NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 09-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
2.997 |
3.032 |
0.035 |
1.2% |
3.013 |
High |
3.054 |
3.041 |
-0.013 |
-0.4% |
3.051 |
Low |
2.997 |
2.995 |
-0.002 |
-0.1% |
2.953 |
Close |
3.049 |
3.007 |
-0.042 |
-1.4% |
3.007 |
Range |
0.057 |
0.046 |
-0.011 |
-19.3% |
0.098 |
ATR |
0.062 |
0.061 |
-0.001 |
-0.9% |
0.000 |
Volume |
26,303 |
22,636 |
-3,667 |
-13.9% |
113,012 |
|
Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.152 |
3.126 |
3.032 |
|
R3 |
3.106 |
3.080 |
3.020 |
|
R2 |
3.060 |
3.060 |
3.015 |
|
R1 |
3.034 |
3.034 |
3.011 |
3.024 |
PP |
3.014 |
3.014 |
3.014 |
3.010 |
S1 |
2.988 |
2.988 |
3.003 |
2.978 |
S2 |
2.968 |
2.968 |
2.999 |
|
S3 |
2.922 |
2.942 |
2.994 |
|
S4 |
2.876 |
2.896 |
2.982 |
|
|
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 |
3.4% |
0.057 |
1.9% |
53% |
False |
False |
24,799 |
10 |
3.054 |
2.953 |
0.101 |
3.4% |
0.052 |
1.7% |
53% |
False |
False |
21,295 |
20 |
3.293 |
2.953 |
0.340 |
11.3% |
0.057 |
1.9% |
16% |
False |
False |
22,858 |
40 |
3.343 |
2.953 |
0.390 |
13.0% |
0.060 |
2.0% |
14% |
False |
False |
20,296 |
60 |
3.383 |
2.953 |
0.430 |
14.3% |
0.063 |
2.1% |
13% |
False |
False |
18,708 |
80 |
3.483 |
2.953 |
0.530 |
17.6% |
0.066 |
2.2% |
10% |
False |
False |
17,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.237 |
2.618 |
3.161 |
1.618 |
3.115 |
1.000 |
3.087 |
0.618 |
3.069 |
HIGH |
3.041 |
0.618 |
3.023 |
0.500 |
3.018 |
0.382 |
3.013 |
LOW |
2.995 |
0.618 |
2.967 |
1.000 |
2.949 |
1.618 |
2.921 |
2.618 |
2.875 |
4.250 |
2.800 |
|
|
Fisher Pivots for day following 09-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3.018 |
3.025 |
PP |
3.014 |
3.019 |
S1 |
3.011 |
3.013 |
|