NYMEX Natural Gas Future February 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 |
3.015 |
3.022 |
0.007 |
0.2% |
3.001 |
| High |
3.070 |
3.049 |
-0.021 |
-0.7% |
3.070 |
| Low |
3.015 |
2.996 |
-0.019 |
-0.6% |
2.996 |
| Close |
3.029 |
3.025 |
-0.004 |
-0.1% |
3.025 |
| Range |
0.055 |
0.053 |
-0.002 |
-3.6% |
0.074 |
| ATR |
0.057 |
0.056 |
0.000 |
-0.5% |
0.000 |
| Volume |
8,899 |
7,770 |
-1,129 |
-12.7% |
32,636 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.182 |
3.157 |
3.054 |
|
| R3 |
3.129 |
3.104 |
3.040 |
|
| R2 |
3.076 |
3.076 |
3.035 |
|
| R1 |
3.051 |
3.051 |
3.030 |
3.064 |
| PP |
3.023 |
3.023 |
3.023 |
3.030 |
| S1 |
2.998 |
2.998 |
3.020 |
3.011 |
| S2 |
2.970 |
2.970 |
3.015 |
|
| S3 |
2.917 |
2.945 |
3.010 |
|
| S4 |
2.864 |
2.892 |
2.996 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.252 |
3.213 |
3.066 |
|
| R3 |
3.178 |
3.139 |
3.045 |
|
| R2 |
3.104 |
3.104 |
3.039 |
|
| R1 |
3.065 |
3.065 |
3.032 |
3.085 |
| PP |
3.030 |
3.030 |
3.030 |
3.040 |
| S1 |
2.991 |
2.991 |
3.018 |
3.011 |
| S2 |
2.956 |
2.956 |
3.011 |
|
| S3 |
2.882 |
2.917 |
3.005 |
|
| S4 |
2.808 |
2.843 |
2.984 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.070 |
2.996 |
0.074 |
2.4% |
0.047 |
1.5% |
39% |
False |
True |
7,622 |
| 10 |
3.070 |
2.955 |
0.115 |
3.8% |
0.049 |
1.6% |
61% |
False |
False |
7,039 |
| 20 |
3.212 |
2.955 |
0.257 |
8.5% |
0.050 |
1.6% |
27% |
False |
False |
6,043 |
| 40 |
3.333 |
2.955 |
0.378 |
12.5% |
0.054 |
1.8% |
19% |
False |
False |
4,944 |
| 60 |
3.333 |
2.955 |
0.378 |
12.5% |
0.056 |
1.8% |
19% |
False |
False |
4,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.274 |
|
2.618 |
3.188 |
|
1.618 |
3.135 |
|
1.000 |
3.102 |
|
0.618 |
3.082 |
|
HIGH |
3.049 |
|
0.618 |
3.029 |
|
0.500 |
3.023 |
|
0.382 |
3.016 |
|
LOW |
2.996 |
|
0.618 |
2.963 |
|
1.000 |
2.943 |
|
1.618 |
2.910 |
|
2.618 |
2.857 |
|
4.250 |
2.771 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.024 |
3.033 |
| PP |
3.023 |
3.030 |
| S1 |
3.023 |
3.028 |
|