NYMEX Natural Gas Future February 2016
Trading Metrics calculated at close of trading on 04-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
2.957 |
3.026 |
0.069 |
2.3% |
3.004 |
High |
3.050 |
3.031 |
-0.019 |
-0.6% |
3.050 |
Low |
2.955 |
2.999 |
0.044 |
1.5% |
2.955 |
Close |
3.041 |
3.010 |
-0.031 |
-1.0% |
3.010 |
Range |
0.095 |
0.032 |
-0.063 |
-66.3% |
0.095 |
ATR |
0.059 |
0.057 |
-0.001 |
-2.0% |
0.000 |
Volume |
15,468 |
5,477 |
-9,991 |
-64.6% |
34,885 |
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.109 |
3.092 |
3.028 |
|
R3 |
3.077 |
3.060 |
3.019 |
|
R2 |
3.045 |
3.045 |
3.016 |
|
R1 |
3.028 |
3.028 |
3.013 |
3.021 |
PP |
3.013 |
3.013 |
3.013 |
3.010 |
S1 |
2.996 |
2.996 |
3.007 |
2.989 |
S2 |
2.981 |
2.981 |
3.004 |
|
S3 |
2.949 |
2.964 |
3.001 |
|
S4 |
2.917 |
2.932 |
2.992 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.290 |
3.245 |
3.062 |
|
R3 |
3.195 |
3.150 |
3.036 |
|
R2 |
3.100 |
3.100 |
3.027 |
|
R1 |
3.055 |
3.055 |
3.019 |
3.078 |
PP |
3.005 |
3.005 |
3.005 |
3.016 |
S1 |
2.960 |
2.960 |
3.001 |
2.983 |
S2 |
2.910 |
2.910 |
2.993 |
|
S3 |
2.815 |
2.865 |
2.984 |
|
S4 |
2.720 |
2.770 |
2.958 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.050 |
2.955 |
0.095 |
3.2% |
0.049 |
1.6% |
58% |
False |
False |
6,977 |
10 |
3.050 |
2.955 |
0.095 |
3.2% |
0.047 |
1.6% |
58% |
False |
False |
5,811 |
20 |
3.282 |
2.955 |
0.327 |
10.9% |
0.051 |
1.7% |
17% |
False |
False |
5,400 |
40 |
3.333 |
2.955 |
0.378 |
12.6% |
0.056 |
1.9% |
15% |
False |
False |
4,540 |
60 |
3.370 |
2.955 |
0.415 |
13.8% |
0.057 |
1.9% |
13% |
False |
False |
3,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.167 |
2.618 |
3.115 |
1.618 |
3.083 |
1.000 |
3.063 |
0.618 |
3.051 |
HIGH |
3.031 |
0.618 |
3.019 |
0.500 |
3.015 |
0.382 |
3.011 |
LOW |
2.999 |
0.618 |
2.979 |
1.000 |
2.967 |
1.618 |
2.947 |
2.618 |
2.915 |
4.250 |
2.863 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3.015 |
3.008 |
PP |
3.013 |
3.005 |
S1 |
3.012 |
3.003 |
|