NYMEX Natural Gas Future February 2016
Trading Metrics calculated at close of trading on 08-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3.026 |
3.001 |
-0.025 |
-0.8% |
3.004 |
High |
3.031 |
3.054 |
0.023 |
0.8% |
3.050 |
Low |
2.999 |
3.000 |
0.001 |
0.0% |
2.955 |
Close |
3.010 |
3.049 |
0.039 |
1.3% |
3.010 |
Range |
0.032 |
0.054 |
0.022 |
68.8% |
0.095 |
ATR |
0.057 |
0.057 |
0.000 |
-0.4% |
0.000 |
Volume |
5,477 |
8,372 |
2,895 |
52.9% |
34,885 |
|
Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.196 |
3.177 |
3.079 |
|
R3 |
3.142 |
3.123 |
3.064 |
|
R2 |
3.088 |
3.088 |
3.059 |
|
R1 |
3.069 |
3.069 |
3.054 |
3.079 |
PP |
3.034 |
3.034 |
3.034 |
3.039 |
S1 |
3.015 |
3.015 |
3.044 |
3.025 |
S2 |
2.980 |
2.980 |
3.039 |
|
S3 |
2.926 |
2.961 |
3.034 |
|
S4 |
2.872 |
2.907 |
3.019 |
|
|
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 |
3.054 |
2.955 |
0.099 |
3.2% |
0.053 |
1.7% |
95% |
True |
False |
7,868 |
10 |
3.054 |
2.955 |
0.099 |
3.2% |
0.048 |
1.6% |
95% |
True |
False |
5,983 |
20 |
3.282 |
2.955 |
0.327 |
10.7% |
0.052 |
1.7% |
29% |
False |
False |
5,550 |
40 |
3.333 |
2.955 |
0.378 |
12.4% |
0.055 |
1.8% |
25% |
False |
False |
4,648 |
60 |
3.370 |
2.955 |
0.415 |
13.6% |
0.057 |
1.9% |
23% |
False |
False |
4,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.284 |
2.618 |
3.195 |
1.618 |
3.141 |
1.000 |
3.108 |
0.618 |
3.087 |
HIGH |
3.054 |
0.618 |
3.033 |
0.500 |
3.027 |
0.382 |
3.021 |
LOW |
3.000 |
0.618 |
2.967 |
1.000 |
2.946 |
1.618 |
2.913 |
2.618 |
2.859 |
4.250 |
2.771 |
|
|
Fisher Pivots for day following 08-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3.042 |
3.034 |
PP |
3.034 |
3.019 |
S1 |
3.027 |
3.005 |
|