NYMEX Natural Gas Future February 2016
Trading Metrics calculated at close of trading on 21-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
2.995 |
2.927 |
-0.068 |
-2.3% |
3.046 |
High |
3.004 |
2.927 |
-0.077 |
-2.6% |
3.097 |
Low |
2.942 |
2.899 |
-0.043 |
-1.5% |
2.942 |
Close |
2.942 |
2.909 |
-0.033 |
-1.1% |
2.942 |
Range |
0.062 |
0.028 |
-0.034 |
-54.8% |
0.155 |
ATR |
0.057 |
0.056 |
-0.001 |
-1.8% |
0.000 |
Volume |
6,855 |
7,650 |
795 |
11.6% |
37,834 |
|
Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.996 |
2.980 |
2.924 |
|
R3 |
2.968 |
2.952 |
2.917 |
|
R2 |
2.940 |
2.940 |
2.914 |
|
R1 |
2.924 |
2.924 |
2.912 |
2.918 |
PP |
2.912 |
2.912 |
2.912 |
2.909 |
S1 |
2.896 |
2.896 |
2.906 |
2.890 |
S2 |
2.884 |
2.884 |
2.904 |
|
S3 |
2.856 |
2.868 |
2.901 |
|
S4 |
2.828 |
2.840 |
2.894 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.459 |
3.355 |
3.027 |
|
R3 |
3.304 |
3.200 |
2.985 |
|
R2 |
3.149 |
3.149 |
2.970 |
|
R1 |
3.045 |
3.045 |
2.956 |
3.020 |
PP |
2.994 |
2.994 |
2.994 |
2.981 |
S1 |
2.890 |
2.890 |
2.928 |
2.865 |
S2 |
2.839 |
2.839 |
2.914 |
|
S3 |
2.684 |
2.735 |
2.899 |
|
S4 |
2.529 |
2.580 |
2.857 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.097 |
2.899 |
0.198 |
6.8% |
0.052 |
1.8% |
5% |
False |
True |
7,240 |
10 |
3.097 |
2.899 |
0.198 |
6.8% |
0.052 |
1.8% |
5% |
False |
True |
7,812 |
20 |
3.097 |
2.899 |
0.198 |
6.8% |
0.050 |
1.7% |
5% |
False |
True |
6,811 |
40 |
3.282 |
2.899 |
0.383 |
13.2% |
0.054 |
1.8% |
3% |
False |
True |
5,645 |
60 |
3.333 |
2.899 |
0.434 |
14.9% |
0.056 |
1.9% |
2% |
False |
True |
4,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.046 |
2.618 |
3.000 |
1.618 |
2.972 |
1.000 |
2.955 |
0.618 |
2.944 |
HIGH |
2.927 |
0.618 |
2.916 |
0.500 |
2.913 |
0.382 |
2.910 |
LOW |
2.899 |
0.618 |
2.882 |
1.000 |
2.871 |
1.618 |
2.854 |
2.618 |
2.826 |
4.250 |
2.780 |
|
|
Fisher Pivots for day following 21-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
2.913 |
2.956 |
PP |
2.912 |
2.940 |
S1 |
2.910 |
2.925 |
|