NYMEX Natural Gas Future February 2016
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
2.903 |
2.916 |
0.013 |
0.4% |
3.046 |
| High |
2.926 |
2.967 |
0.041 |
1.4% |
3.097 |
| Low |
2.902 |
2.879 |
-0.023 |
-0.8% |
2.942 |
| Close |
2.912 |
2.965 |
0.053 |
1.8% |
2.942 |
| Range |
0.024 |
0.088 |
0.064 |
266.7% |
0.155 |
| ATR |
0.052 |
0.054 |
0.003 |
5.0% |
0.000 |
| Volume |
7,565 |
13,922 |
6,357 |
84.0% |
37,834 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.201 |
3.171 |
3.013 |
|
| R3 |
3.113 |
3.083 |
2.989 |
|
| R2 |
3.025 |
3.025 |
2.981 |
|
| R1 |
2.995 |
2.995 |
2.973 |
3.010 |
| PP |
2.937 |
2.937 |
2.937 |
2.945 |
| S1 |
2.907 |
2.907 |
2.957 |
2.922 |
| S2 |
2.849 |
2.849 |
2.949 |
|
| S3 |
2.761 |
2.819 |
2.941 |
|
| S4 |
2.673 |
2.731 |
2.917 |
|
|
| 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 |
3.004 |
2.879 |
0.125 |
4.2% |
0.046 |
1.5% |
69% |
False |
True |
8,361 |
| 10 |
3.097 |
2.879 |
0.218 |
7.4% |
0.051 |
1.7% |
39% |
False |
True |
8,055 |
| 20 |
3.097 |
2.879 |
0.218 |
7.4% |
0.050 |
1.7% |
39% |
False |
True |
7,411 |
| 40 |
3.282 |
2.879 |
0.403 |
13.6% |
0.053 |
1.8% |
21% |
False |
True |
6,071 |
| 60 |
3.333 |
2.879 |
0.454 |
15.3% |
0.055 |
1.9% |
19% |
False |
True |
5,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.341 |
|
2.618 |
3.197 |
|
1.618 |
3.109 |
|
1.000 |
3.055 |
|
0.618 |
3.021 |
|
HIGH |
2.967 |
|
0.618 |
2.933 |
|
0.500 |
2.923 |
|
0.382 |
2.913 |
|
LOW |
2.879 |
|
0.618 |
2.825 |
|
1.000 |
2.791 |
|
1.618 |
2.737 |
|
2.618 |
2.649 |
|
4.250 |
2.505 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.951 |
2.951 |
| PP |
2.937 |
2.937 |
| S1 |
2.923 |
2.923 |
|