NYMEX Natural Gas Future January 2016
| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
3.086 |
3.066 |
-0.020 |
-0.6% |
2.997 |
| High |
3.103 |
3.068 |
-0.035 |
-1.1% |
3.069 |
| Low |
3.054 |
2.997 |
-0.057 |
-1.9% |
2.993 |
| Close |
3.060 |
3.000 |
-0.060 |
-2.0% |
3.022 |
| Range |
0.049 |
0.071 |
0.022 |
44.9% |
0.076 |
| ATR |
0.060 |
0.061 |
0.001 |
1.2% |
0.000 |
| Volume |
23,601 |
19,201 |
-4,400 |
-18.6% |
97,697 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.235 |
3.188 |
3.039 |
|
| R3 |
3.164 |
3.117 |
3.020 |
|
| R2 |
3.093 |
3.093 |
3.013 |
|
| R1 |
3.046 |
3.046 |
3.007 |
3.034 |
| PP |
3.022 |
3.022 |
3.022 |
3.016 |
| S1 |
2.975 |
2.975 |
2.993 |
2.963 |
| S2 |
2.951 |
2.951 |
2.987 |
|
| S3 |
2.880 |
2.904 |
2.980 |
|
| S4 |
2.809 |
2.833 |
2.961 |
|
|
| 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 |
3.103 |
2.993 |
0.110 |
3.7% |
0.060 |
2.0% |
6% |
False |
False |
23,770 |
| 10 |
3.103 |
2.953 |
0.150 |
5.0% |
0.058 |
1.9% |
31% |
False |
False |
24,284 |
| 20 |
3.146 |
2.953 |
0.193 |
6.4% |
0.057 |
1.9% |
24% |
False |
False |
22,343 |
| 40 |
3.343 |
2.953 |
0.390 |
13.0% |
0.060 |
2.0% |
12% |
False |
False |
21,371 |
| 60 |
3.343 |
2.953 |
0.390 |
13.0% |
0.062 |
2.1% |
12% |
False |
False |
19,486 |
| 80 |
3.383 |
2.953 |
0.430 |
14.3% |
0.065 |
2.2% |
11% |
False |
False |
18,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.370 |
|
2.618 |
3.254 |
|
1.618 |
3.183 |
|
1.000 |
3.139 |
|
0.618 |
3.112 |
|
HIGH |
3.068 |
|
0.618 |
3.041 |
|
0.500 |
3.033 |
|
0.382 |
3.024 |
|
LOW |
2.997 |
|
0.618 |
2.953 |
|
1.000 |
2.926 |
|
1.618 |
2.882 |
|
2.618 |
2.811 |
|
4.250 |
2.695 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.033 |
3.050 |
| PP |
3.022 |
3.033 |
| S1 |
3.011 |
3.017 |
|