NYMEX Natural Gas Future January 2016
Trading Metrics calculated at close of trading on 11-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
3.013 |
3.018 |
0.005 |
0.2% |
2.997 |
High |
3.069 |
3.049 |
-0.020 |
-0.7% |
3.069 |
Low |
3.012 |
2.993 |
-0.019 |
-0.6% |
2.993 |
Close |
3.024 |
3.022 |
-0.002 |
-0.1% |
3.022 |
Range |
0.057 |
0.056 |
-0.001 |
-1.8% |
0.076 |
ATR |
0.061 |
0.061 |
0.000 |
-0.6% |
0.000 |
Volume |
31,211 |
17,547 |
-13,664 |
-43.8% |
97,697 |
|
Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.189 |
3.162 |
3.053 |
|
R3 |
3.133 |
3.106 |
3.037 |
|
R2 |
3.077 |
3.077 |
3.032 |
|
R1 |
3.050 |
3.050 |
3.027 |
3.064 |
PP |
3.021 |
3.021 |
3.021 |
3.028 |
S1 |
2.994 |
2.994 |
3.017 |
3.008 |
S2 |
2.965 |
2.965 |
3.012 |
|
S3 |
2.909 |
2.938 |
3.007 |
|
S4 |
2.853 |
2.882 |
2.991 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.256 |
3.215 |
3.064 |
|
R3 |
3.180 |
3.139 |
3.043 |
|
R2 |
3.104 |
3.104 |
3.036 |
|
R1 |
3.063 |
3.063 |
3.029 |
3.084 |
PP |
3.028 |
3.028 |
3.028 |
3.038 |
S1 |
2.987 |
2.987 |
3.015 |
3.008 |
S2 |
2.952 |
2.952 |
3.008 |
|
S3 |
2.876 |
2.911 |
3.001 |
|
S4 |
2.800 |
2.835 |
2.980 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.069 |
2.993 |
0.076 |
2.5% |
0.050 |
1.7% |
38% |
False |
True |
24,134 |
10 |
3.069 |
2.953 |
0.116 |
3.8% |
0.053 |
1.8% |
59% |
False |
False |
22,104 |
20 |
3.222 |
2.953 |
0.269 |
8.9% |
0.054 |
1.8% |
26% |
False |
False |
21,252 |
40 |
3.343 |
2.953 |
0.390 |
12.9% |
0.060 |
2.0% |
18% |
False |
False |
20,567 |
60 |
3.343 |
2.953 |
0.390 |
12.9% |
0.062 |
2.1% |
18% |
False |
False |
18,969 |
80 |
3.430 |
2.953 |
0.477 |
15.8% |
0.065 |
2.2% |
14% |
False |
False |
17,975 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.287 |
2.618 |
3.196 |
1.618 |
3.140 |
1.000 |
3.105 |
0.618 |
3.084 |
HIGH |
3.049 |
0.618 |
3.028 |
0.500 |
3.021 |
0.382 |
3.014 |
LOW |
2.993 |
0.618 |
2.958 |
1.000 |
2.937 |
1.618 |
2.902 |
2.618 |
2.846 |
4.250 |
2.755 |
|
|
Fisher Pivots for day following 11-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
3.022 |
3.031 |
PP |
3.021 |
3.028 |
S1 |
3.021 |
3.025 |
|