NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 25-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.795 |
2.825 |
0.030 |
1.1% |
2.813 |
| High |
2.843 |
2.852 |
0.009 |
0.3% |
2.852 |
| Low |
2.751 |
2.773 |
0.022 |
0.8% |
2.751 |
| Close |
2.841 |
2.802 |
-0.039 |
-1.4% |
2.802 |
| Range |
0.092 |
0.079 |
-0.013 |
-14.1% |
0.101 |
| ATR |
0.061 |
0.063 |
0.001 |
2.1% |
0.000 |
| Volume |
20,001 |
41,622 |
21,621 |
108.1% |
129,996 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.046 |
3.003 |
2.845 |
|
| R3 |
2.967 |
2.924 |
2.824 |
|
| R2 |
2.888 |
2.888 |
2.816 |
|
| R1 |
2.845 |
2.845 |
2.809 |
2.827 |
| PP |
2.809 |
2.809 |
2.809 |
2.800 |
| S1 |
2.766 |
2.766 |
2.795 |
2.748 |
| S2 |
2.730 |
2.730 |
2.788 |
|
| S3 |
2.651 |
2.687 |
2.780 |
|
| S4 |
2.572 |
2.608 |
2.759 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.105 |
3.054 |
2.858 |
|
| R3 |
3.004 |
2.953 |
2.830 |
|
| R2 |
2.903 |
2.903 |
2.821 |
|
| R1 |
2.852 |
2.852 |
2.811 |
2.827 |
| PP |
2.802 |
2.802 |
2.802 |
2.789 |
| S1 |
2.751 |
2.751 |
2.793 |
2.726 |
| S2 |
2.701 |
2.701 |
2.783 |
|
| S3 |
2.600 |
2.650 |
2.774 |
|
| S4 |
2.499 |
2.549 |
2.746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.852 |
2.751 |
0.101 |
3.6% |
0.055 |
1.9% |
50% |
True |
False |
25,999 |
| 10 |
2.998 |
2.751 |
0.247 |
8.8% |
0.061 |
2.2% |
21% |
False |
False |
23,878 |
| 20 |
2.998 |
2.751 |
0.247 |
8.8% |
0.058 |
2.1% |
21% |
False |
False |
22,982 |
| 40 |
3.197 |
2.751 |
0.446 |
15.9% |
0.060 |
2.1% |
11% |
False |
False |
21,272 |
| 60 |
3.237 |
2.751 |
0.486 |
17.3% |
0.062 |
2.2% |
10% |
False |
False |
18,699 |
| 80 |
3.283 |
2.751 |
0.532 |
19.0% |
0.065 |
2.3% |
10% |
False |
False |
16,974 |
| 100 |
3.391 |
2.751 |
0.640 |
22.8% |
0.068 |
2.4% |
8% |
False |
False |
15,166 |
| 120 |
3.391 |
2.751 |
0.640 |
22.8% |
0.067 |
2.4% |
8% |
False |
False |
13,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.188 |
|
2.618 |
3.059 |
|
1.618 |
2.980 |
|
1.000 |
2.931 |
|
0.618 |
2.901 |
|
HIGH |
2.852 |
|
0.618 |
2.822 |
|
0.500 |
2.813 |
|
0.382 |
2.803 |
|
LOW |
2.773 |
|
0.618 |
2.724 |
|
1.000 |
2.694 |
|
1.618 |
2.645 |
|
2.618 |
2.566 |
|
4.250 |
2.437 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.813 |
2.802 |
| PP |
2.809 |
2.802 |
| S1 |
2.806 |
2.802 |
|