NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
3.046 |
3.087 |
0.041 |
1.3% |
3.102 |
| High |
3.082 |
3.135 |
0.053 |
1.7% |
3.135 |
| Low |
3.020 |
3.079 |
0.059 |
2.0% |
3.020 |
| Close |
3.076 |
3.111 |
0.035 |
1.1% |
3.111 |
| Range |
0.062 |
0.056 |
-0.006 |
-9.7% |
0.115 |
| ATR |
0.074 |
0.073 |
-0.001 |
-1.4% |
0.000 |
| Volume |
14,039 |
18,420 |
4,381 |
31.2% |
70,221 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.276 |
3.250 |
3.142 |
|
| R3 |
3.220 |
3.194 |
3.126 |
|
| R2 |
3.164 |
3.164 |
3.121 |
|
| R1 |
3.138 |
3.138 |
3.116 |
3.151 |
| PP |
3.108 |
3.108 |
3.108 |
3.115 |
| S1 |
3.082 |
3.082 |
3.106 |
3.095 |
| S2 |
3.052 |
3.052 |
3.101 |
|
| S3 |
2.996 |
3.026 |
3.096 |
|
| S4 |
2.940 |
2.970 |
3.080 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.434 |
3.387 |
3.174 |
|
| R3 |
3.319 |
3.272 |
3.143 |
|
| R2 |
3.204 |
3.204 |
3.132 |
|
| R1 |
3.157 |
3.157 |
3.122 |
3.181 |
| PP |
3.089 |
3.089 |
3.089 |
3.100 |
| S1 |
3.042 |
3.042 |
3.100 |
3.066 |
| S2 |
2.974 |
2.974 |
3.090 |
|
| S3 |
2.859 |
2.927 |
3.079 |
|
| S4 |
2.744 |
2.812 |
3.048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.135 |
3.020 |
0.115 |
3.7% |
0.059 |
1.9% |
79% |
True |
False |
14,044 |
| 10 |
3.193 |
3.020 |
0.173 |
5.6% |
0.064 |
2.1% |
53% |
False |
False |
15,100 |
| 20 |
3.283 |
3.020 |
0.263 |
8.5% |
0.066 |
2.1% |
35% |
False |
False |
12,453 |
| 40 |
3.391 |
2.969 |
0.422 |
13.6% |
0.073 |
2.3% |
34% |
False |
False |
10,941 |
| 60 |
3.391 |
2.946 |
0.445 |
14.3% |
0.071 |
2.3% |
37% |
False |
False |
9,332 |
| 80 |
3.391 |
2.927 |
0.464 |
14.9% |
0.069 |
2.2% |
40% |
False |
False |
8,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.373 |
|
2.618 |
3.282 |
|
1.618 |
3.226 |
|
1.000 |
3.191 |
|
0.618 |
3.170 |
|
HIGH |
3.135 |
|
0.618 |
3.114 |
|
0.500 |
3.107 |
|
0.382 |
3.100 |
|
LOW |
3.079 |
|
0.618 |
3.044 |
|
1.000 |
3.023 |
|
1.618 |
2.988 |
|
2.618 |
2.932 |
|
4.250 |
2.841 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.110 |
3.100 |
| PP |
3.108 |
3.089 |
| S1 |
3.107 |
3.078 |
|