NYMEX Natural Gas Future December 2015
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
3.087 |
3.141 |
0.054 |
1.7% |
3.102 |
| High |
3.135 |
3.189 |
0.054 |
1.7% |
3.135 |
| Low |
3.079 |
3.111 |
0.032 |
1.0% |
3.020 |
| Close |
3.111 |
3.178 |
0.067 |
2.2% |
3.111 |
| Range |
0.056 |
0.078 |
0.022 |
39.3% |
0.115 |
| ATR |
0.073 |
0.073 |
0.000 |
0.5% |
0.000 |
| Volume |
18,420 |
11,509 |
-6,911 |
-37.5% |
70,221 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.393 |
3.364 |
3.221 |
|
| R3 |
3.315 |
3.286 |
3.199 |
|
| R2 |
3.237 |
3.237 |
3.192 |
|
| R1 |
3.208 |
3.208 |
3.185 |
3.223 |
| PP |
3.159 |
3.159 |
3.159 |
3.167 |
| S1 |
3.130 |
3.130 |
3.171 |
3.145 |
| S2 |
3.081 |
3.081 |
3.164 |
|
| S3 |
3.003 |
3.052 |
3.157 |
|
| S4 |
2.925 |
2.974 |
3.135 |
|
|
| 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 |
3.189 |
3.020 |
0.169 |
5.3% |
0.066 |
2.1% |
93% |
True |
False |
13,074 |
| 10 |
3.189 |
3.020 |
0.169 |
5.3% |
0.063 |
2.0% |
93% |
True |
False |
14,714 |
| 20 |
3.283 |
3.020 |
0.263 |
8.3% |
0.068 |
2.1% |
60% |
False |
False |
12,432 |
| 40 |
3.391 |
2.969 |
0.422 |
13.3% |
0.073 |
2.3% |
50% |
False |
False |
10,988 |
| 60 |
3.391 |
2.946 |
0.445 |
14.0% |
0.070 |
2.2% |
52% |
False |
False |
9,375 |
| 80 |
3.391 |
2.927 |
0.464 |
14.6% |
0.069 |
2.2% |
54% |
False |
False |
8,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.521 |
|
2.618 |
3.393 |
|
1.618 |
3.315 |
|
1.000 |
3.267 |
|
0.618 |
3.237 |
|
HIGH |
3.189 |
|
0.618 |
3.159 |
|
0.500 |
3.150 |
|
0.382 |
3.141 |
|
LOW |
3.111 |
|
0.618 |
3.063 |
|
1.000 |
3.033 |
|
1.618 |
2.985 |
|
2.618 |
2.907 |
|
4.250 |
2.780 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.169 |
3.154 |
| PP |
3.159 |
3.129 |
| S1 |
3.150 |
3.105 |
|