NYMEX Natural Gas Future February 2016
Trading Metrics calculated at close of trading on 14-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3.022 |
3.046 |
0.024 |
0.8% |
3.001 |
High |
3.049 |
3.085 |
0.036 |
1.2% |
3.070 |
Low |
2.996 |
3.028 |
0.032 |
1.1% |
2.996 |
Close |
3.025 |
3.076 |
0.051 |
1.7% |
3.025 |
Range |
0.053 |
0.057 |
0.004 |
7.5% |
0.074 |
ATR |
0.056 |
0.057 |
0.000 |
0.4% |
0.000 |
Volume |
7,770 |
9,281 |
1,511 |
19.4% |
32,636 |
|
Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.234 |
3.212 |
3.107 |
|
R3 |
3.177 |
3.155 |
3.092 |
|
R2 |
3.120 |
3.120 |
3.086 |
|
R1 |
3.098 |
3.098 |
3.081 |
3.109 |
PP |
3.063 |
3.063 |
3.063 |
3.069 |
S1 |
3.041 |
3.041 |
3.071 |
3.052 |
S2 |
3.006 |
3.006 |
3.066 |
|
S3 |
2.949 |
2.984 |
3.060 |
|
S4 |
2.892 |
2.927 |
3.045 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.252 |
3.213 |
3.066 |
|
R3 |
3.178 |
3.139 |
3.045 |
|
R2 |
3.104 |
3.104 |
3.039 |
|
R1 |
3.065 |
3.065 |
3.032 |
3.085 |
PP |
3.030 |
3.030 |
3.030 |
3.040 |
S1 |
2.991 |
2.991 |
3.018 |
3.011 |
S2 |
2.956 |
2.956 |
3.011 |
|
S3 |
2.882 |
2.917 |
3.005 |
|
S4 |
2.808 |
2.843 |
2.984 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.085 |
2.996 |
0.089 |
2.9% |
0.052 |
1.7% |
90% |
True |
False |
8,383 |
10 |
3.085 |
2.955 |
0.130 |
4.2% |
0.050 |
1.6% |
93% |
True |
False |
7,680 |
20 |
3.178 |
2.955 |
0.223 |
7.2% |
0.051 |
1.7% |
54% |
False |
False |
6,306 |
40 |
3.333 |
2.955 |
0.378 |
12.3% |
0.055 |
1.8% |
32% |
False |
False |
5,120 |
60 |
3.333 |
2.955 |
0.378 |
12.3% |
0.056 |
1.8% |
32% |
False |
False |
4,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.327 |
2.618 |
3.234 |
1.618 |
3.177 |
1.000 |
3.142 |
0.618 |
3.120 |
HIGH |
3.085 |
0.618 |
3.063 |
0.500 |
3.057 |
0.382 |
3.050 |
LOW |
3.028 |
0.618 |
2.993 |
1.000 |
2.971 |
1.618 |
2.936 |
2.618 |
2.879 |
4.250 |
2.786 |
|
|
Fisher Pivots for day following 14-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3.070 |
3.064 |
PP |
3.063 |
3.052 |
S1 |
3.057 |
3.041 |
|