NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
3.085 |
3.058 |
-0.027 |
-0.9% |
3.101 |
| High |
3.120 |
3.088 |
-0.032 |
-1.0% |
3.187 |
| Low |
3.038 |
3.035 |
-0.003 |
-0.1% |
3.078 |
| Close |
3.059 |
3.046 |
-0.013 |
-0.4% |
3.149 |
| Range |
0.082 |
0.053 |
-0.029 |
-35.4% |
0.109 |
| ATR |
0.076 |
0.075 |
-0.002 |
-2.2% |
0.000 |
| Volume |
7,105 |
14,301 |
7,196 |
101.3% |
65,411 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.215 |
3.184 |
3.075 |
|
| R3 |
3.162 |
3.131 |
3.061 |
|
| R2 |
3.109 |
3.109 |
3.056 |
|
| R1 |
3.078 |
3.078 |
3.051 |
3.067 |
| PP |
3.056 |
3.056 |
3.056 |
3.051 |
| S1 |
3.025 |
3.025 |
3.041 |
3.014 |
| S2 |
3.003 |
3.003 |
3.036 |
|
| S3 |
2.950 |
2.972 |
3.031 |
|
| S4 |
2.897 |
2.919 |
3.017 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.465 |
3.416 |
3.209 |
|
| R3 |
3.356 |
3.307 |
3.179 |
|
| R2 |
3.247 |
3.247 |
3.169 |
|
| R1 |
3.198 |
3.198 |
3.159 |
3.223 |
| PP |
3.138 |
3.138 |
3.138 |
3.150 |
| S1 |
3.089 |
3.089 |
3.139 |
3.114 |
| S2 |
3.029 |
3.029 |
3.129 |
|
| S3 |
2.920 |
2.980 |
3.119 |
|
| S4 |
2.811 |
2.871 |
3.089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.187 |
3.035 |
0.152 |
5.0% |
0.061 |
2.0% |
7% |
False |
True |
14,686 |
| 10 |
3.196 |
3.035 |
0.161 |
5.3% |
0.064 |
2.1% |
7% |
False |
True |
13,221 |
| 20 |
3.283 |
3.035 |
0.248 |
8.1% |
0.068 |
2.2% |
4% |
False |
True |
12,493 |
| 40 |
3.391 |
2.969 |
0.422 |
13.9% |
0.075 |
2.5% |
18% |
False |
False |
10,570 |
| 60 |
3.391 |
2.938 |
0.453 |
14.9% |
0.071 |
2.3% |
24% |
False |
False |
8,961 |
| 80 |
3.391 |
2.927 |
0.464 |
15.2% |
0.069 |
2.3% |
26% |
False |
False |
7,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.313 |
|
2.618 |
3.227 |
|
1.618 |
3.174 |
|
1.000 |
3.141 |
|
0.618 |
3.121 |
|
HIGH |
3.088 |
|
0.618 |
3.068 |
|
0.500 |
3.062 |
|
0.382 |
3.055 |
|
LOW |
3.035 |
|
0.618 |
3.002 |
|
1.000 |
2.982 |
|
1.618 |
2.949 |
|
2.618 |
2.896 |
|
4.250 |
2.810 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.062 |
3.078 |
| PP |
3.056 |
3.067 |
| S1 |
3.051 |
3.057 |
|