NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.904 |
2.877 |
-0.027 |
-0.9% |
2.915 |
| High |
2.908 |
2.902 |
-0.006 |
-0.2% |
2.998 |
| Low |
2.840 |
2.830 |
-0.010 |
-0.4% |
2.830 |
| Close |
2.884 |
2.831 |
-0.053 |
-1.8% |
2.831 |
| Range |
0.068 |
0.072 |
0.004 |
5.9% |
0.168 |
| ATR |
0.064 |
0.064 |
0.001 |
0.9% |
0.000 |
| Volume |
27,728 |
19,931 |
-7,797 |
-28.1% |
108,793 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.070 |
3.023 |
2.871 |
|
| R3 |
2.998 |
2.951 |
2.851 |
|
| R2 |
2.926 |
2.926 |
2.844 |
|
| R1 |
2.879 |
2.879 |
2.838 |
2.867 |
| PP |
2.854 |
2.854 |
2.854 |
2.848 |
| S1 |
2.807 |
2.807 |
2.824 |
2.795 |
| S2 |
2.782 |
2.782 |
2.818 |
|
| S3 |
2.710 |
2.735 |
2.811 |
|
| S4 |
2.638 |
2.663 |
2.791 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.390 |
3.279 |
2.923 |
|
| R3 |
3.222 |
3.111 |
2.877 |
|
| R2 |
3.054 |
3.054 |
2.862 |
|
| R1 |
2.943 |
2.943 |
2.846 |
2.915 |
| PP |
2.886 |
2.886 |
2.886 |
2.872 |
| S1 |
2.775 |
2.775 |
2.816 |
2.747 |
| S2 |
2.718 |
2.718 |
2.800 |
|
| S3 |
2.550 |
2.607 |
2.785 |
|
| S4 |
2.382 |
2.439 |
2.739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.998 |
2.830 |
0.168 |
5.9% |
0.066 |
2.3% |
1% |
False |
True |
21,758 |
| 10 |
2.998 |
2.830 |
0.168 |
5.9% |
0.059 |
2.1% |
1% |
False |
True |
23,814 |
| 20 |
3.031 |
2.830 |
0.201 |
7.1% |
0.059 |
2.1% |
0% |
False |
True |
21,341 |
| 40 |
3.198 |
2.830 |
0.368 |
13.0% |
0.061 |
2.2% |
0% |
False |
True |
19,579 |
| 60 |
3.237 |
2.830 |
0.407 |
14.4% |
0.063 |
2.2% |
0% |
False |
True |
17,644 |
| 80 |
3.283 |
2.830 |
0.453 |
16.0% |
0.067 |
2.4% |
0% |
False |
True |
15,880 |
| 100 |
3.391 |
2.830 |
0.561 |
19.8% |
0.069 |
2.4% |
0% |
False |
True |
14,178 |
| 120 |
3.391 |
2.830 |
0.561 |
19.8% |
0.067 |
2.4% |
0% |
False |
True |
12,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.208 |
|
2.618 |
3.090 |
|
1.618 |
3.018 |
|
1.000 |
2.974 |
|
0.618 |
2.946 |
|
HIGH |
2.902 |
|
0.618 |
2.874 |
|
0.500 |
2.866 |
|
0.382 |
2.858 |
|
LOW |
2.830 |
|
0.618 |
2.786 |
|
1.000 |
2.758 |
|
1.618 |
2.714 |
|
2.618 |
2.642 |
|
4.250 |
2.524 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.866 |
2.895 |
| PP |
2.854 |
2.873 |
| S1 |
2.843 |
2.852 |
|