NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 10-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3.032 |
3.013 |
-0.019 |
-0.6% |
3.013 |
High |
3.041 |
3.069 |
0.028 |
0.9% |
3.051 |
Low |
2.995 |
3.012 |
0.017 |
0.6% |
2.953 |
Close |
3.007 |
3.024 |
0.017 |
0.6% |
3.007 |
Range |
0.046 |
0.057 |
0.011 |
23.9% |
0.098 |
ATR |
0.061 |
0.061 |
0.000 |
0.1% |
0.000 |
Volume |
22,636 |
31,211 |
8,575 |
37.9% |
113,012 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.206 |
3.172 |
3.055 |
|
R3 |
3.149 |
3.115 |
3.040 |
|
R2 |
3.092 |
3.092 |
3.034 |
|
R1 |
3.058 |
3.058 |
3.029 |
3.075 |
PP |
3.035 |
3.035 |
3.035 |
3.044 |
S1 |
3.001 |
3.001 |
3.019 |
3.018 |
S2 |
2.978 |
2.978 |
3.014 |
|
S3 |
2.921 |
2.944 |
3.008 |
|
S4 |
2.864 |
2.887 |
2.993 |
|
|
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 |
3.069 |
2.953 |
0.116 |
3.8% |
0.059 |
1.9% |
61% |
True |
False |
27,344 |
10 |
3.069 |
2.953 |
0.116 |
3.8% |
0.054 |
1.8% |
61% |
True |
False |
22,612 |
20 |
3.293 |
2.953 |
0.340 |
11.2% |
0.057 |
1.9% |
21% |
False |
False |
22,172 |
40 |
3.343 |
2.953 |
0.390 |
12.9% |
0.060 |
2.0% |
18% |
False |
False |
20,631 |
60 |
3.383 |
2.953 |
0.430 |
14.2% |
0.062 |
2.1% |
17% |
False |
False |
19,033 |
80 |
3.483 |
2.953 |
0.530 |
17.5% |
0.066 |
2.2% |
13% |
False |
False |
17,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.311 |
2.618 |
3.218 |
1.618 |
3.161 |
1.000 |
3.126 |
0.618 |
3.104 |
HIGH |
3.069 |
0.618 |
3.047 |
0.500 |
3.041 |
0.382 |
3.034 |
LOW |
3.012 |
0.618 |
2.977 |
1.000 |
2.955 |
1.618 |
2.920 |
2.618 |
2.863 |
4.250 |
2.770 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3.041 |
3.032 |
PP |
3.035 |
3.029 |
S1 |
3.030 |
3.027 |
|