NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.835 |
2.761 |
-0.074 |
-2.6% |
2.813 |
| High |
2.842 |
2.786 |
-0.056 |
-2.0% |
2.852 |
| Low |
2.757 |
2.694 |
-0.063 |
-2.3% |
2.751 |
| Close |
2.763 |
2.701 |
-0.062 |
-2.2% |
2.802 |
| Range |
0.085 |
0.092 |
0.007 |
8.2% |
0.101 |
| ATR |
0.065 |
0.067 |
0.002 |
3.0% |
0.000 |
| Volume |
36,456 |
44,872 |
8,416 |
23.1% |
129,996 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.003 |
2.944 |
2.752 |
|
| R3 |
2.911 |
2.852 |
2.726 |
|
| R2 |
2.819 |
2.819 |
2.718 |
|
| R1 |
2.760 |
2.760 |
2.709 |
2.744 |
| PP |
2.727 |
2.727 |
2.727 |
2.719 |
| S1 |
2.668 |
2.668 |
2.693 |
2.652 |
| S2 |
2.635 |
2.635 |
2.684 |
|
| S3 |
2.543 |
2.576 |
2.676 |
|
| S4 |
2.451 |
2.484 |
2.650 |
|
|
| 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 |
2.694 |
0.181 |
6.7% |
0.082 |
3.0% |
4% |
False |
True |
35,923 |
| 10 |
2.908 |
2.694 |
0.214 |
7.9% |
0.065 |
2.4% |
3% |
False |
True |
29,564 |
| 20 |
2.998 |
2.694 |
0.304 |
11.3% |
0.063 |
2.3% |
2% |
False |
True |
26,305 |
| 40 |
3.197 |
2.694 |
0.503 |
18.6% |
0.061 |
2.3% |
1% |
False |
True |
23,091 |
| 60 |
3.237 |
2.694 |
0.543 |
20.1% |
0.063 |
2.3% |
1% |
False |
True |
19,952 |
| 80 |
3.283 |
2.694 |
0.589 |
21.8% |
0.065 |
2.4% |
1% |
False |
True |
18,056 |
| 100 |
3.391 |
2.694 |
0.697 |
25.8% |
0.068 |
2.5% |
1% |
False |
True |
16,192 |
| 120 |
3.391 |
2.694 |
0.697 |
25.8% |
0.067 |
2.5% |
1% |
False |
True |
14,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.177 |
|
2.618 |
3.027 |
|
1.618 |
2.935 |
|
1.000 |
2.878 |
|
0.618 |
2.843 |
|
HIGH |
2.786 |
|
0.618 |
2.751 |
|
0.500 |
2.740 |
|
0.382 |
2.729 |
|
LOW |
2.694 |
|
0.618 |
2.637 |
|
1.000 |
2.602 |
|
1.618 |
2.545 |
|
2.618 |
2.453 |
|
4.250 |
2.303 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.740 |
2.785 |
| PP |
2.727 |
2.757 |
| S1 |
2.714 |
2.729 |
|