NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.877 |
2.813 |
-0.064 |
-2.2% |
2.915 |
| High |
2.902 |
2.819 |
-0.083 |
-2.9% |
2.998 |
| Low |
2.830 |
2.783 |
-0.047 |
-1.7% |
2.830 |
| Close |
2.831 |
2.798 |
-0.033 |
-1.2% |
2.831 |
| Range |
0.072 |
0.036 |
-0.036 |
-50.0% |
0.168 |
| ATR |
0.064 |
0.063 |
-0.001 |
-1.8% |
0.000 |
| Volume |
19,931 |
22,566 |
2,635 |
13.2% |
108,793 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.908 |
2.889 |
2.818 |
|
| R3 |
2.872 |
2.853 |
2.808 |
|
| R2 |
2.836 |
2.836 |
2.805 |
|
| R1 |
2.817 |
2.817 |
2.801 |
2.809 |
| PP |
2.800 |
2.800 |
2.800 |
2.796 |
| S1 |
2.781 |
2.781 |
2.795 |
2.773 |
| S2 |
2.764 |
2.764 |
2.791 |
|
| S3 |
2.728 |
2.745 |
2.788 |
|
| S4 |
2.692 |
2.709 |
2.778 |
|
|
| 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 |
2.783 |
0.215 |
7.7% |
0.060 |
2.1% |
7% |
False |
True |
22,948 |
| 10 |
2.998 |
2.783 |
0.215 |
7.7% |
0.059 |
2.1% |
7% |
False |
True |
23,433 |
| 20 |
2.998 |
2.783 |
0.215 |
7.7% |
0.056 |
2.0% |
7% |
False |
True |
21,484 |
| 40 |
3.198 |
2.783 |
0.415 |
14.8% |
0.061 |
2.2% |
4% |
False |
True |
19,821 |
| 60 |
3.237 |
2.783 |
0.454 |
16.2% |
0.063 |
2.3% |
3% |
False |
True |
17,932 |
| 80 |
3.283 |
2.783 |
0.500 |
17.9% |
0.066 |
2.3% |
3% |
False |
True |
16,108 |
| 100 |
3.391 |
2.783 |
0.608 |
21.7% |
0.069 |
2.5% |
2% |
False |
True |
14,367 |
| 120 |
3.391 |
2.783 |
0.608 |
21.7% |
0.067 |
2.4% |
2% |
False |
True |
12,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.972 |
|
2.618 |
2.913 |
|
1.618 |
2.877 |
|
1.000 |
2.855 |
|
0.618 |
2.841 |
|
HIGH |
2.819 |
|
0.618 |
2.805 |
|
0.500 |
2.801 |
|
0.382 |
2.797 |
|
LOW |
2.783 |
|
0.618 |
2.761 |
|
1.000 |
2.747 |
|
1.618 |
2.725 |
|
2.618 |
2.689 |
|
4.250 |
2.630 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.801 |
2.846 |
| PP |
2.800 |
2.830 |
| S1 |
2.799 |
2.814 |
|