NYMEX Natural Gas Future February 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 |
3.075 |
3.056 |
-0.019 |
-0.6% |
3.001 |
| High |
3.097 |
3.063 |
-0.034 |
-1.1% |
3.070 |
| Low |
3.055 |
2.999 |
-0.056 |
-1.8% |
2.996 |
| Close |
3.061 |
3.002 |
-0.059 |
-1.9% |
3.025 |
| Range |
0.042 |
0.064 |
0.022 |
52.4% |
0.074 |
| ATR |
0.056 |
0.056 |
0.001 |
1.1% |
0.000 |
| Volume |
6,522 |
9,834 |
3,312 |
50.8% |
32,636 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.213 |
3.172 |
3.037 |
|
| R3 |
3.149 |
3.108 |
3.020 |
|
| R2 |
3.085 |
3.085 |
3.014 |
|
| R1 |
3.044 |
3.044 |
3.008 |
3.033 |
| PP |
3.021 |
3.021 |
3.021 |
3.016 |
| S1 |
2.980 |
2.980 |
2.996 |
2.969 |
| S2 |
2.957 |
2.957 |
2.990 |
|
| S3 |
2.893 |
2.916 |
2.984 |
|
| S4 |
2.829 |
2.852 |
2.967 |
|
|
| 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 |
3.097 |
2.996 |
0.101 |
3.4% |
0.054 |
1.8% |
6% |
False |
False |
8,461 |
| 10 |
3.097 |
2.955 |
0.142 |
4.7% |
0.053 |
1.8% |
33% |
False |
False |
8,491 |
| 20 |
3.141 |
2.955 |
0.186 |
6.2% |
0.051 |
1.7% |
25% |
False |
False |
6,608 |
| 40 |
3.333 |
2.955 |
0.378 |
12.6% |
0.055 |
1.8% |
12% |
False |
False |
5,393 |
| 60 |
3.333 |
2.955 |
0.378 |
12.6% |
0.056 |
1.9% |
12% |
False |
False |
4,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.335 |
|
2.618 |
3.231 |
|
1.618 |
3.167 |
|
1.000 |
3.127 |
|
0.618 |
3.103 |
|
HIGH |
3.063 |
|
0.618 |
3.039 |
|
0.500 |
3.031 |
|
0.382 |
3.023 |
|
LOW |
2.999 |
|
0.618 |
2.959 |
|
1.000 |
2.935 |
|
1.618 |
2.895 |
|
2.618 |
2.831 |
|
4.250 |
2.727 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.031 |
3.048 |
| PP |
3.021 |
3.033 |
| S1 |
3.012 |
3.017 |
|