NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.906 |
2.903 |
-0.003 |
-0.1% |
3.046 |
| High |
2.931 |
2.926 |
-0.005 |
-0.2% |
3.097 |
| Low |
2.905 |
2.902 |
-0.003 |
-0.1% |
2.942 |
| Close |
2.909 |
2.912 |
0.003 |
0.1% |
2.942 |
| Range |
0.026 |
0.024 |
-0.002 |
-7.7% |
0.155 |
| ATR |
0.054 |
0.052 |
-0.002 |
-4.0% |
0.000 |
| Volume |
5,813 |
7,565 |
1,752 |
30.1% |
37,834 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.985 |
2.973 |
2.925 |
|
| R3 |
2.961 |
2.949 |
2.919 |
|
| R2 |
2.937 |
2.937 |
2.916 |
|
| R1 |
2.925 |
2.925 |
2.914 |
2.931 |
| PP |
2.913 |
2.913 |
2.913 |
2.917 |
| S1 |
2.901 |
2.901 |
2.910 |
2.907 |
| S2 |
2.889 |
2.889 |
2.908 |
|
| S3 |
2.865 |
2.877 |
2.905 |
|
| S4 |
2.841 |
2.853 |
2.899 |
|
|
| 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 |
3.013 |
2.899 |
0.114 |
3.9% |
0.041 |
1.4% |
11% |
False |
False |
6,645 |
| 10 |
3.097 |
2.899 |
0.198 |
6.8% |
0.047 |
1.6% |
7% |
False |
False |
7,553 |
| 20 |
3.097 |
2.899 |
0.198 |
6.8% |
0.047 |
1.6% |
7% |
False |
False |
6,900 |
| 40 |
3.282 |
2.899 |
0.383 |
13.2% |
0.052 |
1.8% |
3% |
False |
False |
5,822 |
| 60 |
3.333 |
2.899 |
0.434 |
14.9% |
0.055 |
1.9% |
3% |
False |
False |
4,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.028 |
|
2.618 |
2.989 |
|
1.618 |
2.965 |
|
1.000 |
2.950 |
|
0.618 |
2.941 |
|
HIGH |
2.926 |
|
0.618 |
2.917 |
|
0.500 |
2.914 |
|
0.382 |
2.911 |
|
LOW |
2.902 |
|
0.618 |
2.887 |
|
1.000 |
2.878 |
|
1.618 |
2.863 |
|
2.618 |
2.839 |
|
4.250 |
2.800 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.914 |
2.915 |
| PP |
2.913 |
2.914 |
| S1 |
2.913 |
2.913 |
|