NYMEX Natural Gas Future February 2016
Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3.056 |
3.004 |
-0.052 |
-1.7% |
3.001 |
High |
3.063 |
3.013 |
-0.050 |
-1.6% |
3.070 |
Low |
2.999 |
2.950 |
-0.049 |
-1.6% |
2.996 |
Close |
3.002 |
2.993 |
-0.009 |
-0.3% |
3.025 |
Range |
0.064 |
0.063 |
-0.001 |
-1.6% |
0.074 |
ATR |
0.056 |
0.057 |
0.000 |
0.9% |
0.000 |
Volume |
9,834 |
5,342 |
-4,492 |
-45.7% |
32,636 |
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.174 |
3.147 |
3.028 |
|
R3 |
3.111 |
3.084 |
3.010 |
|
R2 |
3.048 |
3.048 |
3.005 |
|
R1 |
3.021 |
3.021 |
2.999 |
3.003 |
PP |
2.985 |
2.985 |
2.985 |
2.977 |
S1 |
2.958 |
2.958 |
2.987 |
2.940 |
S2 |
2.922 |
2.922 |
2.981 |
|
S3 |
2.859 |
2.895 |
2.976 |
|
S4 |
2.796 |
2.832 |
2.958 |
|
|
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 |
2.950 |
0.147 |
4.9% |
0.056 |
1.9% |
29% |
False |
True |
7,749 |
10 |
3.097 |
2.950 |
0.147 |
4.9% |
0.055 |
1.9% |
29% |
False |
True |
8,456 |
20 |
3.141 |
2.950 |
0.191 |
6.4% |
0.053 |
1.8% |
23% |
False |
True |
6,635 |
40 |
3.333 |
2.950 |
0.383 |
12.8% |
0.055 |
1.8% |
11% |
False |
True |
5,419 |
60 |
3.333 |
2.950 |
0.383 |
12.8% |
0.056 |
1.9% |
11% |
False |
True |
4,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.281 |
2.618 |
3.178 |
1.618 |
3.115 |
1.000 |
3.076 |
0.618 |
3.052 |
HIGH |
3.013 |
0.618 |
2.989 |
0.500 |
2.982 |
0.382 |
2.974 |
LOW |
2.950 |
0.618 |
2.911 |
1.000 |
2.887 |
1.618 |
2.848 |
2.618 |
2.785 |
4.250 |
2.682 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
2.989 |
3.024 |
PP |
2.985 |
3.013 |
S1 |
2.982 |
3.003 |
|