NYMEX Natural Gas Future January 2016
| 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 |
2.907 |
2.954 |
0.047 |
1.6% |
2.922 |
| High |
2.961 |
2.967 |
0.006 |
0.2% |
2.967 |
| Low |
2.870 |
2.890 |
0.020 |
0.7% |
2.870 |
| Close |
2.958 |
2.918 |
-0.040 |
-1.4% |
2.918 |
| Range |
0.091 |
0.077 |
-0.014 |
-15.4% |
0.097 |
| ATR |
0.059 |
0.060 |
0.001 |
2.3% |
0.000 |
| Volume |
41,579 |
27,323 |
-14,256 |
-34.3% |
126,120 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.156 |
3.114 |
2.960 |
|
| R3 |
3.079 |
3.037 |
2.939 |
|
| R2 |
3.002 |
3.002 |
2.932 |
|
| R1 |
2.960 |
2.960 |
2.925 |
2.943 |
| PP |
2.925 |
2.925 |
2.925 |
2.916 |
| S1 |
2.883 |
2.883 |
2.911 |
2.866 |
| S2 |
2.848 |
2.848 |
2.904 |
|
| S3 |
2.771 |
2.806 |
2.897 |
|
| S4 |
2.694 |
2.729 |
2.876 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.209 |
3.161 |
2.971 |
|
| R3 |
3.112 |
3.064 |
2.945 |
|
| R2 |
3.015 |
3.015 |
2.936 |
|
| R1 |
2.967 |
2.967 |
2.927 |
2.943 |
| PP |
2.918 |
2.918 |
2.918 |
2.906 |
| S1 |
2.870 |
2.870 |
2.909 |
2.846 |
| S2 |
2.821 |
2.821 |
2.900 |
|
| S3 |
2.724 |
2.773 |
2.891 |
|
| S4 |
2.627 |
2.676 |
2.865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.967 |
2.870 |
0.097 |
3.3% |
0.051 |
1.8% |
49% |
True |
False |
25,224 |
| 10 |
3.103 |
2.870 |
0.233 |
8.0% |
0.057 |
2.0% |
21% |
False |
False |
22,832 |
| 20 |
3.103 |
2.870 |
0.233 |
8.0% |
0.055 |
1.9% |
21% |
False |
False |
22,468 |
| 40 |
3.293 |
2.870 |
0.423 |
14.5% |
0.058 |
2.0% |
11% |
False |
False |
22,879 |
| 60 |
3.343 |
2.870 |
0.473 |
16.2% |
0.061 |
2.1% |
10% |
False |
False |
20,471 |
| 80 |
3.383 |
2.870 |
0.513 |
17.6% |
0.063 |
2.2% |
9% |
False |
False |
19,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.294 |
|
2.618 |
3.169 |
|
1.618 |
3.092 |
|
1.000 |
3.044 |
|
0.618 |
3.015 |
|
HIGH |
2.967 |
|
0.618 |
2.938 |
|
0.500 |
2.929 |
|
0.382 |
2.919 |
|
LOW |
2.890 |
|
0.618 |
2.842 |
|
1.000 |
2.813 |
|
1.618 |
2.765 |
|
2.618 |
2.688 |
|
4.250 |
2.563 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.929 |
2.919 |
| PP |
2.925 |
2.918 |
| S1 |
2.922 |
2.918 |
|