NYMEX Natural Gas Future February 2016
Trading Metrics calculated at close of trading on 25-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
2.916 |
2.960 |
0.044 |
1.5% |
2.927 |
High |
2.967 |
2.967 |
0.000 |
0.0% |
2.967 |
Low |
2.879 |
2.897 |
0.018 |
0.6% |
2.879 |
Close |
2.965 |
2.925 |
-0.040 |
-1.3% |
2.925 |
Range |
0.088 |
0.070 |
-0.018 |
-20.5% |
0.088 |
ATR |
0.054 |
0.056 |
0.001 |
2.0% |
0.000 |
Volume |
13,922 |
12,917 |
-1,005 |
-7.2% |
47,867 |
|
Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.140 |
3.102 |
2.964 |
|
R3 |
3.070 |
3.032 |
2.944 |
|
R2 |
3.000 |
3.000 |
2.938 |
|
R1 |
2.962 |
2.962 |
2.931 |
2.946 |
PP |
2.930 |
2.930 |
2.930 |
2.922 |
S1 |
2.892 |
2.892 |
2.919 |
2.876 |
S2 |
2.860 |
2.860 |
2.912 |
|
S3 |
2.790 |
2.822 |
2.906 |
|
S4 |
2.720 |
2.752 |
2.887 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.188 |
3.144 |
2.973 |
|
R3 |
3.100 |
3.056 |
2.949 |
|
R2 |
3.012 |
3.012 |
2.941 |
|
R1 |
2.968 |
2.968 |
2.933 |
2.946 |
PP |
2.924 |
2.924 |
2.924 |
2.913 |
S1 |
2.880 |
2.880 |
2.917 |
2.858 |
S2 |
2.836 |
2.836 |
2.909 |
|
S3 |
2.748 |
2.792 |
2.901 |
|
S4 |
2.660 |
2.704 |
2.877 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.967 |
2.879 |
0.088 |
3.0% |
0.047 |
1.6% |
52% |
True |
False |
9,573 |
10 |
3.097 |
2.879 |
0.218 |
7.5% |
0.052 |
1.8% |
21% |
False |
False |
8,570 |
20 |
3.097 |
2.879 |
0.218 |
7.5% |
0.051 |
1.7% |
21% |
False |
False |
7,805 |
40 |
3.282 |
2.879 |
0.403 |
13.8% |
0.053 |
1.8% |
11% |
False |
False |
6,317 |
60 |
3.333 |
2.879 |
0.454 |
15.5% |
0.055 |
1.9% |
10% |
False |
False |
5,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.265 |
2.618 |
3.150 |
1.618 |
3.080 |
1.000 |
3.037 |
0.618 |
3.010 |
HIGH |
2.967 |
0.618 |
2.940 |
0.500 |
2.932 |
0.382 |
2.924 |
LOW |
2.897 |
0.618 |
2.854 |
1.000 |
2.827 |
1.618 |
2.784 |
2.618 |
2.714 |
4.250 |
2.600 |
|
|
Fisher Pivots for day following 25-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
2.932 |
2.924 |
PP |
2.930 |
2.924 |
S1 |
2.927 |
2.923 |
|