NYMEX Natural Gas Future December 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 |
2.905 |
2.915 |
0.010 |
0.3% |
2.897 |
| High |
2.939 |
2.983 |
0.044 |
1.5% |
2.959 |
| Low |
2.884 |
2.914 |
0.030 |
1.0% |
2.884 |
| Close |
2.913 |
2.971 |
0.058 |
2.0% |
2.913 |
| Range |
0.055 |
0.069 |
0.014 |
25.5% |
0.075 |
| ATR |
0.063 |
0.063 |
0.001 |
0.8% |
0.000 |
| Volume |
30,481 |
16,619 |
-13,862 |
-45.5% |
102,971 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.163 |
3.136 |
3.009 |
|
| R3 |
3.094 |
3.067 |
2.990 |
|
| R2 |
3.025 |
3.025 |
2.984 |
|
| R1 |
2.998 |
2.998 |
2.977 |
3.012 |
| PP |
2.956 |
2.956 |
2.956 |
2.963 |
| S1 |
2.929 |
2.929 |
2.965 |
2.943 |
| S2 |
2.887 |
2.887 |
2.958 |
|
| S3 |
2.818 |
2.860 |
2.952 |
|
| S4 |
2.749 |
2.791 |
2.933 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.144 |
3.103 |
2.954 |
|
| R3 |
3.069 |
3.028 |
2.934 |
|
| R2 |
2.994 |
2.994 |
2.927 |
|
| R1 |
2.953 |
2.953 |
2.920 |
2.974 |
| PP |
2.919 |
2.919 |
2.919 |
2.929 |
| S1 |
2.878 |
2.878 |
2.906 |
2.899 |
| S2 |
2.844 |
2.844 |
2.899 |
|
| S3 |
2.769 |
2.803 |
2.892 |
|
| S4 |
2.694 |
2.728 |
2.872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.983 |
2.884 |
0.099 |
3.3% |
0.059 |
2.0% |
88% |
True |
False |
23,918 |
| 10 |
2.983 |
2.840 |
0.143 |
4.8% |
0.057 |
1.9% |
92% |
True |
False |
21,690 |
| 20 |
3.084 |
2.840 |
0.244 |
8.2% |
0.058 |
1.9% |
54% |
False |
False |
19,494 |
| 40 |
3.237 |
2.840 |
0.397 |
13.4% |
0.062 |
2.1% |
33% |
False |
False |
18,444 |
| 60 |
3.237 |
2.840 |
0.397 |
13.4% |
0.063 |
2.1% |
33% |
False |
False |
16,737 |
| 80 |
3.345 |
2.840 |
0.505 |
17.0% |
0.067 |
2.3% |
26% |
False |
False |
15,022 |
| 100 |
3.391 |
2.840 |
0.551 |
18.5% |
0.068 |
2.3% |
24% |
False |
False |
13,429 |
| 120 |
3.391 |
2.840 |
0.551 |
18.5% |
0.067 |
2.2% |
24% |
False |
False |
11,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.276 |
|
2.618 |
3.164 |
|
1.618 |
3.095 |
|
1.000 |
3.052 |
|
0.618 |
3.026 |
|
HIGH |
2.983 |
|
0.618 |
2.957 |
|
0.500 |
2.949 |
|
0.382 |
2.940 |
|
LOW |
2.914 |
|
0.618 |
2.871 |
|
1.000 |
2.845 |
|
1.618 |
2.802 |
|
2.618 |
2.733 |
|
4.250 |
2.621 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.964 |
2.959 |
| PP |
2.956 |
2.946 |
| S1 |
2.949 |
2.934 |
|