NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.959 |
2.904 |
-0.055 |
-1.9% |
2.897 |
| High |
2.959 |
2.908 |
-0.051 |
-1.7% |
2.959 |
| Low |
2.889 |
2.840 |
-0.049 |
-1.7% |
2.884 |
| Close |
2.892 |
2.884 |
-0.008 |
-0.3% |
2.913 |
| Range |
0.070 |
0.068 |
-0.002 |
-2.9% |
0.075 |
| ATR |
0.063 |
0.064 |
0.000 |
0.5% |
0.000 |
| Volume |
19,618 |
27,728 |
8,110 |
41.3% |
102,971 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.081 |
3.051 |
2.921 |
|
| R3 |
3.013 |
2.983 |
2.903 |
|
| R2 |
2.945 |
2.945 |
2.896 |
|
| R1 |
2.915 |
2.915 |
2.890 |
2.896 |
| PP |
2.877 |
2.877 |
2.877 |
2.868 |
| S1 |
2.847 |
2.847 |
2.878 |
2.828 |
| S2 |
2.809 |
2.809 |
2.872 |
|
| S3 |
2.741 |
2.779 |
2.865 |
|
| S4 |
2.673 |
2.711 |
2.847 |
|
|
| 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 |
2.840 |
0.158 |
5.5% |
0.063 |
2.2% |
28% |
False |
True |
23,868 |
| 10 |
2.998 |
2.840 |
0.158 |
5.5% |
0.062 |
2.2% |
28% |
False |
True |
23,525 |
| 20 |
3.049 |
2.840 |
0.209 |
7.2% |
0.060 |
2.1% |
21% |
False |
True |
21,428 |
| 40 |
3.237 |
2.840 |
0.397 |
13.8% |
0.063 |
2.2% |
11% |
False |
True |
19,477 |
| 60 |
3.237 |
2.840 |
0.397 |
13.8% |
0.063 |
2.2% |
11% |
False |
True |
17,452 |
| 80 |
3.283 |
2.840 |
0.443 |
15.4% |
0.067 |
2.3% |
10% |
False |
True |
15,691 |
| 100 |
3.391 |
2.840 |
0.551 |
19.1% |
0.069 |
2.4% |
8% |
False |
True |
14,033 |
| 120 |
3.391 |
2.840 |
0.551 |
19.1% |
0.066 |
2.3% |
8% |
False |
True |
12,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.197 |
|
2.618 |
3.086 |
|
1.618 |
3.018 |
|
1.000 |
2.976 |
|
0.618 |
2.950 |
|
HIGH |
2.908 |
|
0.618 |
2.882 |
|
0.500 |
2.874 |
|
0.382 |
2.866 |
|
LOW |
2.840 |
|
0.618 |
2.798 |
|
1.000 |
2.772 |
|
1.618 |
2.730 |
|
2.618 |
2.662 |
|
4.250 |
2.551 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.881 |
2.919 |
| PP |
2.877 |
2.907 |
| S1 |
2.874 |
2.896 |
|