NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 15-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3.022 |
3.086 |
0.064 |
2.1% |
2.997 |
High |
3.087 |
3.103 |
0.016 |
0.5% |
3.069 |
Low |
3.022 |
3.054 |
0.032 |
1.1% |
2.993 |
Close |
3.077 |
3.060 |
-0.017 |
-0.6% |
3.022 |
Range |
0.065 |
0.049 |
-0.016 |
-24.6% |
0.076 |
ATR |
0.061 |
0.060 |
-0.001 |
-1.4% |
0.000 |
Volume |
27,290 |
23,601 |
-3,689 |
-13.5% |
97,697 |
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.219 |
3.189 |
3.087 |
|
R3 |
3.170 |
3.140 |
3.073 |
|
R2 |
3.121 |
3.121 |
3.069 |
|
R1 |
3.091 |
3.091 |
3.064 |
3.082 |
PP |
3.072 |
3.072 |
3.072 |
3.068 |
S1 |
3.042 |
3.042 |
3.056 |
3.033 |
S2 |
3.023 |
3.023 |
3.051 |
|
S3 |
2.974 |
2.993 |
3.047 |
|
S4 |
2.925 |
2.944 |
3.033 |
|
|
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 |
3.103 |
2.993 |
0.110 |
3.6% |
0.055 |
1.8% |
61% |
True |
False |
24,457 |
10 |
3.103 |
2.953 |
0.150 |
4.9% |
0.056 |
1.8% |
71% |
True |
False |
24,456 |
20 |
3.146 |
2.953 |
0.193 |
6.3% |
0.056 |
1.8% |
55% |
False |
False |
22,346 |
40 |
3.343 |
2.953 |
0.390 |
12.7% |
0.060 |
2.0% |
27% |
False |
False |
21,246 |
60 |
3.343 |
2.953 |
0.390 |
12.7% |
0.062 |
2.0% |
27% |
False |
False |
19,387 |
80 |
3.389 |
2.953 |
0.436 |
14.2% |
0.065 |
2.1% |
25% |
False |
False |
18,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.311 |
2.618 |
3.231 |
1.618 |
3.182 |
1.000 |
3.152 |
0.618 |
3.133 |
HIGH |
3.103 |
0.618 |
3.084 |
0.500 |
3.079 |
0.382 |
3.073 |
LOW |
3.054 |
0.618 |
3.024 |
1.000 |
3.005 |
1.618 |
2.975 |
2.618 |
2.926 |
4.250 |
2.846 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3.079 |
3.056 |
PP |
3.072 |
3.052 |
S1 |
3.066 |
3.048 |
|