NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.693 |
2.661 |
-0.032 |
-1.2% |
2.681 |
| High |
2.707 |
2.733 |
0.026 |
1.0% |
2.735 |
| Low |
2.641 |
2.656 |
0.015 |
0.6% |
2.632 |
| Close |
2.651 |
2.683 |
0.032 |
1.2% |
2.655 |
| Range |
0.066 |
0.077 |
0.011 |
16.7% |
0.103 |
| ATR |
0.074 |
0.075 |
0.001 |
0.7% |
0.000 |
| Volume |
129,970 |
184,221 |
54,251 |
41.7% |
525,035 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.922 |
2.879 |
2.725 |
|
| R3 |
2.845 |
2.802 |
2.704 |
|
| R2 |
2.768 |
2.768 |
2.697 |
|
| R1 |
2.725 |
2.725 |
2.690 |
2.747 |
| PP |
2.691 |
2.691 |
2.691 |
2.701 |
| S1 |
2.648 |
2.648 |
2.676 |
2.670 |
| S2 |
2.614 |
2.614 |
2.669 |
|
| S3 |
2.537 |
2.571 |
2.662 |
|
| S4 |
2.460 |
2.494 |
2.641 |
|
|
| 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 |
2.633 |
0.102 |
3.8% |
0.079 |
2.9% |
49% |
False |
False |
143,692 |
| 10 |
2.735 |
2.632 |
0.103 |
3.8% |
0.069 |
2.6% |
50% |
False |
False |
118,914 |
| 20 |
2.956 |
2.632 |
0.324 |
12.1% |
0.070 |
2.6% |
16% |
False |
False |
102,654 |
| 40 |
2.983 |
2.632 |
0.351 |
13.1% |
0.073 |
2.7% |
15% |
False |
False |
74,600 |
| 60 |
3.013 |
2.632 |
0.381 |
14.2% |
0.076 |
2.8% |
13% |
False |
False |
59,836 |
| 80 |
3.180 |
2.632 |
0.548 |
20.4% |
0.082 |
3.1% |
9% |
False |
False |
53,256 |
| 100 |
3.180 |
2.632 |
0.548 |
20.4% |
0.083 |
3.1% |
9% |
False |
False |
47,856 |
| 120 |
3.180 |
2.632 |
0.548 |
20.4% |
0.081 |
3.0% |
9% |
False |
False |
42,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.060 |
|
2.618 |
2.935 |
|
1.618 |
2.858 |
|
1.000 |
2.810 |
|
0.618 |
2.781 |
|
HIGH |
2.733 |
|
0.618 |
2.704 |
|
0.500 |
2.695 |
|
0.382 |
2.685 |
|
LOW |
2.656 |
|
0.618 |
2.608 |
|
1.000 |
2.579 |
|
1.618 |
2.531 |
|
2.618 |
2.454 |
|
4.250 |
2.329 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.695 |
2.687 |
| PP |
2.691 |
2.686 |
| S1 |
2.687 |
2.684 |
|