NYMEX Natural Gas Future January 2016
| 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 |
2.985 |
2.922 |
-0.063 |
-2.1% |
3.022 |
| High |
3.005 |
2.929 |
-0.076 |
-2.5% |
3.103 |
| Low |
2.940 |
2.897 |
-0.043 |
-1.5% |
2.940 |
| Close |
2.941 |
2.907 |
-0.034 |
-1.2% |
2.941 |
| Range |
0.065 |
0.032 |
-0.033 |
-50.8% |
0.163 |
| ATR |
0.062 |
0.060 |
-0.001 |
-2.1% |
0.000 |
| Volume |
17,807 |
22,010 |
4,203 |
23.6% |
102,206 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.007 |
2.989 |
2.925 |
|
| R3 |
2.975 |
2.957 |
2.916 |
|
| R2 |
2.943 |
2.943 |
2.913 |
|
| R1 |
2.925 |
2.925 |
2.910 |
2.918 |
| PP |
2.911 |
2.911 |
2.911 |
2.908 |
| S1 |
2.893 |
2.893 |
2.904 |
2.886 |
| S2 |
2.879 |
2.879 |
2.901 |
|
| S3 |
2.847 |
2.861 |
2.898 |
|
| S4 |
2.815 |
2.829 |
2.889 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.484 |
3.375 |
3.031 |
|
| R3 |
3.321 |
3.212 |
2.986 |
|
| R2 |
3.158 |
3.158 |
2.971 |
|
| R1 |
3.049 |
3.049 |
2.956 |
3.022 |
| PP |
2.995 |
2.995 |
2.995 |
2.981 |
| S1 |
2.886 |
2.886 |
2.926 |
2.859 |
| S2 |
2.832 |
2.832 |
2.911 |
|
| S3 |
2.669 |
2.723 |
2.896 |
|
| S4 |
2.506 |
2.560 |
2.851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.103 |
2.897 |
0.206 |
7.1% |
0.056 |
1.9% |
5% |
False |
True |
19,385 |
| 10 |
3.103 |
2.897 |
0.206 |
7.1% |
0.056 |
1.9% |
5% |
False |
True |
22,191 |
| 20 |
3.103 |
2.897 |
0.206 |
7.1% |
0.054 |
1.9% |
5% |
False |
True |
21,450 |
| 40 |
3.293 |
2.897 |
0.396 |
13.6% |
0.059 |
2.0% |
3% |
False |
True |
21,644 |
| 60 |
3.343 |
2.897 |
0.446 |
15.3% |
0.062 |
2.1% |
2% |
False |
True |
19,793 |
| 80 |
3.383 |
2.897 |
0.486 |
16.7% |
0.064 |
2.2% |
2% |
False |
True |
18,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.065 |
|
2.618 |
3.013 |
|
1.618 |
2.981 |
|
1.000 |
2.961 |
|
0.618 |
2.949 |
|
HIGH |
2.929 |
|
0.618 |
2.917 |
|
0.500 |
2.913 |
|
0.382 |
2.909 |
|
LOW |
2.897 |
|
0.618 |
2.877 |
|
1.000 |
2.865 |
|
1.618 |
2.845 |
|
2.618 |
2.813 |
|
4.250 |
2.761 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.913 |
2.956 |
| PP |
2.911 |
2.940 |
| S1 |
2.909 |
2.923 |
|