2.888 |
|
1.000 |
2.865 |
|
1.618 |
2.827 |
|
2.618 |
2.766 |
|
4.250 |
2.667 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.957 |
2.944 |
| PP |
2.955 |
2.936 |
| S1 |
2.953 |
2.929 |
|