NYMEX Natural Gas Future February 2016
Trading Metrics calculated at close of trading on 15-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3.046 |
3.075 |
0.029 |
1.0% |
3.001 |
High |
3.085 |
3.097 |
0.012 |
0.4% |
3.070 |
Low |
3.028 |
3.055 |
0.027 |
0.9% |
2.996 |
Close |
3.076 |
3.061 |
-0.015 |
-0.5% |
3.025 |
Range |
0.057 |
0.042 |
-0.015 |
-26.3% |
0.074 |
ATR |
0.057 |
0.056 |
-0.001 |
-1.9% |
0.000 |
Volume |
9,281 |
6,522 |
-2,759 |
-29.7% |
32,636 |
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.197 |
3.171 |
3.084 |
|
R3 |
3.155 |
3.129 |
3.073 |
|
R2 |
3.113 |
3.113 |
3.069 |
|
R1 |
3.087 |
3.087 |
3.065 |
3.079 |
PP |
3.071 |
3.071 |
3.071 |
3.067 |
S1 |
3.045 |
3.045 |
3.057 |
3.037 |
S2 |
3.029 |
3.029 |
3.053 |
|
S3 |
2.987 |
3.003 |
3.049 |
|
S4 |
2.945 |
2.961 |
3.038 |
|
|
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 |
3.097 |
2.996 |
0.101 |
3.3% |
0.049 |
1.6% |
64% |
True |
False |
8,013 |
10 |
3.097 |
2.955 |
0.142 |
4.6% |
0.051 |
1.7% |
75% |
True |
False |
7,940 |
20 |
3.141 |
2.955 |
0.186 |
6.1% |
0.051 |
1.7% |
57% |
False |
False |
6,272 |
40 |
3.333 |
2.955 |
0.378 |
12.3% |
0.054 |
1.8% |
28% |
False |
False |
5,211 |
60 |
3.333 |
2.955 |
0.378 |
12.3% |
0.055 |
1.8% |
28% |
False |
False |
4,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.276 |
2.618 |
3.207 |
1.618 |
3.165 |
1.000 |
3.139 |
0.618 |
3.123 |
HIGH |
3.097 |
0.618 |
3.081 |
0.500 |
3.076 |
0.382 |
3.071 |
LOW |
3.055 |
0.618 |
3.029 |
1.000 |
3.013 |
1.618 |
2.987 |
2.618 |
2.945 |
4.250 |
2.877 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3.076 |
3.056 |
PP |
3.071 |
3.051 |
S1 |
3.066 |
3.047 |
|