NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3.066 |
3.014 |
-0.052 |
-1.7% |
2.997 |
High |
3.068 |
3.015 |
-0.053 |
-1.7% |
3.069 |
Low |
2.997 |
2.950 |
-0.047 |
-1.6% |
2.993 |
Close |
3.000 |
2.992 |
-0.008 |
-0.3% |
3.022 |
Range |
0.071 |
0.065 |
-0.006 |
-8.5% |
0.076 |
ATR |
0.061 |
0.061 |
0.000 |
0.4% |
0.000 |
Volume |
19,201 |
14,307 |
-4,894 |
-25.5% |
97,697 |
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.181 |
3.151 |
3.028 |
|
R3 |
3.116 |
3.086 |
3.010 |
|
R2 |
3.051 |
3.051 |
3.004 |
|
R1 |
3.021 |
3.021 |
2.998 |
3.004 |
PP |
2.986 |
2.986 |
2.986 |
2.977 |
S1 |
2.956 |
2.956 |
2.986 |
2.939 |
S2 |
2.921 |
2.921 |
2.980 |
|
S3 |
2.856 |
2.891 |
2.974 |
|
S4 |
2.791 |
2.826 |
2.956 |
|
|
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 |
2.950 |
0.153 |
5.1% |
0.061 |
2.0% |
27% |
False |
True |
20,389 |
10 |
3.103 |
2.950 |
0.153 |
5.1% |
0.060 |
2.0% |
27% |
False |
True |
23,866 |
20 |
3.146 |
2.950 |
0.196 |
6.6% |
0.058 |
1.9% |
21% |
False |
True |
21,523 |
40 |
3.343 |
2.950 |
0.393 |
13.1% |
0.060 |
2.0% |
11% |
False |
True |
21,327 |
60 |
3.343 |
2.950 |
0.393 |
13.1% |
0.062 |
2.1% |
11% |
False |
True |
19,541 |
80 |
3.383 |
2.950 |
0.433 |
14.5% |
0.065 |
2.2% |
10% |
False |
True |
18,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.291 |
2.618 |
3.185 |
1.618 |
3.120 |
1.000 |
3.080 |
0.618 |
3.055 |
HIGH |
3.015 |
0.618 |
2.990 |
0.500 |
2.983 |
0.382 |
2.975 |
LOW |
2.950 |
0.618 |
2.910 |
1.000 |
2.885 |
1.618 |
2.845 |
2.618 |
2.780 |
4.250 |
2.674 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
2.989 |
3.027 |
PP |
2.986 |
3.015 |
S1 |
2.983 |
3.004 |
|