NYMEX Natural Gas Future December 2015
Trading Metrics calculated at close of trading on 24-Jun-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2015 |
24-Jun-2015 |
Change |
Change % |
Previous Week |
Open |
3.112 |
3.115 |
0.003 |
0.1% |
3.148 |
High |
3.172 |
3.165 |
-0.007 |
-0.2% |
3.283 |
Low |
3.104 |
3.112 |
0.008 |
0.3% |
3.119 |
Close |
3.119 |
3.149 |
0.030 |
1.0% |
3.180 |
Range |
0.068 |
0.053 |
-0.015 |
-22.1% |
0.164 |
ATR |
0.080 |
0.078 |
-0.002 |
-2.4% |
0.000 |
Volume |
10,622 |
8,402 |
-2,220 |
-20.9% |
54,552 |
|
Daily Pivots for day following 24-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.301 |
3.278 |
3.178 |
|
R3 |
3.248 |
3.225 |
3.164 |
|
R2 |
3.195 |
3.195 |
3.159 |
|
R1 |
3.172 |
3.172 |
3.154 |
3.184 |
PP |
3.142 |
3.142 |
3.142 |
3.148 |
S1 |
3.119 |
3.119 |
3.144 |
3.131 |
S2 |
3.089 |
3.089 |
3.139 |
|
S3 |
3.036 |
3.066 |
3.134 |
|
S4 |
2.983 |
3.013 |
3.120 |
|
|
Weekly Pivots for week ending 19-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.686 |
3.597 |
3.270 |
|
R3 |
3.522 |
3.433 |
3.225 |
|
R2 |
3.358 |
3.358 |
3.210 |
|
R1 |
3.269 |
3.269 |
3.195 |
3.314 |
PP |
3.194 |
3.194 |
3.194 |
3.216 |
S1 |
3.105 |
3.105 |
3.165 |
3.150 |
S2 |
3.030 |
3.030 |
3.150 |
|
S3 |
2.866 |
2.941 |
3.135 |
|
S4 |
2.702 |
2.777 |
3.090 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.215 |
3.097 |
0.118 |
3.7% |
0.060 |
1.9% |
44% |
False |
False |
10,980 |
10 |
3.283 |
3.097 |
0.186 |
5.9% |
0.070 |
2.2% |
28% |
False |
False |
10,814 |
20 |
3.283 |
2.969 |
0.314 |
10.0% |
0.077 |
2.4% |
57% |
False |
False |
10,587 |
40 |
3.391 |
2.969 |
0.422 |
13.4% |
0.078 |
2.5% |
43% |
False |
False |
8,980 |
60 |
3.391 |
2.927 |
0.464 |
14.7% |
0.070 |
2.2% |
48% |
False |
False |
7,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.390 |
2.618 |
3.304 |
1.618 |
3.251 |
1.000 |
3.218 |
0.618 |
3.198 |
HIGH |
3.165 |
0.618 |
3.145 |
0.500 |
3.139 |
0.382 |
3.132 |
LOW |
3.112 |
0.618 |
3.079 |
1.000 |
3.059 |
1.618 |
3.026 |
2.618 |
2.973 |
4.250 |
2.887 |
|
|
Fisher Pivots for day following 24-Jun-2015 |
Pivot |
1 day |
3 day |
R1 |
3.146 |
3.144 |
PP |
3.142 |
3.139 |
S1 |
3.139 |
3.135 |
|