NYMEX Natural Gas Future February 2016
Trading Metrics calculated at close of trading on 28-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
2.960 |
2.950 |
-0.010 |
-0.3% |
2.927 |
High |
2.967 |
2.989 |
0.022 |
0.7% |
2.967 |
Low |
2.897 |
2.930 |
0.033 |
1.1% |
2.879 |
Close |
2.925 |
2.957 |
0.032 |
1.1% |
2.925 |
Range |
0.070 |
0.059 |
-0.011 |
-15.7% |
0.088 |
ATR |
0.056 |
0.056 |
0.001 |
1.1% |
0.000 |
Volume |
12,917 |
14,510 |
1,593 |
12.3% |
47,867 |
|
Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.136 |
3.105 |
2.989 |
|
R3 |
3.077 |
3.046 |
2.973 |
|
R2 |
3.018 |
3.018 |
2.968 |
|
R1 |
2.987 |
2.987 |
2.962 |
3.003 |
PP |
2.959 |
2.959 |
2.959 |
2.966 |
S1 |
2.928 |
2.928 |
2.952 |
2.944 |
S2 |
2.900 |
2.900 |
2.946 |
|
S3 |
2.841 |
2.869 |
2.941 |
|
S4 |
2.782 |
2.810 |
2.925 |
|
|
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 |
2.989 |
2.879 |
0.110 |
3.7% |
0.053 |
1.8% |
71% |
True |
False |
10,945 |
10 |
3.097 |
2.879 |
0.218 |
7.4% |
0.053 |
1.8% |
36% |
False |
False |
9,093 |
20 |
3.097 |
2.879 |
0.218 |
7.4% |
0.051 |
1.7% |
36% |
False |
False |
8,386 |
40 |
3.282 |
2.879 |
0.403 |
13.6% |
0.053 |
1.8% |
19% |
False |
False |
6,621 |
60 |
3.333 |
2.879 |
0.454 |
15.4% |
0.056 |
1.9% |
17% |
False |
False |
5,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.240 |
2.618 |
3.143 |
1.618 |
3.084 |
1.000 |
3.048 |
0.618 |
3.025 |
HIGH |
2.989 |
0.618 |
2.966 |
0.500 |
2.960 |
0.382 |
2.953 |
LOW |
2.930 |
0.618 |
2.894 |
1.000 |
2.871 |
1.618 |
2.835 |
2.618 |
2.776 |
4.250 |
2.679 |
|
|
Fisher Pivots for day following 28-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
2.960 |
2.949 |
PP |
2.959 |
2.942 |
S1 |
2.958 |
2.934 |
|