NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 08-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3.032 |
2.997 |
-0.035 |
-1.2% |
3.013 |
High |
3.032 |
3.054 |
0.022 |
0.7% |
3.051 |
Low |
2.997 |
2.997 |
0.000 |
0.0% |
2.953 |
Close |
3.007 |
3.049 |
0.042 |
1.4% |
3.007 |
Range |
0.035 |
0.057 |
0.022 |
62.9% |
0.098 |
ATR |
0.062 |
0.062 |
0.000 |
-0.6% |
0.000 |
Volume |
22,977 |
26,303 |
3,326 |
14.5% |
113,012 |
|
Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.204 |
3.184 |
3.080 |
|
R3 |
3.147 |
3.127 |
3.065 |
|
R2 |
3.090 |
3.090 |
3.059 |
|
R1 |
3.070 |
3.070 |
3.054 |
3.080 |
PP |
3.033 |
3.033 |
3.033 |
3.039 |
S1 |
3.013 |
3.013 |
3.044 |
3.023 |
S2 |
2.976 |
2.976 |
3.039 |
|
S3 |
2.919 |
2.956 |
3.033 |
|
S4 |
2.862 |
2.899 |
3.018 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.298 |
3.250 |
3.061 |
|
R3 |
3.200 |
3.152 |
3.034 |
|
R2 |
3.102 |
3.102 |
3.025 |
|
R1 |
3.054 |
3.054 |
3.016 |
3.029 |
PP |
3.004 |
3.004 |
3.004 |
2.991 |
S1 |
2.956 |
2.956 |
2.998 |
2.931 |
S2 |
2.906 |
2.906 |
2.989 |
|
S3 |
2.808 |
2.858 |
2.980 |
|
S4 |
2.710 |
2.760 |
2.953 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.054 |
2.953 |
0.101 |
3.3% |
0.057 |
1.9% |
95% |
True |
False |
24,456 |
10 |
3.054 |
2.953 |
0.101 |
3.3% |
0.052 |
1.7% |
95% |
True |
False |
21,329 |
20 |
3.293 |
2.953 |
0.340 |
11.2% |
0.057 |
1.9% |
28% |
False |
False |
22,736 |
40 |
3.343 |
2.953 |
0.390 |
12.8% |
0.061 |
2.0% |
25% |
False |
False |
20,428 |
60 |
3.383 |
2.953 |
0.430 |
14.1% |
0.064 |
2.1% |
22% |
False |
False |
18,573 |
80 |
3.483 |
2.953 |
0.530 |
17.4% |
0.066 |
2.2% |
18% |
False |
False |
17,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.296 |
2.618 |
3.203 |
1.618 |
3.146 |
1.000 |
3.111 |
0.618 |
3.089 |
HIGH |
3.054 |
0.618 |
3.032 |
0.500 |
3.026 |
0.382 |
3.019 |
LOW |
2.997 |
0.618 |
2.962 |
1.000 |
2.940 |
1.618 |
2.905 |
2.618 |
2.848 |
4.250 |
2.755 |
|
|
Fisher Pivots for day following 08-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3.041 |
3.034 |
PP |
3.033 |
3.019 |
S1 |
3.026 |
3.004 |
|