NYMEX Natural Gas Future October 2015
| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.768 |
2.734 |
-0.034 |
-1.2% |
2.651 |
| High |
2.794 |
2.736 |
-0.058 |
-2.1% |
2.733 |
| Low |
2.721 |
2.657 |
-0.064 |
-2.4% |
2.641 |
| Close |
2.728 |
2.660 |
-0.068 |
-2.5% |
2.693 |
| Range |
0.073 |
0.079 |
0.006 |
8.2% |
0.092 |
| ATR |
0.074 |
0.074 |
0.000 |
0.5% |
0.000 |
| Volume |
99,554 |
134,433 |
34,879 |
35.0% |
560,755 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.921 |
2.870 |
2.703 |
|
| R3 |
2.842 |
2.791 |
2.682 |
|
| R2 |
2.763 |
2.763 |
2.674 |
|
| R1 |
2.712 |
2.712 |
2.667 |
2.698 |
| PP |
2.684 |
2.684 |
2.684 |
2.678 |
| S1 |
2.633 |
2.633 |
2.653 |
2.619 |
| S2 |
2.605 |
2.605 |
2.646 |
|
| S3 |
2.526 |
2.554 |
2.638 |
|
| S4 |
2.447 |
2.475 |
2.617 |
|
|
| 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 |
2.794 |
2.656 |
0.138 |
5.2% |
0.074 |
2.8% |
3% |
False |
False |
134,046 |
| 10 |
2.794 |
2.632 |
0.162 |
6.1% |
0.075 |
2.8% |
17% |
False |
False |
128,551 |
| 20 |
2.816 |
2.632 |
0.184 |
6.9% |
0.069 |
2.6% |
15% |
False |
False |
109,112 |
| 40 |
2.983 |
2.632 |
0.351 |
13.2% |
0.073 |
2.7% |
8% |
False |
False |
83,588 |
| 60 |
2.983 |
2.632 |
0.351 |
13.2% |
0.076 |
2.8% |
8% |
False |
False |
65,621 |
| 80 |
3.013 |
2.632 |
0.381 |
14.3% |
0.080 |
3.0% |
7% |
False |
False |
57,556 |
| 100 |
3.180 |
2.632 |
0.548 |
20.6% |
0.083 |
3.1% |
5% |
False |
False |
52,015 |
| 120 |
3.180 |
2.632 |
0.548 |
20.6% |
0.081 |
3.0% |
5% |
False |
False |
46,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.072 |
|
2.618 |
2.943 |
|
1.618 |
2.864 |
|
1.000 |
2.815 |
|
0.618 |
2.785 |
|
HIGH |
2.736 |
|
0.618 |
2.706 |
|
0.500 |
2.697 |
|
0.382 |
2.687 |
|
LOW |
2.657 |
|
0.618 |
2.608 |
|
1.000 |
2.578 |
|
1.618 |
2.529 |
|
2.618 |
2.450 |
|
4.250 |
2.321 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.697 |
2.726 |
| PP |
2.684 |
2.704 |
| S1 |
2.672 |
2.682 |
|