NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.677 |
2.702 |
0.025 |
0.9% |
2.651 |
| High |
2.717 |
2.775 |
0.058 |
2.1% |
2.733 |
| Low |
2.660 |
2.692 |
0.032 |
1.2% |
2.641 |
| Close |
2.693 |
2.758 |
0.065 |
2.4% |
2.693 |
| Range |
0.057 |
0.083 |
0.026 |
45.6% |
0.092 |
| ATR |
0.073 |
0.074 |
0.001 |
0.9% |
0.000 |
| Volume |
104,410 |
147,615 |
43,205 |
41.4% |
560,755 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.991 |
2.957 |
2.804 |
|
| R3 |
2.908 |
2.874 |
2.781 |
|
| R2 |
2.825 |
2.825 |
2.773 |
|
| R1 |
2.791 |
2.791 |
2.766 |
2.808 |
| PP |
2.742 |
2.742 |
2.742 |
2.750 |
| S1 |
2.708 |
2.708 |
2.750 |
2.725 |
| S2 |
2.659 |
2.659 |
2.743 |
|
| S3 |
2.576 |
2.625 |
2.735 |
|
| S4 |
2.493 |
2.542 |
2.712 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.965 |
2.921 |
2.744 |
|
| R3 |
2.873 |
2.829 |
2.718 |
|
| R2 |
2.781 |
2.781 |
2.710 |
|
| R1 |
2.737 |
2.737 |
2.701 |
2.759 |
| PP |
2.689 |
2.689 |
2.689 |
2.700 |
| S1 |
2.645 |
2.645 |
2.685 |
2.667 |
| S2 |
2.597 |
2.597 |
2.676 |
|
| S3 |
2.505 |
2.553 |
2.668 |
|
| S4 |
2.413 |
2.461 |
2.642 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.775 |
2.641 |
0.134 |
4.9% |
0.073 |
2.6% |
87% |
True |
False |
141,674 |
| 10 |
2.775 |
2.632 |
0.143 |
5.2% |
0.070 |
2.5% |
88% |
True |
False |
123,340 |
| 20 |
2.824 |
2.632 |
0.192 |
7.0% |
0.068 |
2.5% |
66% |
False |
False |
105,584 |
| 40 |
2.983 |
2.632 |
0.351 |
12.7% |
0.073 |
2.6% |
36% |
False |
False |
79,120 |
| 60 |
2.983 |
2.632 |
0.351 |
12.7% |
0.076 |
2.7% |
36% |
False |
False |
62,788 |
| 80 |
3.121 |
2.632 |
0.489 |
17.7% |
0.081 |
2.9% |
26% |
False |
False |
55,615 |
| 100 |
3.180 |
2.632 |
0.548 |
19.9% |
0.083 |
3.0% |
23% |
False |
False |
50,029 |
| 120 |
3.180 |
2.632 |
0.548 |
19.9% |
0.081 |
2.9% |
23% |
False |
False |
44,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.128 |
|
2.618 |
2.992 |
|
1.618 |
2.909 |
|
1.000 |
2.858 |
|
0.618 |
2.826 |
|
HIGH |
2.775 |
|
0.618 |
2.743 |
|
0.500 |
2.734 |
|
0.382 |
2.724 |
|
LOW |
2.692 |
|
0.618 |
2.641 |
|
1.000 |
2.609 |
|
1.618 |
2.558 |
|
2.618 |
2.475 |
|
4.250 |
2.339 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.750 |
2.744 |
| PP |
2.742 |
2.730 |
| S1 |
2.734 |
2.716 |
|