NYMEX Natural Gas Future December 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 |
2.985 |
2.959 |
-0.026 |
-0.9% |
2.897 |
| High |
2.998 |
2.959 |
-0.039 |
-1.3% |
2.959 |
| Low |
2.945 |
2.889 |
-0.056 |
-1.9% |
2.884 |
| Close |
2.951 |
2.892 |
-0.059 |
-2.0% |
2.913 |
| Range |
0.053 |
0.070 |
0.017 |
32.1% |
0.075 |
| ATR |
0.063 |
0.063 |
0.001 |
0.8% |
0.000 |
| Volume |
24,897 |
19,618 |
-5,279 |
-21.2% |
102,971 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.123 |
3.078 |
2.931 |
|
| R3 |
3.053 |
3.008 |
2.911 |
|
| R2 |
2.983 |
2.983 |
2.905 |
|
| R1 |
2.938 |
2.938 |
2.898 |
2.926 |
| PP |
2.913 |
2.913 |
2.913 |
2.907 |
| S1 |
2.868 |
2.868 |
2.886 |
2.856 |
| S2 |
2.843 |
2.843 |
2.879 |
|
| S3 |
2.773 |
2.798 |
2.873 |
|
| S4 |
2.703 |
2.728 |
2.854 |
|
|
| 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% |
0.061 |
2.1% |
7% |
False |
False |
22,799 |
| 10 |
2.998 |
2.840 |
0.158 |
5.5% |
0.060 |
2.1% |
33% |
False |
False |
23,046 |
| 20 |
3.049 |
2.840 |
0.209 |
7.2% |
0.059 |
2.0% |
25% |
False |
False |
20,701 |
| 40 |
3.237 |
2.840 |
0.397 |
13.7% |
0.062 |
2.1% |
13% |
False |
False |
19,041 |
| 60 |
3.237 |
2.840 |
0.397 |
13.7% |
0.063 |
2.2% |
13% |
False |
False |
17,167 |
| 80 |
3.283 |
2.840 |
0.443 |
15.3% |
0.067 |
2.3% |
12% |
False |
False |
15,393 |
| 100 |
3.391 |
2.840 |
0.551 |
19.1% |
0.068 |
2.4% |
9% |
False |
False |
13,786 |
| 120 |
3.391 |
2.840 |
0.551 |
19.1% |
0.066 |
2.3% |
9% |
False |
False |
12,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.257 |
|
2.618 |
3.142 |
|
1.618 |
3.072 |
|
1.000 |
3.029 |
|
0.618 |
3.002 |
|
HIGH |
2.959 |
|
0.618 |
2.932 |
|
0.500 |
2.924 |
|
0.382 |
2.916 |
|
LOW |
2.889 |
|
0.618 |
2.846 |
|
1.000 |
2.819 |
|
1.618 |
2.776 |
|
2.618 |
2.706 |
|
4.250 |
2.592 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.924 |
2.944 |
| PP |
2.913 |
2.926 |
| S1 |
2.903 |
2.909 |
|