NYMEX Natural Gas Future December 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 |
2.930 |
2.905 |
-0.025 |
-0.9% |
2.910 |
| High |
2.934 |
2.959 |
0.025 |
0.9% |
2.943 |
| Low |
2.884 |
2.899 |
0.015 |
0.5% |
2.840 |
| Close |
2.896 |
2.914 |
0.018 |
0.6% |
2.897 |
| Range |
0.050 |
0.060 |
0.010 |
20.0% |
0.103 |
| ATR |
0.064 |
0.064 |
0.000 |
-0.1% |
0.000 |
| Volume |
25,381 |
22,384 |
-2,997 |
-11.8% |
97,310 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.104 |
3.069 |
2.947 |
|
| R3 |
3.044 |
3.009 |
2.931 |
|
| R2 |
2.984 |
2.984 |
2.925 |
|
| R1 |
2.949 |
2.949 |
2.920 |
2.967 |
| PP |
2.924 |
2.924 |
2.924 |
2.933 |
| S1 |
2.889 |
2.889 |
2.909 |
2.907 |
| S2 |
2.864 |
2.864 |
2.903 |
|
| S3 |
2.804 |
2.829 |
2.898 |
|
| S4 |
2.744 |
2.769 |
2.881 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.202 |
3.153 |
2.954 |
|
| R3 |
3.099 |
3.050 |
2.925 |
|
| R2 |
2.996 |
2.996 |
2.916 |
|
| R1 |
2.947 |
2.947 |
2.906 |
2.920 |
| PP |
2.893 |
2.893 |
2.893 |
2.880 |
| S1 |
2.844 |
2.844 |
2.888 |
2.817 |
| S2 |
2.790 |
2.790 |
2.878 |
|
| S3 |
2.687 |
2.741 |
2.869 |
|
| S4 |
2.584 |
2.638 |
2.840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.959 |
2.840 |
0.119 |
4.1% |
0.061 |
2.1% |
62% |
True |
False |
23,181 |
| 10 |
2.959 |
2.840 |
0.119 |
4.1% |
0.056 |
1.9% |
62% |
True |
False |
20,825 |
| 20 |
3.197 |
2.840 |
0.357 |
12.3% |
0.059 |
2.0% |
21% |
False |
False |
20,219 |
| 40 |
3.237 |
2.840 |
0.397 |
13.6% |
0.062 |
2.1% |
19% |
False |
False |
17,954 |
| 60 |
3.283 |
2.840 |
0.443 |
15.2% |
0.063 |
2.2% |
17% |
False |
False |
16,406 |
| 80 |
3.391 |
2.840 |
0.551 |
18.9% |
0.068 |
2.3% |
13% |
False |
False |
14,656 |
| 100 |
3.391 |
2.840 |
0.551 |
18.9% |
0.068 |
2.3% |
13% |
False |
False |
13,029 |
| 120 |
3.391 |
2.840 |
0.551 |
18.9% |
0.066 |
2.3% |
13% |
False |
False |
11,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.214 |
|
2.618 |
3.116 |
|
1.618 |
3.056 |
|
1.000 |
3.019 |
|
0.618 |
2.996 |
|
HIGH |
2.959 |
|
0.618 |
2.936 |
|
0.500 |
2.929 |
|
0.382 |
2.922 |
|
LOW |
2.899 |
|
0.618 |
2.862 |
|
1.000 |
2.839 |
|
1.618 |
2.802 |
|
2.618 |
2.742 |
|
4.250 |
2.644 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.929 |
2.922 |
| PP |
2.924 |
2.919 |
| S1 |
2.919 |
2.917 |
|