NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.915 |
2.985 |
0.070 |
2.4% |
2.897 |
| High |
2.983 |
2.998 |
0.015 |
0.5% |
2.959 |
| Low |
2.914 |
2.945 |
0.031 |
1.1% |
2.884 |
| Close |
2.971 |
2.951 |
-0.020 |
-0.7% |
2.913 |
| Range |
0.069 |
0.053 |
-0.016 |
-23.2% |
0.075 |
| ATR |
0.063 |
0.063 |
-0.001 |
-1.2% |
0.000 |
| Volume |
16,619 |
24,897 |
8,278 |
49.8% |
102,971 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.124 |
3.090 |
2.980 |
|
| R3 |
3.071 |
3.037 |
2.966 |
|
| R2 |
3.018 |
3.018 |
2.961 |
|
| R1 |
2.984 |
2.984 |
2.956 |
2.975 |
| PP |
2.965 |
2.965 |
2.965 |
2.960 |
| S1 |
2.931 |
2.931 |
2.946 |
2.922 |
| S2 |
2.912 |
2.912 |
2.941 |
|
| S3 |
2.859 |
2.878 |
2.936 |
|
| S4 |
2.806 |
2.825 |
2.922 |
|
|
| 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 |
2.998 |
2.884 |
0.114 |
3.9% |
0.057 |
1.9% |
59% |
True |
False |
23,952 |
| 10 |
2.998 |
2.840 |
0.158 |
5.4% |
0.058 |
2.0% |
70% |
True |
False |
22,829 |
| 20 |
3.049 |
2.840 |
0.209 |
7.1% |
0.058 |
2.0% |
53% |
False |
False |
20,317 |
| 40 |
3.237 |
2.840 |
0.397 |
13.5% |
0.062 |
2.1% |
28% |
False |
False |
18,848 |
| 60 |
3.237 |
2.840 |
0.397 |
13.5% |
0.063 |
2.1% |
28% |
False |
False |
16,961 |
| 80 |
3.292 |
2.840 |
0.452 |
15.3% |
0.067 |
2.3% |
25% |
False |
False |
15,237 |
| 100 |
3.391 |
2.840 |
0.551 |
18.7% |
0.068 |
2.3% |
20% |
False |
False |
13,647 |
| 120 |
3.391 |
2.840 |
0.551 |
18.7% |
0.066 |
2.3% |
20% |
False |
False |
12,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.223 |
|
2.618 |
3.137 |
|
1.618 |
3.084 |
|
1.000 |
3.051 |
|
0.618 |
3.031 |
|
HIGH |
2.998 |
|
0.618 |
2.978 |
|
0.500 |
2.972 |
|
0.382 |
2.965 |
|
LOW |
2.945 |
|
0.618 |
2.912 |
|
1.000 |
2.892 |
|
1.618 |
2.859 |
|
2.618 |
2.806 |
|
4.250 |
2.720 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.972 |
2.948 |
| PP |
2.965 |
2.944 |
| S1 |
2.958 |
2.941 |
|