NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.836 |
2.835 |
-0.001 |
0.0% |
2.813 |
| High |
2.875 |
2.842 |
-0.033 |
-1.1% |
2.852 |
| Low |
2.813 |
2.757 |
-0.056 |
-2.0% |
2.751 |
| Close |
2.837 |
2.763 |
-0.074 |
-2.6% |
2.802 |
| Range |
0.062 |
0.085 |
0.023 |
37.1% |
0.101 |
| ATR |
0.063 |
0.065 |
0.002 |
2.5% |
0.000 |
| Volume |
36,666 |
36,456 |
-210 |
-0.6% |
129,996 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.042 |
2.988 |
2.810 |
|
| R3 |
2.957 |
2.903 |
2.786 |
|
| R2 |
2.872 |
2.872 |
2.779 |
|
| R1 |
2.818 |
2.818 |
2.771 |
2.803 |
| PP |
2.787 |
2.787 |
2.787 |
2.780 |
| S1 |
2.733 |
2.733 |
2.755 |
2.718 |
| S2 |
2.702 |
2.702 |
2.747 |
|
| S3 |
2.617 |
2.648 |
2.740 |
|
| S4 |
2.532 |
2.563 |
2.716 |
|
|
| 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 |
2.875 |
2.751 |
0.124 |
4.5% |
0.070 |
2.5% |
10% |
False |
False |
31,116 |
| 10 |
2.959 |
2.751 |
0.208 |
7.5% |
0.063 |
2.3% |
6% |
False |
False |
27,039 |
| 20 |
2.998 |
2.751 |
0.247 |
8.9% |
0.061 |
2.2% |
5% |
False |
False |
24,934 |
| 40 |
3.197 |
2.751 |
0.446 |
16.1% |
0.060 |
2.2% |
3% |
False |
False |
22,423 |
| 60 |
3.237 |
2.751 |
0.486 |
17.6% |
0.063 |
2.3% |
2% |
False |
False |
19,323 |
| 80 |
3.283 |
2.751 |
0.532 |
19.3% |
0.065 |
2.4% |
2% |
False |
False |
17,631 |
| 100 |
3.391 |
2.751 |
0.640 |
23.2% |
0.068 |
2.5% |
2% |
False |
False |
15,804 |
| 120 |
3.391 |
2.751 |
0.640 |
23.2% |
0.067 |
2.4% |
2% |
False |
False |
14,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.203 |
|
2.618 |
3.065 |
|
1.618 |
2.980 |
|
1.000 |
2.927 |
|
0.618 |
2.895 |
|
HIGH |
2.842 |
|
0.618 |
2.810 |
|
0.500 |
2.800 |
|
0.382 |
2.789 |
|
LOW |
2.757 |
|
0.618 |
2.704 |
|
1.000 |
2.672 |
|
1.618 |
2.619 |
|
2.618 |
2.534 |
|
4.250 |
2.396 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.800 |
2.816 |
| PP |
2.787 |
2.798 |
| S1 |
2.775 |
2.781 |
|