NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 14-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3.018 |
3.022 |
0.004 |
0.1% |
2.997 |
High |
3.049 |
3.087 |
0.038 |
1.2% |
3.069 |
Low |
2.993 |
3.022 |
0.029 |
1.0% |
2.993 |
Close |
3.022 |
3.077 |
0.055 |
1.8% |
3.022 |
Range |
0.056 |
0.065 |
0.009 |
16.1% |
0.076 |
ATR |
0.061 |
0.061 |
0.000 |
0.5% |
0.000 |
Volume |
17,547 |
27,290 |
9,743 |
55.5% |
97,697 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.257 |
3.232 |
3.113 |
|
R3 |
3.192 |
3.167 |
3.095 |
|
R2 |
3.127 |
3.127 |
3.089 |
|
R1 |
3.102 |
3.102 |
3.083 |
3.115 |
PP |
3.062 |
3.062 |
3.062 |
3.068 |
S1 |
3.037 |
3.037 |
3.071 |
3.050 |
S2 |
2.997 |
2.997 |
3.065 |
|
S3 |
2.932 |
2.972 |
3.059 |
|
S4 |
2.867 |
2.907 |
3.041 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.256 |
3.215 |
3.064 |
|
R3 |
3.180 |
3.139 |
3.043 |
|
R2 |
3.104 |
3.104 |
3.036 |
|
R1 |
3.063 |
3.063 |
3.029 |
3.084 |
PP |
3.028 |
3.028 |
3.028 |
3.038 |
S1 |
2.987 |
2.987 |
3.015 |
3.008 |
S2 |
2.952 |
2.952 |
3.008 |
|
S3 |
2.876 |
2.911 |
3.001 |
|
S4 |
2.800 |
2.835 |
2.980 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.087 |
2.993 |
0.094 |
3.1% |
0.056 |
1.8% |
89% |
True |
False |
24,997 |
10 |
3.087 |
2.953 |
0.134 |
4.4% |
0.055 |
1.8% |
93% |
True |
False |
23,799 |
20 |
3.182 |
2.953 |
0.229 |
7.4% |
0.056 |
1.8% |
54% |
False |
False |
22,041 |
40 |
3.343 |
2.953 |
0.390 |
12.7% |
0.060 |
2.0% |
32% |
False |
False |
20,984 |
60 |
3.343 |
2.953 |
0.390 |
12.7% |
0.062 |
2.0% |
32% |
False |
False |
19,184 |
80 |
3.430 |
2.953 |
0.477 |
15.5% |
0.065 |
2.1% |
26% |
False |
False |
18,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.363 |
2.618 |
3.257 |
1.618 |
3.192 |
1.000 |
3.152 |
0.618 |
3.127 |
HIGH |
3.087 |
0.618 |
3.062 |
0.500 |
3.055 |
0.382 |
3.047 |
LOW |
3.022 |
0.618 |
2.982 |
1.000 |
2.957 |
1.618 |
2.917 |
2.618 |
2.852 |
4.250 |
2.746 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3.070 |
3.065 |
PP |
3.062 |
3.052 |
S1 |
3.055 |
3.040 |
|