NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.813 |
2.794 |
-0.019 |
-0.7% |
2.915 |
| High |
2.819 |
2.824 |
0.005 |
0.2% |
2.998 |
| Low |
2.783 |
2.790 |
0.007 |
0.3% |
2.830 |
| Close |
2.798 |
2.795 |
-0.003 |
-0.1% |
2.831 |
| Range |
0.036 |
0.034 |
-0.002 |
-5.6% |
0.168 |
| ATR |
0.063 |
0.061 |
-0.002 |
-3.3% |
0.000 |
| Volume |
22,566 |
24,970 |
2,404 |
10.7% |
108,793 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.905 |
2.884 |
2.814 |
|
| R3 |
2.871 |
2.850 |
2.804 |
|
| R2 |
2.837 |
2.837 |
2.801 |
|
| R1 |
2.816 |
2.816 |
2.798 |
2.827 |
| PP |
2.803 |
2.803 |
2.803 |
2.808 |
| S1 |
2.782 |
2.782 |
2.792 |
2.793 |
| S2 |
2.769 |
2.769 |
2.789 |
|
| S3 |
2.735 |
2.748 |
2.786 |
|
| S4 |
2.701 |
2.714 |
2.776 |
|
|
| 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 |
2.959 |
2.783 |
0.176 |
6.3% |
0.056 |
2.0% |
7% |
False |
False |
22,962 |
| 10 |
2.998 |
2.783 |
0.215 |
7.7% |
0.057 |
2.0% |
6% |
False |
False |
23,457 |
| 20 |
2.998 |
2.783 |
0.215 |
7.7% |
0.055 |
2.0% |
6% |
False |
False |
21,844 |
| 40 |
3.198 |
2.783 |
0.415 |
14.8% |
0.060 |
2.2% |
3% |
False |
False |
20,136 |
| 60 |
3.237 |
2.783 |
0.454 |
16.2% |
0.062 |
2.2% |
3% |
False |
False |
18,092 |
| 80 |
3.283 |
2.783 |
0.500 |
17.9% |
0.065 |
2.3% |
2% |
False |
False |
16,299 |
| 100 |
3.391 |
2.783 |
0.608 |
21.8% |
0.068 |
2.4% |
2% |
False |
False |
14,587 |
| 120 |
3.391 |
2.783 |
0.608 |
21.8% |
0.066 |
2.4% |
2% |
False |
False |
12,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.969 |
|
2.618 |
2.913 |
|
1.618 |
2.879 |
|
1.000 |
2.858 |
|
0.618 |
2.845 |
|
HIGH |
2.824 |
|
0.618 |
2.811 |
|
0.500 |
2.807 |
|
0.382 |
2.803 |
|
LOW |
2.790 |
|
0.618 |
2.769 |
|
1.000 |
2.756 |
|
1.618 |
2.735 |
|
2.618 |
2.701 |
|
4.250 |
2.646 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.807 |
2.843 |
| PP |
2.803 |
2.827 |
| S1 |
2.799 |
2.811 |
|