NYMEX Natural Gas Future February 2016
Trading Metrics calculated at close of trading on 16-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3.075 |
3.056 |
-0.019 |
-0.6% |
3.001 |
High |
3.097 |
3.063 |
-0.034 |
-1.1% |
3.070 |
Low |
3.055 |
2.999 |
-0.056 |
-1.8% |
2.996 |
Close |
3.061 |
3.002 |
-0.059 |
-1.9% |
3.025 |
Range |
0.042 |
0.064 |
0.022 |
52.4% |
0.074 |
ATR |
0.056 |
0.056 |
0.001 |
1.1% |
0.000 |
Volume |
6,522 |
9,834 |
3,312 |
50.8% |
32,636 |
|
Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.213 |
3.172 |
3.037 |
|
R3 |
3.149 |
3.108 |
3.020 |
|
R2 |
3.085 |
3.085 |
3.014 |
|
R1 |
3.044 |
3.044 |
3.008 |
3.033 |
PP |
3.021 |
3.021 |
3.021 |
3.016 |
S1 |
2.980 |
2.980 |
2.996 |
2.969 |
S2 |
2.957 |
2.957 |
2.990 |
|
S3 |
2.893 |
2.916 |
2.984 |
|
S4 |
2.829 |
2.852 |
2.967 |
|
|
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 |
3.4% |
0.054 |
1.8% |
6% |
False |
False |
8,461 |
10 |
3.097 |
2.955 |
0.142 |
4.7% |
0.053 |
1.8% |
33% |
False |
False |
8,491 |
20 |
3.141 |
2.955 |
0.186 |
6.2% |
0.051 |
1.7% |
25% |
False |
False |
6,608 |
40 |
3.333 |
2.955 |
0.378 |
12.6% |
0.055 |
1.8% |
12% |
False |
False |
5,393 |
60 |
3.333 |
2.955 |
0.378 |
12.6% |
0.056 |
1.9% |
12% |
False |
False |
4,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.335 |
2.618 |
3.231 |
1.618 |
3.167 |
1.000 |
3.127 |
0.618 |
3.103 |
HIGH |
3.063 |
0.618 |
3.039 |
0.500 |
3.031 |
0.382 |
3.023 |
LOW |
2.999 |
0.618 |
2.959 |
1.000 |
2.935 |
1.618 |
2.895 |
2.618 |
2.831 |
4.250 |
2.727 |
|
|
Fisher Pivots for day following 16-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3.031 |
3.048 |
PP |
3.021 |
3.033 |
S1 |
3.012 |
3.017 |
|