NYMEX Natural Gas Future February 2016
Trading Metrics calculated at close of trading on 10-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3.035 |
3.015 |
-0.020 |
-0.7% |
3.004 |
High |
3.039 |
3.070 |
0.031 |
1.0% |
3.050 |
Low |
3.000 |
3.015 |
0.015 |
0.5% |
2.955 |
Close |
3.011 |
3.029 |
0.018 |
0.6% |
3.010 |
Range |
0.039 |
0.055 |
0.016 |
41.0% |
0.095 |
ATR |
0.057 |
0.057 |
0.000 |
0.3% |
0.000 |
Volume |
7,595 |
8,899 |
1,304 |
17.2% |
34,885 |
|
Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.203 |
3.171 |
3.059 |
|
R3 |
3.148 |
3.116 |
3.044 |
|
R2 |
3.093 |
3.093 |
3.039 |
|
R1 |
3.061 |
3.061 |
3.034 |
3.077 |
PP |
3.038 |
3.038 |
3.038 |
3.046 |
S1 |
3.006 |
3.006 |
3.024 |
3.022 |
S2 |
2.983 |
2.983 |
3.019 |
|
S3 |
2.928 |
2.951 |
3.014 |
|
S4 |
2.873 |
2.896 |
2.999 |
|
|
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 |
3.070 |
2.955 |
0.115 |
3.8% |
0.055 |
1.8% |
64% |
True |
False |
9,162 |
10 |
3.070 |
2.955 |
0.115 |
3.8% |
0.049 |
1.6% |
64% |
True |
False |
6,768 |
20 |
3.282 |
2.955 |
0.327 |
10.8% |
0.052 |
1.7% |
23% |
False |
False |
5,925 |
40 |
3.333 |
2.955 |
0.378 |
12.5% |
0.055 |
1.8% |
20% |
False |
False |
4,835 |
60 |
3.370 |
2.955 |
0.415 |
13.7% |
0.056 |
1.8% |
18% |
False |
False |
4,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.304 |
2.618 |
3.214 |
1.618 |
3.159 |
1.000 |
3.125 |
0.618 |
3.104 |
HIGH |
3.070 |
0.618 |
3.049 |
0.500 |
3.043 |
0.382 |
3.036 |
LOW |
3.015 |
0.618 |
2.981 |
1.000 |
2.960 |
1.618 |
2.926 |
2.618 |
2.871 |
4.250 |
2.781 |
|
|
Fisher Pivots for day following 10-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3.043 |
3.035 |
PP |
3.038 |
3.033 |
S1 |
3.034 |
3.031 |
|