NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.651 |
2.693 |
0.042 |
1.6% |
2.681 |
| High |
2.722 |
2.707 |
-0.015 |
-0.6% |
2.735 |
| Low |
2.641 |
2.641 |
0.000 |
0.0% |
2.632 |
| Close |
2.710 |
2.651 |
-0.059 |
-2.2% |
2.655 |
| Range |
0.081 |
0.066 |
-0.015 |
-18.5% |
0.103 |
| ATR |
0.075 |
0.074 |
0.000 |
-0.5% |
0.000 |
| Volume |
142,154 |
129,970 |
-12,184 |
-8.6% |
525,035 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.864 |
2.824 |
2.687 |
|
| R3 |
2.798 |
2.758 |
2.669 |
|
| R2 |
2.732 |
2.732 |
2.663 |
|
| R1 |
2.692 |
2.692 |
2.657 |
2.679 |
| PP |
2.666 |
2.666 |
2.666 |
2.660 |
| S1 |
2.626 |
2.626 |
2.645 |
2.613 |
| S2 |
2.600 |
2.600 |
2.639 |
|
| S3 |
2.534 |
2.560 |
2.633 |
|
| S4 |
2.468 |
2.494 |
2.615 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.983 |
2.922 |
2.712 |
|
| R3 |
2.880 |
2.819 |
2.683 |
|
| R2 |
2.777 |
2.777 |
2.674 |
|
| R1 |
2.716 |
2.716 |
2.664 |
2.695 |
| PP |
2.674 |
2.674 |
2.674 |
2.664 |
| S1 |
2.613 |
2.613 |
2.646 |
2.592 |
| S2 |
2.571 |
2.571 |
2.636 |
|
| S3 |
2.468 |
2.510 |
2.627 |
|
| S4 |
2.365 |
2.407 |
2.598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.735 |
2.632 |
0.103 |
3.9% |
0.077 |
2.9% |
18% |
False |
False |
123,057 |
| 10 |
2.735 |
2.632 |
0.103 |
3.9% |
0.066 |
2.5% |
18% |
False |
False |
109,158 |
| 20 |
2.959 |
2.632 |
0.327 |
12.3% |
0.070 |
2.7% |
6% |
False |
False |
99,134 |
| 40 |
2.983 |
2.632 |
0.351 |
13.2% |
0.073 |
2.7% |
5% |
False |
False |
70,946 |
| 60 |
3.013 |
2.632 |
0.381 |
14.4% |
0.077 |
2.9% |
5% |
False |
False |
57,351 |
| 80 |
3.180 |
2.632 |
0.548 |
20.7% |
0.082 |
3.1% |
3% |
False |
False |
51,377 |
| 100 |
3.180 |
2.632 |
0.548 |
20.7% |
0.083 |
3.1% |
3% |
False |
False |
46,158 |
| 120 |
3.180 |
2.632 |
0.548 |
20.7% |
0.081 |
3.1% |
3% |
False |
False |
41,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.988 |
|
2.618 |
2.880 |
|
1.618 |
2.814 |
|
1.000 |
2.773 |
|
0.618 |
2.748 |
|
HIGH |
2.707 |
|
0.618 |
2.682 |
|
0.500 |
2.674 |
|
0.382 |
2.666 |
|
LOW |
2.641 |
|
0.618 |
2.600 |
|
1.000 |
2.575 |
|
1.618 |
2.534 |
|
2.618 |
2.468 |
|
4.250 |
2.361 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.674 |
2.682 |
| PP |
2.666 |
2.671 |
| S1 |
2.659 |
2.661 |
|