NYMEX Natural Gas Future February 2016
Trading Metrics calculated at close of trading on 22-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
2.927 |
2.906 |
-0.021 |
-0.7% |
3.046 |
High |
2.927 |
2.931 |
0.004 |
0.1% |
3.097 |
Low |
2.899 |
2.905 |
0.006 |
0.2% |
2.942 |
Close |
2.909 |
2.909 |
0.000 |
0.0% |
2.942 |
Range |
0.028 |
0.026 |
-0.002 |
-7.1% |
0.155 |
ATR |
0.056 |
0.054 |
-0.002 |
-3.8% |
0.000 |
Volume |
7,650 |
5,813 |
-1,837 |
-24.0% |
37,834 |
|
Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.993 |
2.977 |
2.923 |
|
R3 |
2.967 |
2.951 |
2.916 |
|
R2 |
2.941 |
2.941 |
2.914 |
|
R1 |
2.925 |
2.925 |
2.911 |
2.933 |
PP |
2.915 |
2.915 |
2.915 |
2.919 |
S1 |
2.899 |
2.899 |
2.907 |
2.907 |
S2 |
2.889 |
2.889 |
2.904 |
|
S3 |
2.863 |
2.873 |
2.902 |
|
S4 |
2.837 |
2.847 |
2.895 |
|
|
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 |
3.063 |
2.899 |
0.164 |
5.6% |
0.049 |
1.7% |
6% |
False |
False |
7,098 |
10 |
3.097 |
2.899 |
0.198 |
6.8% |
0.049 |
1.7% |
5% |
False |
False |
7,556 |
20 |
3.097 |
2.899 |
0.198 |
6.8% |
0.048 |
1.7% |
5% |
False |
False |
6,769 |
40 |
3.282 |
2.899 |
0.383 |
13.2% |
0.053 |
1.8% |
3% |
False |
False |
5,727 |
60 |
3.333 |
2.899 |
0.434 |
14.9% |
0.055 |
1.9% |
2% |
False |
False |
4,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.042 |
2.618 |
2.999 |
1.618 |
2.973 |
1.000 |
2.957 |
0.618 |
2.947 |
HIGH |
2.931 |
0.618 |
2.921 |
0.500 |
2.918 |
0.382 |
2.915 |
LOW |
2.905 |
0.618 |
2.889 |
1.000 |
2.879 |
1.618 |
2.863 |
2.618 |
2.837 |
4.250 |
2.795 |
|
|
Fisher Pivots for day following 22-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
2.918 |
2.952 |
PP |
2.915 |
2.937 |
S1 |
2.912 |
2.923 |
|